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{{For|Barnes's gamma  function|multiple gamma function}}
In [[mathematics]], the '''polygamma function of order ''m''''' is a [[meromorphic]] function on <math>\C</math> and defined as the (''m''+1)-th
[[derivative of the logarithm]] of the [[gamma function]]:


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:<math>\psi^{(m)}(z) := \frac{d^m}{dz^m} \psi(z) = \frac{d^{m+1}}{dz^{m+1}} \ln\Gamma(z).</math>
 
Thus
 
:<math>\psi^{(0)}(z) = \psi(z) = \frac{\Gamma'(z)}{\Gamma(z)}</math>
 
holds where &psi;(''z'') is the [[digamma function]] and &Gamma;(''z'') is the gamma function.
They are [[holomorphic]] on <math>\C \setminus -\N_0</math>. At all the nonpositive integers these polygamma functions have a [[isolated singularity|pole]] of order ''m''&nbsp;+&nbsp;1. The function &psi;<sup>(1)</sup>(''z'') is sometimes called the [[trigamma function]].
 
{|  style="text-align:center"
|+ '''The logarithm of the gamma function and the first few polygamma functions in the complex plane'''
|[[Image:Complex LogGamma.jpg|1000x140px|none]]
|[[Image:Complex Polygamma 0.jpg|1000x140px|none]]
|[[Image:Complex Polygamma 1.jpg|1000x140px|none]]
|-
|<math>
\ln\Gamma(z)
</math>
|<math>
\psi^{(0)}(z)
</math>
|<math>
\psi^{(1)}(z)
</math>
|-
|[[Image:Complex Polygamma 2.jpg|1000x140px|none]]
|[[Image:Complex Polygamma 3.jpg|1000x140px|none]]
|[[Image:Complex Polygamma 4.jpg|1000x140px|none]]
|-
|<math>
\psi^{(2)}(z)
</math>
|<math>
\psi^{(3)}(z)
</math>
|<math>
\psi^{(4)}(z)
</math>
|}
 
==Integral representation==
The polygamma function may be represented as
 
:<math>\psi^{(m)}(z)= (-1)^{m+1}\int_0^\infty
\frac{t^m e^{-zt}} {1-e^{-t}} dt</math>
 
which holds for Re ''z'' &gt;0 and ''m'' &gt; 0. For ''m'' = 0 see the [[digamma function]] definition.
 
==Recurrence relation==
It satisfies the [[recurrence relation]]
:<math>\psi^{(m)}(z+1)= \psi^{(m)}(z) + \frac{(-1)^m\,m!}{z^{m+1}}</math>
 
which – considered for positive integer argument – leads to a presentation of the sum of reciprocals of the powers of the natural numbers:
 
:<math>\frac{\psi^{(m)}(n)}{(-1)^{m+1}\,m!} =  \zeta(1+m) - \sum_{k=1}^{n-1} \frac{1}{k^{m+1}} = \sum_{k=n}^\infty \frac{1}{k^{m+1}} \qquad m \ge 1</math>
 
and
 
:<math>\psi^{(0)}(n) = -\gamma\ + \sum_{k=1}^{n-1}\frac{1}{k}</math>
 
for all <math>n \in \N</math>. Like the <math>\ln \Gamma</math>-function, the polygamma functions can be generalized from the domain <math>\N</math> [[unique]]ly to positive real numbers only due to their recurrence relation and one given function-value, say <math> \psi^{(m)}(1)</math>, except in the case m=0 where the additional condition of strictly monotony on <math>\R^+</math> is still needed. This is a trivial consequence of the [[Bohr–Mollerup theorem]] for the gamma function where strictly logarithmic convexity on <math>\R^+</math> is demanded additionally. The case m=0 must be treated differently because <math>\psi^{(0)}</math> is not normalizable at infinity (the sum of the reciprocals doesn't converge).
 
==Reflection relation==
:<math>(-1)^m \psi^{(m)} (1-z) - \psi^{(m)} (z) = \pi \frac{d^m}{d z^m} \cot{(\pi z)}
= \pi^{m+1} \frac{P_m(\cos(\pi z))}{\sin^{m+1}(\pi z)}
</math>
where <math>P_m</math> is alternatingly an odd resp. even polynomial of degree <math>|m-1|</math> with integer coefficients and leading coefficient <math>(-1)^m \lceil 2^{m-1}\rceil </math>. They obey the recursion equation <math>P_{m+1}(x) = - \left( (m+1)xP_m(x)+(1-x^2)P_m^\prime(x)\right)</math> with <math>P_0(x)=x</math>.
 
