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In mathematics, the polygamma function of order m is a meromorphic function on the complex numbers π {\displaystyle \mathbb {C} }
defined as the (m + 1)th derivative of the logarithm of the gamma function:
Thus
holds where Ο(z) is the digamma function and Ξ(z) is the gamma function. They are holomorphic on π {\displaystyle \mathbb {C} \backslash \mathbb {Z} _{\leq 0}}
. At all the nonpositive integers these polygamma functions have a pole of order m + 1. The function Ο(1)(z) is sometimes called the trigamma function.
| ln Ξ(z) | Ο(0)(z) | Ο(1)(z) |
| Ο(2)(z) | Ο(3)(z) | Ο(4)(z) |
Integral representation
[edit]When m > 0 and Re z > 0, the polygamma function equals
where π {\displaystyle \zeta (s,q)}
is the Hurwitz zeta function.
This expresses the polygamma function as the Laplace transform of β (β1)m+1 tm/1 β eβtβ . It follows from Bernstein's theorem on monotone functions that, for m > 0 and x real and non-negative, (β1)m+1 Ο(m)(x) is a completely monotone function.
Setting m = 0 in the above formula does not give an integral representation of the digamma function. The digamma function has an integral representation, due to Gauss, which is similar to the m = 0 case above but which has an extra term β eβt/tβ .
Recurrence relation
[edit]It satisfies the recurrence relation
which β considered for positive integer argument β leads to a presentation of the sum of reciprocals of the powers of the natural numbers:
and
for all π {\displaystyle n\in \mathbb {N} }
, where π {\displaystyle \gamma }
is the EulerβMascheroni constant. Like the log-gamma function, the polygamma functions can be generalized from the domain π {\displaystyle \mathbb {N} }
uniquely to positive real numbers only due to their recurrence relation and one given function-value, say Ο(m)(1), except in the case m = 0 where the additional condition of strict monotonicity on π {\displaystyle \mathbb {R} ^{+}}
is still needed. This is a trivial consequence of the BohrβMollerup theorem for the gamma function where strictly logarithmic convexity on π {\displaystyle \mathbb {R} ^{+}}
is demanded additionally. The case m = 0 must be treated differently because Ο(0) is not normalizable at infinity (the sum of the reciprocals doesn't converge).
Reflection relation
[edit]where Pm is alternately an odd or even polynomial of degree |m β 1| with integer coefficients and leading coefficient (β1)mβ2m β 1β. They obey the recursion equation
Multiplication theorem
[edit]The multiplication theorem gives
and
for the digamma function.
Series representation
[edit]The polygamma function has the series representation
which holds for integer values of 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
This relation can for example be used to compute the special values[1]
- π {\displaystyle \psi ^{(2n-1)}\left({\frac {1}{4}}\right)={\frac {4^{2n-1}}{2n}}\left(\pi ^{2n}(2^{2n}-1)|B_{2n}|+2(2n)!\beta (2n)\right);}
- π {\displaystyle \psi ^{(2n-1)}\left({\frac {3}{4}}\right)={\frac {4^{2n-1}}{2n}}\left(\pi ^{2n}(2^{2n}-1)|B_{2n}|-2(2n)!\beta (2n)\right);}
- π {\displaystyle \psi ^{(2n)}\left({\frac {1}{4}}\right)=-2^{2n-1}\left(\pi ^{2n+1}|E_{2n}|+2(2n)!(2^{2n+1}-1)\zeta (2n+1)\right);}
- π {\displaystyle \psi ^{(2n)}\left({\frac {3}{4}}\right)=2^{2n-1}\left(\pi ^{2n+1}|E_{2n}|-2(2n)!(2^{2n+1}-1)\zeta (2n+1)\right).}
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 SchlΓΆmilch,
This is a result of the Weierstrass factorization theorem. Thus, the gamma function may now be defined as:
Now, the natural logarithm of the gamma function is easily representable:
Finally, we arrive at a summation representation for the polygamma function:
Where Ξ΄n0 is the Kronecker delta.
Also the Lerch transcendent
can be denoted in terms of polygamma function
Taylor series
[edit]The Taylor series at z = -1 is
and
which converges for |z| < 1. Here, ΞΆ 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
[edit]These non-converging series can be used to get quickly an approximation value with a certain numeric at-least-precision for large arguments:[2]
and
where we have chosen B1 = β 1/2β , i.e. the Bernoulli numbers of the second kind.
Inequalities
[edit]The hyperbolic cotangent satisfies the inequality
and this implies that the function
is non-negative for all m β₯ 1 and t β₯ 0. It follows that the Laplace transform of this function is completely monotone. By the integral representation above, we conclude that
is completely monotone. The convexity inequality et β₯ 1 + t implies that
is non-negative for all m β₯ 1 and t β₯ 0, so a similar Laplace transformation argument yields the complete monotonicity of
Therefore, for all m β₯ 1 and x > 0,
Since both bounds are strictly positive for π {\displaystyle x>0}
, we have:
- π {\displaystyle \ln \Gamma (x)}
is strictly convex. - For π {\displaystyle m=0}
, the digamma function, π {\displaystyle \psi (x)=\psi ^{(0)}(x)}
, is strictly monotonic increasing and strictly concave. - For π {\displaystyle m}
odd, the polygamma functions, π {\displaystyle \psi ^{(1)},\psi ^{(3)},\psi ^{(5)},\ldots }
, are strictly positive, strictly monotonic decreasing and strictly convex. - For π {\displaystyle m}
even the polygamma functions, π {\displaystyle \psi ^{(2)},\psi ^{(4)},\psi ^{(6)},\ldots }
, are strictly negative, strictly monotonic increasing and strictly concave.
This can be seen in the first plot above.
Trigamma bounds and asymptote
[edit]For the case of the trigamma function (π {\displaystyle m=1}
) the final inequality formula above for π {\displaystyle x>0}
, can be rewritten as:
so that for π {\displaystyle x\gg 1}
: π {\displaystyle \psi ^{(1)}(x)\approx {\frac {1}{x}}}
.
See also
[edit]References
[edit]- ^
KΓΆlbig, K. S. (1996). "The polygamma function π {\displaystyle \psi ^{(k)}(x)}
for π {\displaystyle x={\frac {1}{4}}}
and π {\displaystyle x={\frac {3}{4}}}
". Journal of Computational and Applied Mathematics. 75 (1): 43β46. doi:10.1016/S0377-0427(96)00055-6. - ^ BlΓΌmlein, J. (2009). "Structural relations of harmonic sums and Mellin transforms up to weight w=5". Comput. Phys. Commun. 180 (11): 2218β2249. arXiv:0901.3106. Bibcode:2009CoPhC.180.2218B. doi:10.1016/j.cpc.2009.07.004.
- Abramowitz, Milton; Stegun, Irene A. (1964). "Section 6.4". Handbook of Mathematical Functions. New York: Dover Publications. ISBN 978-0-486-61272-0.
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