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Rakesh K. Parmar
Department of Mathematics, Government College of Engineering and
Technology, Bikaner 334004, Rajasthan State, India
e-mail : rakeshparmar27@gmail.com
H. M. Srivastava
Department of Mathematics and Statistics, University of Victoria, Victoria, British
Columbia V8W 3R4, Canada, and
Department of Medical Research, China Medical University Hospital, China Medical
University, Taichung 40402, Taiwan, Republic of China
e-mail : harimsri@math.uvic.ca
*Corresponding Author.
Received June 7, 2016; accepted December 6, 2016.
2010 Mathematics Subject Classification: Primary 33B15, 33B20, 33C05, 33C15, 33C20;
Secondary 33B99, 33C99, 60B99.
Key words and phrases: Gamma functions; incomplete gamma functions; Pochhammer
symbol; incomplete Pochhammer symbols; incomplete generalized hypergeometric func-
tions; Lauricella functions; Appell functions; Laguerre polynomials; Bessel and modified
Bessel functions; incomplete second Appell functions; incomplete Lauricella functions of
several variables; Marcum q- and Q-functions.
19
20 J. Choi, R. K. Parmar and H. M. Srivastava
and
∫ ∞ ( )
(1.2) Γ(s, x) := ts−1 e−t dt x = 0; ℜ(s) > 0 when x = 0 ,
x
Each of these functions plays an important rôle in the study of the analytic solutions
of a variety of problems in diverse areas of science and engineering (see, e.g., [1, 2,
8, 9, 10, 14, 16, 17, 20, 23, 33, 34, 35, 37, 38]).
Throughout this paper, N, Z− and C denote the sets of positive integers, nega-
tive integers and complex numbers, respectively,
N0 := N ∪ {0} and Z− −
0 := Z ∪ {0} .
Moreover, the parameter x = 0 used above in (1.1) and (1.2) and elsewhere in this
paper is independent of ℜ(z) of the complex number z ∈ C.
Recently, Srivastava et al. [30] introduced and studied in a rather systematic
manner the following two families of generalized incomplete hypergeometric func-
tions:
[ ] ∑ ∞
(α1 , x), α2 , · · · , αp ; (α1 ; x)n (α2 )n · · · (αp )n z n
(1.4) γ z =
p q
β1 , · · · , βq ; (β1 )n · · · (βq )n n!
n=0
and
[ ] ∑ ∞
(α1 , x), α2 , · · · , αp ; [α1 ; x]n (α2 )n · · · (αp )n z n
(1.5) p Γq z = ,
β 1 , · · · , βq ; (β1 )n · · · (βq )n n!
n=0
where, in terms of the incomplete Gamma functions γ(s, x) and Γ(s, x) defined
by (1.1) and (1.2), respectively, the incomplete Pochhammer symbols (λ; x)ν and
[λ; x]ν (λ; ν ∈ C; x = 0) are defined as follows:
γ(λ + ν, x)
(1.6) (λ; x)ν := (λ, ν ∈ C; x = 0)
Γ(λ)
and
Γ(λ + ν, x)
(1.7) [λ; x]ν := (λ, ν ∈ C; x = 0),
Γ(λ)
The Incomplete Lauricella Functions of Several Variables 21
so that, obviously, these incomplete Pochhammer symbols (λ; x)ν and [λ; x]ν satisfy
the following decomposition relation:
Here, and in what follows, (λ)ν (λ, ν ∈ C) denotes the Pochhammer symbol (or
the shifted factorial) which is defined (in general) by
(ν = 0; λ ∈ C \ {0})
Γ(λ + ν)
1
(1.9) (λ)ν := =
Γ(λ)
λ(λ + 1) · · · (λ + n − 1) (ν = n ∈ N; λ ∈ C),
it being understood conventionally that (0)0 := 1 and assumed tacitly that the Γ-
quotient exists (see, for details, [35, p. 21 et seq.]; see also [25]), N being (as above)
the set of positive integers.
