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Meromorphic function
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(August 2021)
πŸ‘ Image
Graphs of the polygamma functions ψ, ψ(1), ψ(2) and ψ(3) of real arguments
πŸ‘ Plot of the digamma function, the first polygamma function, in the complex plane, with colors showing one cycle of phase shift around each pole and zero
Plot of the digamma function, the first polygamma function, in the complex plane from βˆ’2βˆ’2i to 2+2i with colors created by Mathematica's function ComplexPlot3D showing one cycle of phase shift around each pole and the zero

In mathematics, the polygamma function of order m is a meromorphic function on the complex numbers πŸ‘ {\displaystyle \mathbb {C} }
defined as the (m + 1)th derivative of the logarithm of the gamma function:

πŸ‘ {\displaystyle \psi ^{(m)}(z):={\frac {\mathrm {d} ^{m}}{\mathrm {d} z^{m}}}\psi (z)={\frac {\mathrm {d} ^{m+1}}{\mathrm {d} z^{m+1}}}\ln \Gamma (z).}

Thus

πŸ‘ {\displaystyle \psi ^{(0)}(z)=\psi (z)={\frac {\Gamma '(z)}{\Gamma (z)}}}

holds where ψ(z) is the digamma function and Ξ“(z) is the gamma function. They are holomorphic on πŸ‘ {\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 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
πŸ‘ Image
πŸ‘ Image
πŸ‘ Image
ln Ξ“(z) ψ(0)(z) ψ(1)(z)
πŸ‘ Image
πŸ‘ Image
πŸ‘ Image
ψ(2)(z) ψ(3)(z) ψ(4)(z)

Integral representation

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When m > 0 and Re z > 0, the polygamma function equals

πŸ‘ {\displaystyle {\begin{aligned}\psi ^{(m)}(z)&=(-1)^{m+1}\int _{0}^{\infty }{\frac {t^{m}e^{-zt}}{1-e^{-t}}}\,\mathrm {d} t\\&=-\int _{0}^{1}{\frac {t^{z-1}}{1-t}}(\ln t)^{m}\,\mathrm {d} t\\&=(-1)^{m+1}m!\zeta (m+1,z)\end{aligned}}}

where πŸ‘ {\displaystyle \zeta (s,q)}
is the Hurwitz zeta function.

This expresses the polygamma function as the Laplace transform of ⁠(βˆ’1)m+1 tm/1 βˆ’ eβˆ’t⁠. It follows from Bernstein's theorem on monotone functions that, for m > 0 and x real and non-negative, (βˆ’1)m+1 ψ(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 ⁠eβˆ’t/t⁠.

Recurrence relation

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It satisfies the recurrence relation

πŸ‘ {\displaystyle \psi ^{(m)}(z+1)=\psi ^{(m)}(z)+{\frac {(-1)^{m}\,m!}{z^{m+1}}}}

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

πŸ‘ {\displaystyle {\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\geq 1}

and

πŸ‘ {\displaystyle \psi ^{(0)}(n)=-\gamma \ +\sum _{k=1}^{n-1}{\frac {1}{k}}}

for all πŸ‘ {\displaystyle n\in \mathbb {N} }
, where πŸ‘ {\displaystyle \gamma }
is the Euler–Mascheroni constant. Like the log-gamma function, the polygamma functions can be generalized from the domain πŸ‘ {\displaystyle \mathbb {N} }
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 strict monotonicity on πŸ‘ {\displaystyle \mathbb {R} ^{+}}
is still needed. This is a trivial consequence of the Bohr–Mollerup theorem for the gamma function where strictly logarithmic convexity on πŸ‘ {\displaystyle \mathbb {R} ^{+}}
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

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πŸ‘ {\displaystyle (-1)^{m}\psi ^{(m)}(1-z)-\psi ^{(m)}(z)=\pi {\frac {\mathrm {d} ^{m}}{\mathrm {d} z^{m}}}\cot {\pi z}=\pi ^{m+1}{\frac {P_{m}(\cos {\pi z})}{\sin ^{m+1}(\pi z)}}}

where Pm is alternately an odd or even polynomial of degree |m βˆ’ 1| with integer coefficients and leading coefficient (βˆ’1)m⌈2m βˆ’ 1βŒ‰. They obey the recursion equation

πŸ‘ {\displaystyle {\begin{aligned}P_{0}(x)&=x\\P_{m+1}(x)&=-\left((m+1)xP_{m}(x)+\left(1-x^{2}\right)P'_{m}(x)\right).\end{aligned}}}

Multiplication theorem

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The multiplication theorem gives

πŸ‘ {\displaystyle k^{m+1}\psi ^{(m)}(kz)=\sum _{n=0}^{k-1}\psi ^{(m)}\left(z+{\frac {n}{k}}\right)\qquad m\geq 1}

and

πŸ‘ {\displaystyle k\psi ^{(0)}(kz)=k\ln {k}+\sum _{n=0}^{k-1}\psi ^{(0)}\left(z+{\frac {n}{k}}\right)}

for the digamma function.