==Multiplication theorem==
The [[multiplication theorem]] gives
 
:<math>k^{m+1} \psi^{(m)}(kz) = \sum_{n=0}^{k-1}
\psi^{(m)}\left(z+\frac{n}{k}\right)\qquad m \ge 1</math>
 
and
 
:<math>k \psi^{(0)}(kz) = k\log(k)) + \sum_{n=0}^{k-1}
\psi^{(0)}\left(z+\frac{n}{k}\right)</math>
 
for  the [[digamma function]].
 
==Series representation==
The polygamma function has the series representation
 
:<math>\psi^{(m)}(z) = (-1)^{m+1}\; m!\; \sum_{k=0}^\infty
\frac{1}{(z+k)^{m+1}}</math>
 
which holds for ''m'' > 0 and any complex ''z'' not equal to a negative integer.  This representation can be written more compactly in terms of the [[Hurwitz zeta function]] as
 
:<math>\psi^{(m)}(z) = (-1)^{m+1}\; m!\; \zeta (m+1,z).</math>
 
Alternately, the Hurwitz zeta can be understood to generalize the polygamma to arbitrary, non-integer order.
 
One more series may be permitted for the polygamma functions. As given by [[Schlömilch]],
 
:<math>1 / \Gamma(z) = z \; \mbox{e}^{\gamma z} \; \prod_{n=1}^{\infty} \left(1 + \frac{z}{n}\right) \; \mbox{e}^{-z/n}</math>. This is a result of the [[Weierstrass factorization theorem]].
 
Thus, the gamma function may now be defined as:
 
:<math>\Gamma(z) = \frac{\mbox{e}^{-\gamma z}}{z} \; \prod_{n=1}^{\infty} \left(1 + \frac{z}{n}\right)^{-1} \; \mbox{e}^{z/n}</math>
 
Now, the [[natural logarithm]] of the gamma function is easily representable:
 
:<math>\ln \Gamma(z) = -\gamma z - \ln(z) + \sum_{n=1}^{\infty} \left( \frac{z}{n} - \ln(1 + \frac{z}{n}) \right)</math>
 
Finally, we arrive at a summation representation for the polygamma function:
 
:<math>\psi^{(n)}(z) = \frac{d^{n+1}}{dz^{n+1}}\ln \Gamma(z) = -\gamma \delta_{n0} \; - \; \frac{(-1)^n n!}{z^{n+1}} \; + \; \sum_{k=1}^{\infty} \left(\frac{1}{k} \delta_{n0} \; - \; \frac{(-1)^n n!}{(k+z)^{n+1}}\right)</math>
 
Where <math>\delta_{n0}</math> is the [[Kronecker delta]].
 
==Taylor series==
The [[Taylor series]] at ''z'' = 1 is
 
:<math>\psi^{(m)}(z+1)= \sum_{k=0}^\infty
(-1)^{m+k+1} \frac {(m+k)!}{k!} \; \zeta (m+k+1)\; z^k \qquad m \ge 1</math>
and
:<math>\psi^{(0)}(z+1)= -\gamma +\sum_{k=1}^\infty (-1)^{k+1}\zeta (k+1)\;z^k</math>
 
which converges for |''z''| < 1.  Here, &zeta; is the [[Riemann zeta function]]. This series is easily derived from the corresponding Taylor series for the Hurwitz zeta function. This series may be used to derive a number of [[rational zeta series]].
 
==Asymptotic expansion==
 
These non-converging series can be used to get quickly an approximation value with a certain numeric at-least-precision for large arguments:
 
: <math> \psi^{(m)}(z) = (-1)^{m+1}\sum_{k=0}^{\infty}\frac{(k+m-1)!}{k!}\frac{B_k}{z^{k+m}} \qquad m \ge 1</math>
and
:<math> \psi^{(0)}(z) = \ln(z) - \sum_{k=1}^\infty \frac{B_k}{k z^k}
</math>
 
where we have chosen <math>B_1 = 1/2</math>, i.e. the [[Bernoulli numbers]] of the second kind.
 
==See also==
* [[Factorial]]
* [[Gamma function]]
* [[Digamma function]]
* [[Trigamma function]]
* [[Generalized polygamma function]]
 
==References==
* Milton Abramowitz and Irene A. Stegun, ''[[Abramowitz and Stegun|Handbook of Mathematical Functions]]'', (1964) Dover Publications, New York. ISBN 978-0-486-61272-0 .  See section [http://www.math.sfu.ca/~cbm/aands/page_260.htm &sect;6.4]
 
[[Category:Gamma and related functions]]

Latest revision as of 03:12, 17 July 2013

28 year-old Painting Investments Worker Truman from Regina, usually spends time with pastimes for instance interior design, property developers in new launch ec Singapore and writing. Last month just traveled to City of the Renaissance. In mathematics, the polygamma function of order m is a meromorphic function on and defined as the (m+1)-th derivative of the logarithm of the gamma function:

ψ(m)(z):=dmdzmψ(z)=dm+1dzm+1lnΓ(z).