As already observed by Srivastava et al. [30], the definitions (1.4) and (1.5)
readily yield the following decomposition formula:
[ ] [ ]
(α1 , x), α2 , . . . , αp ; (α1 , x), α2 , . . . , αp ;
γ z + Γ z
p q
β1 , . . . , βq ; p q
β1 , · · · , βq ;
[ ]
α 1 , α2 , . . . , α p ;
(1.10) = p Fq z
β1 , . . . , βq ;
(n) (n)
2. The Incomplete Lauricella Functions γA and ΓA in n Variables
In terms of the incomplete Pochhammer symbol (λ; x)ν and [λ; x]ν defined by
(1.6) and (1.7), we introduce the families of the incomplete Lauricella hypergeo-
(n) (n)
metric functions γA and ΓA of n variables as follows: For α, β1 , . . . , βn ∈ C and
−
γ1 , . . . , γn ∈ C \ Z0 , we have
(n)
γA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ]
∑∞
(α; x)m1 +···+mn (β1 )m1 · · · (βn )mn xm 1
xmn
(2.1) := 1
··· n
m ,...,m =0
(γ1 )m1 · · · (γn )mn m1 ! mn !
1 n
where
(n)
u = u(x1 , . . . , xn ) := γA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ]
(n)
+ ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ].
The Incomplete Lauricella Functions of Several Variables 23
Proof. In light of the decomposition formula (2.3), it is easy to derive (2.4), since the
(n)
n-variable Lauricella function FA satisfies the same system of partial differential
equations as in (2.4).
Remark 2.2. The special cases of (2.1) and (2.2) when n = 2 are easily seen
to correspond to the following known families of the incomplete second Appell
hypergeometric functions in two variables [6]:
(2) (2)
(2.5) γA = γ2 [(a, x), b1 , b2 ; c1 , c2 ; x1 , x2 ] and ΓA = Γ2 [(a, x), b1 , b2 ; c1 , c2 ; x1 , x2 ],
respectively. Also, the special cases of (2.1) and (2.2) when n = 1 correspond to
the following known families of the incomplete Gauss hypergeometric functions in
one variable [30]:
(1) (1)
(2.6) γA = 2 γ1 [(a, x), b1 ; c1 ; x1 ] and ΓA = 2 Γ1 [(a, x), b1 ; c1 ; x1 ],
respectively.
(n)
3. Integral Representations of the Incomplete Lauricella Function ΓA
In this section, we present certain integral representations of the incomplete
(n)
Lauricella function ΓA by applying (1.2) and (1.7). We also obtain some integral
representations involving the Laguerre polynomials, the incomplete gamma func-
tions, and the Bessel and modified Bessel functions.
(n)
Theorem 3.1. The following integral representation for ΓA in (2.2) holds true:
(n)
ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ]
∫ ∞ β1 ; βn ;
1
(3.1) = e−t tα−1 1 F1 x1 t · · · 1 F1 xn t dt
Γ(α) x
γ1 ; γn ;
( )
x = 0; ℜ(x1 + · · · + xn ) < 1; ℜ(α) > 0 when x=0 .
Proof. Using the definition of the incomplete Pochhammer symbol [α; x]m1 +···+mn
in (2.2) and considering the integral representation resulting from (1.2) and (1.7),
we are led to the desired result (3.1) asserted by Theorem 3.1.
(n)
Theorem 3.2. The following n-tuple integral representation for ΓA in (2.2) holds
true:
24 J. Choi, R. K. Parmar and H. M. Srivastava
(n) 1
ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ] =
B(β1 , γ1 − β1 ) · · · B(βn , γn − βn )
∫ 1 ∫ 1
· ··· tβ1 1 −1 · · · tβnn −1 (1 − t1 )γ1 −β1 −1 · · · (1 − tn )γn −βn −1
0 0
(3.2) [ ]
· 1 Γ0 (α, x); ; x1 t1 + · · · + xn tn dt1 · · · dtn
( )
ℜ(γj ) > ℜ(βj ) > 0 (j = 1, . . . , n); x = 0 .