Series representation

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The polygamma function has the series representation

πŸ‘ {\displaystyle \psi ^{(m)}(z)=(-1)^{m+1}\,m!\sum _{k=0}^{\infty }{\frac {1}{(z+k)^{m+1}}}}

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

πŸ‘ {\displaystyle \psi ^{(m)}(z)=(-1)^{m+1}\,m!\,\zeta (m+1,z).}

This relation can for example be used to compute the special values[1]

πŸ‘ {\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);}
πŸ‘ {\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);}
πŸ‘ {\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);}
πŸ‘ {\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,

πŸ‘ {\displaystyle {\frac {1}{\Gamma (z)}}=ze^{\gamma z}\prod _{n=1}^{\infty }\left(1+{\frac {z}{n}}\right)e^{-{\frac {z}{n}}}.}

This is a result of the Weierstrass factorization theorem. Thus, the gamma function may now be defined as:

πŸ‘ {\displaystyle \Gamma (z)={\frac {e^{-\gamma z}}{z}}\prod _{n=1}^{\infty }\left(1+{\frac {z}{n}}\right)^{-1}e^{\frac {z}{n}}.}

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

πŸ‘ {\displaystyle \ln \Gamma (z)=-\gamma z-\ln(z)+\sum _{k=1}^{\infty }\left({\frac {z}{k}}-\ln \left(1+{\frac {z}{k}}\right)\right).}

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

πŸ‘ {\displaystyle \psi ^{(n)}(z)={\frac {\mathrm {d} ^{n+1}}{\mathrm {d} z^{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)}

Where Ξ΄n0 is the Kronecker delta.

Also the Lerch transcendent

πŸ‘ {\displaystyle \Phi (-1,m+1,z)=\sum _{k=0}^{\infty }{\frac {(-1)^{k}}{(z+k)^{m+1}}}}

can be denoted in terms of polygamma function

πŸ‘ {\displaystyle \Phi (-1,m+1,z)={\frac {1}{(-2)^{m+1}m!}}\left(\psi ^{(m)}\left({\frac {z}{2}}\right)-\psi ^{(m)}\left({\frac {z+1}{2}}\right)\right)}

Taylor series

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The Taylor series at z = -1 is

πŸ‘ {\displaystyle \psi ^{(m)}(z+1)=\sum _{k=0}^{\infty }(-1)^{m+k+1}{\frac {(m+k)!}{k!}}\zeta (m+k+1)z^{k}\qquad m\geq 1}

and

πŸ‘ {\displaystyle \psi ^{(0)}(z+1)=-\gamma +\sum _{k=1}^{\infty }(-1)^{k+1}\zeta (k+1)z^{k}}

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

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These non-converging series can be used to get quickly an approximation value with a certain numeric at-least-precision for large arguments:[2]

πŸ‘ {\displaystyle \psi ^{(m)}(z)\sim (-1)^{m+1}\sum _{k=0}^{\infty }{\frac {(k+m-1)!}{k!}}{\frac {B_{k}}{z^{k+m}}}\qquad m\geq 1}

and

πŸ‘ {\displaystyle \psi ^{(0)}(z)\sim \ln(z)-\sum _{k=1}^{\infty }{\frac {B_{k}}{kz^{k}}}}

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

Inequalities

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The hyperbolic cotangent satisfies the inequality

πŸ‘ {\displaystyle {\frac {t}{2}}\operatorname {coth} {\frac {t}{2}}\geq 1,}

and this implies that the function

πŸ‘ {\displaystyle {\frac {t^{m}}{1-e^{-t}}}-\left(t^{m-1}+{\frac {t^{m}}{2}}\right)}

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

πŸ‘ {\displaystyle (-1)^{m+1}\psi ^{(m)}(x)-\left({\frac {(m-1)!}{x^{m}}}+{\frac {m!}{2x^{m+1}}}\right)}

is completely monotone. The convexity inequality et β‰₯ 1 + t implies that

πŸ‘ {\displaystyle \left(t^{m-1}+t^{m}\right)-{\frac {t^{m}}{1-e^{-t}}}}

is non-negative for all m β‰₯ 1 and t β‰₯ 0, so a similar Laplace transformation argument yields the complete monotonicity of

πŸ‘ {\displaystyle \left({\frac {(m-1)!}{x^{m}}}+{\frac {m!}{x^{m+1}}}\right)-(-1)^{m+1}\psi ^{(m)}(x).}

Therefore, for all m β‰₯ 1 and x > 0,

πŸ‘ {\displaystyle {\frac {(m-1)!}{x^{m}}}+{\frac {m!}{2x^{m+1}}}\leq (-1)^{m+1}\psi ^{(m)}(x)\leq {\frac {(m-1)!}{x^{m}}}+{\frac {m!}{x^{m+1}}}.}

Since both bounds are strictly positive for πŸ‘ {\displaystyle x>0}
, we have:

This can be seen in the first plot above.

Trigamma bounds and asymptote

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For the case of the trigamma function (πŸ‘ {\displaystyle m=1}
) the final inequality formula above for πŸ‘ {\displaystyle x>0}
, can be rewritten as:

πŸ‘ {\displaystyle {\frac {x+{\frac {1}{2}}}{x^{2}}}\leq \psi ^{(1)}(x)\leq {\frac {x+1}{x^{2}}}}

so that for πŸ‘ {\displaystyle x\gg 1}
: πŸ‘ {\displaystyle \psi ^{(1)}(x)\approx {\frac {1}{x}}}
.

See also

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References

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  1. ^ KΓΆlbig, K. S. (1996). "The polygamma function πŸ‘ {\displaystyle \psi ^{(k)}(x)}
    for πŸ‘ {\displaystyle x={\frac {1}{4}}}
    and πŸ‘ {\displaystyle x={\frac {3}{4}}}
    ". Journal of Computational and Applied Mathematics. 75 (1): 43–46. doi:10.1016/S0377-0427(96)00055-6.
  2. ^ BlΓΌmlein, J. (2009). "Structural relations of harmonic sums and Mellin transforms up to weight w=5". Comput. Phys. Commun. 180 (11): 2218–2249. arXiv:0901.3106. Bibcode:2009CoPhC.180.2218B. doi:10.1016/j.cpc.2009.07.004.