Derivative of the Gamma Function

Jacobe, Andhee M.
January 1, 2020

Definition: Gamma Function Now, what we need is to find the value of Ψ(1) and to do so, first
For any real number z > 0, the gamma function is given as define another function.
Z ∞ Definition: p-Gamma Function
Γ(z) := xz−1 e−x dx (1) Let p be a positive integer and z > 0. Define the p-gamma func-
0 tion as
The gamma function can also be defined in a recursive manner as p!pz pz
Γp (z) := = . (14)
Γ(z) = (z − 1)Γ(z − 1) (2) z(z + 1)...(z + p) z(1 + z/1)...(1 + z/p)

which then gives us the Factorial Function Equation (14) also has an integral form given as
Z p p
Γ(z) = (z − 1)! (3) x
Γp (z) := 1− xz−1 dx (15)
0 p
whenever z is a positive integer.
We also note that
Derivative of Gamma Function pz = ez ln p = ez(ln p−Hp ) ezHp . (16)
Using the Leibniz rule in differentiating an integral, we have
Z ∞ Manipulating (14) and using (16) gives us
0
Γ (z) = xz−1 ln x e−x dx. (4) p
0 zΓp (z) Y  z
1= 1 + (17)
However, applying differentiation (product rule) to equation (2) pz k
k=1
also gives us p 
z(Hp −ln p) −zHp
Y z
0 0 = zΓ p (z)e e 1+ (18)
Γ (z) = (z − 1)Γ (z − 1) + Γ(z − 1) (5) k
k=1
p 
which if we divide by Γ(z) and using (2) becomes Y z  −z/k
= zΓp (z)ez(Hp −ln p) 1+ e (19)
Γ0 (z) (z − 1)Γ0 (z − 1) + Γ(z − 1) Γ0 (z − 1) 1 k
k=1
= = + . (6)
Γ(z) Γ(z) Γ(z − 1) z−1 by noting that
p
Now, we define the Psi or Digamma function as Y
e−zHp = e−z/k . (20)
0
Γ (z) k=1
Ψ(z) := . (7)
Γ(z) We also define the Euler-Mascheroni Constant as
Definition: Euler-Mascheroni Constant
Looking at (6), it is clear that
1 γ := lim (Hp − ln p) = 0.57721566490... (21)
Ψ(z) = Ψ(z − 1) + (8) p→∞
z−1
If for (19) we let p → ∞, we are interested what happens to the
and for any positive integer z right-hand side.
1
Ψ(z) = Ψ(z − 1) + (9) Claim: Γ (z) → Γ(z) as p → ∞.
z−1 p
1 1 This is equivalent to showing Γp (z) − Γ(z) → 0 as p → ∞.
= Ψ(z − 2) + + (10)
z−2 z−1 Z p
x
p Z ∞
.. Γp (z) − Γ(z) = 1− xz−1 dx − xz−1 e−x dx
. (11) 0 p 0
z−1
X 1 = I 1 + I2 + I 3
= Ψ(1) + . (12)
k where
k=1
Z ∞
It can also be noted that the second term in the right-hand side I1 = − xz−1 e−x dx (22)
th
of (12) is the (z − 1) harmonic sum which we denote as Hz−1 . p
Z p  p 
x −x
And hence, we manipulate (7) and (12) and arrives at I2 = 1− −e xz−1 dx (23)
p/2 p
z−1
! Z p/2  p 
1 x −x
xz−1 dx
X
0 I3 = 1− −e (24)
Γ (z) = Ψ(1) + Γ(z) (13)
k 0 p
k=1
Now, (22) approaches zero as p → ∞. Using the Taylor Series Equation (35) can then be simplified as
p
Expansion of ln (1 − z/p) and the interval 0 ≤ x ≤ p give us
∞  
1 X 1 1

x
p 
x
 Ψ(z) = − − γ + −
ln 1 − = p ln 1 − = −x − L (25) z k k+z
k=1
p p z−1   ∞   ∞  
X 1 X 1 X 1
where = −γ + + −
k k k+z
x2 x2 k=1 k=z+1 k=1
 
1 x
L= + + 2 + ... . (26) z−1   ∞   X ∞  
p 2 3p 4p X 1 X 1 1
= −γ + + −
Which in turn gives us k k+z k+z
k=1 k=1 k=1
z−1  
 p X 1
−x x = −γ +
0<e − 1− = e−x − e−L e−x ≤ e−x . (27) k
p k=1

Then (27) implies that (23) converges to zero as p → ∞. More- which if compared to (12) will enable us to conclude that
over, using (26) and the fact that x/p ≤ 1/2, we get
Ψ(1) = −γ (36)
 p
x
0 < e−x − 1 − = e−x − e−L e−x ≤ e−x L (28) which ultimately states that for any positive integer z,
p
z−1
!
but it is clear also that 0
X 1
Γ (z) = −γ + Γ(z) (37)
k
∞ k=1
2 X
x 1
L≤ . (29) Remark: The derived results also apply to complex values with
p (k + 1)2k−1
k=0
some exceptions (zero and negative integers).
Combining (28), (29), and (24) will result to
====== End of Investigation =======
∞
1X 1
|I3 | ≤ Γ(z + 2) (30)
p (k + 1)2k−1
k=0

which ultimately converges to zero as p → ∞. Therefore,

ultimately, we proved our claim.

We go back to the limit of (19) as p → ∞. Combining the

claim and the definition for the Euler-Mascheroni constant, we
have
∞ 
Y z  −z/k
1 = zΓ(z)ezγ 1+ e . (31)
k
k=1

Rewriting (31) , we have

∞ 
1 Y z  −z/k
= zezγ 1+ e . (32)
Γ(z) k
k=1

Equation (32) is called the Weierstrass Form of the gamma

function.

We now extract the logarithm of (32), that is

∞ 
X  z z
− ln Γ(z) = ln z + zγ + ln 1 + − (33)
k k
k=1

Taking the derivative of (33) with respect to z,

∞
Γ0 (z)
 
1 X 1 1
− = +γ+ − (34)
Γ(z) z k+z k
k=1

One may notice that left-hand side is the negative of the Psi or
Digamma function, hence:
∞  
1 X 1 1
Ψ(z) = − − γ + − (35)
z k k+z
k=1