Proof. Upon considering the following elementary identity involving the Beta func-
tion B(α, β):
∫ 1
(β)ν B(β + ν, γ − β) 1
= = tβ+ν−1 (1 − t)γ−β−1 dt
(γ)ν B(β, γ − β) B(β, γ − β) 0
( )
ℜ(γ) > ℜ(β) > max{0, −ℜ(ν)}
in (2.2) and using the elementary series identity (5.6), if we apply the definition
(1.5), we get the desired multiple integral representation (3.2) asserted by Theorem
3.2.
(n)
Theorem 3.3. The following (n + 1)-tuple integral representation for ΓA in (2.2)
holds true:
(n) 1
ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ] =
Γ(α)Γ(β1 ) · · · Γ(βn )
∫ ∞∫ ∞ ∫ ∞
· ··· e−s−t1 − ··· −tn sα−1 tβ1 1 −1 · · · tβnn −1
x 0 0
(3.3) · 0 F1 ( ; γ1 ; x1 st1 ) · · · 0 F1 (
; γn ; xn stn ) ds dt1 · · · dtn
( )
x = 0; min{ℜ(α), ℜ(β1 ), . . . , ℜ(βn )} > 0 when x = 0 .
Proof. Using the incomplete Pochhammer symbol [α; x]m1 +···+mn and the classical
Pochhammer symbols (β1 )m1 , . . . , (βn )mn in the definition (2.2) by considering the
integral representation resulting from (1.2) and (1.7), we are led to the desired
(n + 1)-tuple integral representation (3.3) asserted by Theorem 3.3.
(α)
Remark 3.4. The Laguerre polynomial Ln (x) of order (index) α and degree n
in x, the incomplete gamma function γ(k, x), the Bessel function Jν (z) and the
modified Bessel function Iν (z) are expressible in terms of hypergeometric functions
as follows (see, e.g., [21]; see also [5, 9, 12, 14, 17, 38, 39]):
(α + 1)n
(3.4) L(α)
n (x) = 1 F1 (−n; α + 1; x),
n!
The Incomplete Lauricella Functions of Several Variables 25
Now, by applying the relationships (3.4) and (3.5) to (3.1) and (3.6) and (3.7) to
(3.3), we can deduce certain interesting integral representations for the incomplete
Lauricella hypergeometric function in (2.2), which are asserted by Corollaries 3.5
and 3.6 below. We state here the resulting integral representations without proof.
Corollary 3.5. Each of the following integral representations holds true:
(n)
ΓA [(α, x), −m1 , . . . , −mn ; β1 + 1, . . . , βn + 1; x1 , . . . , xn ]
∫ ∞
m1 ! · · · mn !
(3.8) = e−t tα−1 L(βm1 (x1 t) · · · Lmn (xn t) dt
1) (βn )
(β1 + 1)m1 · · · (βn + 1)mn Γ(α) x
and
(n)
ΓA [(α, x), β1 , . . . , βn ; β1 + 1, . . . , βn + 1; −x1 , . . . , −xn ]
∫ ∞
β1 · · · βn x−β 1
· · · x−β n
(3.9) = 1 n
e−t tα−β1 −···−βn −1 γ(β1 , x1 t) · · · γ(βn , xn t) dt
Γ(α) x
provided that the integrals involved are convergent.