Thus

ψ(0)(z)=ψ(z)=Γ(z)Γ(z)

holds where ψ(z) is the digamma function and Γ(z) is the gamma function. They are holomorphic on 0. At all the nonpositive integers these polygamma functions have a pole of order m + 1. The function ψ(1)(z) is sometimes called the trigamma function.

The logarithm of the gamma function and the first few polygamma functions in the complex plane
lnΓ(z) ψ(0)(z) ψ(1)(z)
ψ(2)(z) ψ(3)(z) ψ(4)(z)

Integral representation

The polygamma function may be represented as

ψ(m)(z)=(1)m+10tmezt1etdt

which holds for Re z >0 and m > 0. For m = 0 see the digamma function definition.

Recurrence relation

It satisfies the recurrence relation

ψ(m)(z+1)=ψ(m)(z)+(1)mm!zm+1

which – considered for positive integer argument – leads to a presentation of the sum of reciprocals of the powers of the natural numbers:

ψ(m)(n)(1)m+1m!=ζ(1+m)k=1n11km+1=k=n1km+1m1

and

ψ(0)(n)=γ+k=1n11k

for all n. Like the lnΓ-function, the polygamma functions can be generalized from the domain uniquely to positive real numbers only due to their recurrence relation and one given function-value, say ψ(m)(1), except in the case m=0 where the additional condition of strictly monotony on + is still needed. This is a trivial consequence of the Bohr–Mollerup theorem for the gamma function where strictly logarithmic convexity on + is demanded additionally. The case m=0 must be treated differently because ψ(0) is not normalizable at infinity (the sum of the reciprocals doesn't converge).

Reflection relation

(1)mψ(m)(1z)ψ(m)(z)=πdmdzmcot(πz)=πm+1Pm(cos(πz))sinm+1(πz)

where Pm is alternatingly an odd resp. even polynomial of degree |m1| with integer coefficients and leading coefficient (1)m2m1. They obey the recursion equation Pm+1(x)=((m+1)xPm(x)+(1x2)Pm(x)) with P0(x)=x.

Multiplication theorem

The multiplication theorem gives

km+1ψ(m)(kz)=n=0k1ψ(m)(z+nk)m1

and

kψ(0)(kz)=klog(k))+n=0k1ψ(0)(z+nk)

for the digamma function.

Series representation

The polygamma function has the series representation

ψ(m)(z)=(1)m+1m!k=01(z+k)m+1

which holds for m > 0 and any complex z not equal to a negative integer. This representation can be written more compactly in terms of the Hurwitz zeta function as

ψ(m)(z)=(1)m+1m!ζ(m+1,z).

Alternately, the Hurwitz zeta can be understood to generalize the polygamma to arbitrary, non-integer order.

One more series may be permitted for the polygamma functions. As given by Schlömilch,

1/Γ(z)=zeγzn=1(1+zn)ez/n. This is a result of the Weierstrass factorization theorem.

Thus, the gamma function may now be defined as:

Γ(z)=eγzzn=1(1+zn)1ez/n

Now, the natural logarithm of the gamma function is easily representable:

lnΓ(z)=γzln(z)+n=1(znln(1+zn))

Finally, we arrive at a summation representation for the polygamma function:

ψ(n)(z)=dn+1dzn+1lnΓ(z)=γδn0(1)nn!zn+1+k=1(1kδn0(1)nn!(k+z)n+1)

Where δn0 is the Kronecker delta.

Taylor series

The Taylor series at z = 1 is

ψ(m)(z+1)=k=0(1)m+k+1(m+k)!k!ζ(m+k+1)zkm1

and

ψ(0)(z+1)=γ+k=1(1)k+1ζ(k+1)zk

which converges for |z| < 1. Here, ζ is the Riemann zeta function. This series is easily derived from the corresponding Taylor series for the Hurwitz zeta function. This series may be used to derive a number of rational zeta series.

Asymptotic expansion

These non-converging series can be used to get quickly an approximation value with a certain numeric at-least-precision for large arguments:

ψ(m)(z)=(1)m+1k=0(k+m1)!k!Bkzk+mm1

and

ψ(0)(z)=ln(z)k=1Bkkzk

where we have chosen B1=1/2, i.e. the Bernoulli numbers of the second kind.

See also

References