Corollary 3.6. Each of the following (n + 1)-tuple integral representations holds
true:
(n)
ΓA [(α, x), β1 , . . . , βn ; γ1 + 1, . . . , γn + 1; −x1 , . . . , −xn ]
γ1
− − γn
Γ(γ1 + 1) · · · Γ(γn + 1) x1 2 · · · xn 2
=
Γ(α)Γ(β1 ) · · · Γ(βn )
∫ ∞∫ ∞ ∫ ∞ γ
γ1 γn β − 1 −1 β − γn −1
· ··· e−s−t1 −···−tn sα− 2 −···− 2 −1 t1 1 2 · · · t1 n 2
x
( √
0
)
0
( √ )
(3.10) · Jγ1 2 x1 st1 · · · Jγn 2 xn stn ds dt1 · · · dtn
and
(n)
ΓA [(α, x), β1 , . . . , βn ; γ1 + 1, . . . , γn + 1; x1 , . . . , xn ]
γ1
− − γn
Γ(γ1 + 1) · · · Γ(γn + 1) x1 2 · · · xn 2
=
Γ(α)Γ(β1 ) · · · Γ(βn )
∫ ∞∫ ∞ ∫ ∞ γ
γ1 γn β − 1 −1 β − γn −1
· ··· e−s−t1 −···−tn sα− 2 −···− 2 −1 t1 1 2 · · · t1 n 2
x
( √
0
)0 ( √ )
(3.11) · Iγ1 2 x1 st1 · · · Iγn 2 xn stn ds dt1 · · · dtn ,
26 J. Choi, R. K. Parmar and H. M. Srivastava
4. A Derivative Formula
Differentiating both sides of (2.2) with respect to x1 , . . . , xn partially m1 , . . . , mn
times, respectively, we obtain a derivative formula for the incomplete Lauricella hy-
(n)
pergeometric function ΓA given in the following theorem.
(n)
Theorem 4.1. The following derivative formula for ΓA holds true:
∂ m1 +···+mn { (n) }
Γ [(α, x), β 1 , . . . , βn ; γ 1 , . . . , γ n ; x1 , . . . , xn ]
1 · · · ∂xn
∂xm 1 mn A
and
Proof. If we first apply Kummer’s transformation formula (see, e.g., [21, p. 125,
Eq. (2)]):
(5.3) 1 F1 (α; β; z) = ez 1 F1 (β − α; β; −z)
The Incomplete Lauricella Functions of Several Variables 27
τ = (1 − x1 )t and dτ = (1 − x1 )dt
in the resulting integral, we get the first transformation formula (5.1). A similar
argument will establish the second transformation formula (5.2).
which, in view of the elementary series identity [36, p. 52, Eq. 1.6(3)]:
∞
∑ ∑∞ m
xm 1
xmn (x1 + · · · + xm )
(5.6) Ω (m1 + · · · + mn ) 1
··· n = Ω(m)
m1 ,...,mn =0
m1 ! mn ! m=0
m!
can easily be simplified to yield the assertion (5.4) of Corollary 5.2 when we put
x1 + · · · + xn = z.
in its special case when x = 0, Corollary 5.2 would reduce immediately to the
binomial expansion given by
∞
∑ zn
(5.7) 1 F0 (α; ; z) = (α)n = (1 − z)−α (|z| < 1; α ∈ C).
n=0
n!
Remark 5.4. In light of the expansion formula (5.4) asserted by Corollary 5.2,
(n)
n-tuple integral representation for ΓA in Theorem 3.2 can be rewritten as follows:
28 J. Choi, R. K. Parmar and H. M. Srivastava
holds true:
(n) 1
ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ] =
B(β1 , γ1 − β1 ) · · · B(βn , γn − βn )
∫ 1 ∫ 1
· ··· t1β1 −1 · · · tβnn −1 (1 − t1 )γ1 −β1 −1 · · · (1 − tn )γn −βn −1
0 0
(5.8)
−α [ ]
· (1 − x1 t1 − · · · − xn tn ) α; x (1 − x1 t1 − · · · − xn tn ) 0 dt1 · · · dtn
( )
ℜ(γj ) > ℜ(βj ) > 0 (j = 1, . . . , n); x = 0 .
(n)
6. Finite Sums Involving ΓA
Here we consider some finite sum formulas associated with the incomplete Lau-
(n)
ricella function ΓA .
(n)
Theorem 6.1. The following finite sum formula for ΓA holds true:
∑
m
(n)
ΓA [(α, x), −k, −m + k, β3 , . . . , βn ; 1, 1, γ3 , . . . , γn ; x1 , . . . , xn ]
k=0
(n−1)
(6.1) = (m + 1)ΓA [(α, x), −m, β3 , . . . , βn ; 2, γ3 , . . . , γn ; x1 + x2 , x3 , . . . , xn ]
( )
|x1 | + · · · + |xn | < 1; ℜ(α) > 0 when x = 0 .
Proof. We make use the integral representation (3.1) and the following well-known
identity for the Laguerre polynomials (see, e.g., [21, p. 209, Eq. (3)]):
∑
m
(λ) (µ)
(6.2) Lk (x)Lm−k (y) = L(λ+µ+1)
m (x + y)
k=0
(n)
Theorem 6.2. The following multiple finite sum formula for ΓA holds true:
∑
m1
∑
ms
(2s)
··· ΓA [(α, x), −k1 , −m1 + k1 , . . . , −ks , −ms + ks ; 1, . . . , 1; x1 , . . . , x2s ]
k1 =0 ks =0
(6.3)
(s)
= (m1 + 1) · · · (ms + 1)ΓA [(α, x), −m1 , . . . , −ms ; 2, . . . , 2; x1 + x2 , . . . , x2s−1 + x2s ]
( )
|x1 | + · · · + |xn | < 1; ℜ(α) > 0 when x=0 .
Proof. By iterating the method used in proving the finite summation formula (6.1),
which is based upon the identity (6.2) and the integral representation (3.1), the
1 F1 representation (3.4) for the Laguerre polynomials yields the desired multiple
summation formula (6.3) asserted by Theorem 6.2. 2
(n)
Theorem 6.3. The following finite sum formula for ΓA holds true:
( )
∑
m
λ + k (n)
ΓA [(α, x), −k, −k, β3 , . . . , βn ; λ + 1, λ + 1, γ3 , . . . , γn ; x1 , . . . , xn ]
k
k=0
(λ + 1)m+1
= (x1 − x2 )−1
m!(α − 1)
(n)
· ΓA [(α − 1, x), −m, −m − 1, β3 , . . . , βn ; λ + 1, λ + 1, γ3 , . . . , γn ; x1 , . . . , xn ]
(6.4) ( )
+ x1
x2 x = 0; α ̸= 1; ℜ(α) > 0 when x=0 ,
where x1
x2 indicates the presence of a second term that originates from the
first term by interchanging x1 and x2 .
Proof. Applying the relationship (3.4) and the following known result (see, e.g., [21,
p. 206, Eq. (10)]):
∑
m
k! (λ) (λ)
L (x)Lk (y)
(λ + 1)k k
k=0
(m + 1)! [ ]
(x − y)−1 L(λ)
(λ) (λ)
m (x)Lm+1 (y) − Lm+1 (x)Lm (y)
(λ)
(6.5) =
(λ + 1)m
to the integral representation (3.1), we get the desired finite sum formula (6.5)
asserted by Theorem 6.3. 2
30 J. Choi, R. K. Parmar and H. M. Srivastava
where the right-hand side obviously has 23 terms. Similarly, we can derive a more
(n)
general multiple finite summation formula for ΓA in the following form:
∑
m1 ∑ms ( ) ( )
a1 + k1 as + ks (2s)
··· ··· · ΓA [(α, x), −k1 , −k1 , . . . , −ks ,
k1 ks
k1 =0 ks =0
(6.7) − ks ; a1 + 1, a1 + 1, . . . , as + 1, as + 1; x1 , · · · , x2s ],
whose detailed expression is being left as an exercise for the interested reader.
The special cases of the identities in this section when x = 0 are seen to re-
duce to the corresponding known results due to Padmanabham and Srivastava [19].
Moreover, the special cases of the results in this section when x = 0 and n = 2 can
be seen to yield the known identities due to Srivastava [24].
(2s)
7. The Incomplete Lauricella Function ΓA as an s-Fold Sum
By interpreting the first two 1 F1 functions occurring on the right-hand side of
(3.1) as a Cauchy product, it is easily seen that the incomplete Lauricella function
(n) (n−2)
ΓA can be expressed as a series whose terms are composed of 3 F2 and ΓA as
follows:
(n)
ΓA [(α, x), β1 , . . . , βn ; γ1 , . . . , γn ; x1 , . . . , xn ]
∞
∑ m −m, 1 − γ1 − m, β2 ;
(α)m (β1 )m x1 x2
= 3 F2 −
(γ ) m! x
m=0 1 m
1 − β1 − m, γ2 ; 1
(n−2)
(7.1) · ΓA [(α + m, x), β3 , . . . , βn ; γ3 , . . . , γn ; x3 , . . . , xn ]
More generally, by iterating the above process s times, this last sum formula (7.1)
(2s)
would finally express ΓA as a multiple series whose terms are s-tuple products of
the hypergeometric 3 F2 functions:
∞
∑
(2s)
ΓA [(α, x), β1 , . . . , β2s ; γ1 , . . . , γ2s ; x1 , . . . , x2s ] = [α; x]m1 +···+ms
m1 ,...,ms =0
∏s mj
(β2j−1 )mj x2j−1 −mj , 1 − γ2j−1 − mj , β2j ;
x 2j
(7.2) · 3 F2 −
(γ2j−1 )mj mj ! x2j−1
j=1 1 − β2j−1 − mj , γ2j ;
Remark 7.1. The special case of (7.1) when n = 2 can easily be rewritten in terms
of the incomplete Appell function Γ2 . Also the special case of (7.1) when x = 0
yields a known result (see, e.g., [36, p. 181, Problem 38(ii)]). Furthermore, by set-
ting x = 0 in the results presented in this section, we are led to the corresponding
known identities due to Padmanabham and Srivastava [19].
are useful in engineering and applied sciences. In particular, they applied these gen-
eralized incomplete hypergeometric functions in such diverse areas as (for example)
communication theory, probability theory and groundwater pumping modelling.
The generalized Marcum q- and Q-functions given, in terms of the modified Bessel
function Iν (z) in (3.7), by
∫ β
1
tM e− 2 (t
2
1
+α2 )
(8.1) qM (α, β) := IM −1 (αt)dt
αM −1 0
32 J. Choi, R. K. Parmar and H. M. Srivastava
and
∫ ∞
1
tM e− 2 (t
2
1
+α2 )
(8.2) QM (α, β) := IM −1 (αt)dt,
αM −1 β
as specified below:
√ √ (M, x);
(8.3) qM ( 2ω, 2x) = e−ω 1 γ1 ω
M;
and
√ √ (M, x);
(8.4) QM ( 2ω, 2x) = e−ω 1 Γ1 ω ,
M;
satisfied by the generalized Marcum functions defined above by (8.1) and (8.2).
In view of the above-mentioned developments, therefore, it is quite natural to
expect that the incomplete hypergeometric functions in two and more variables,
too, will provide closed-form solutions to a variety of problems in at least some of
the many diverse areas of science and engineering. For example, the various in-
tegral formulas and integral representations (which are given in this paper) would
substantially aid in the evaluation of single, double and multiple definite integrals
involving simpler complete and incomplete hypergeometric functions in one and
more variables. In particular, the Eulerian type integral representations may be
interpreted as the familiar Riemann-Liouville fractional integrals. These integrals,
together with the Laplace transform formulas, are potentially useful in solving some
families of fractional differential equations (see, for details, [10]). Multivariable hy-
pergeometric functions and their incomplete counterparts are, of course, useful also
The Incomplete Lauricella Functions of Several Variables 33
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