In mathematics, the upper and lower incomplete gamma functions are types of special functions which arise as solutions to various mathematical problems such as certain integrals. Their respective names stem from their integral definitions, which are defined similarly to the gamma function but with different or "incomplete" integral limits. The gamma function is defined as an integral from zero to infinity. This contrasts with the lower incomplete gamma function, which is defined as an integral from zero to a variable upper limit. Similarly, the upper incomplete gamma function is defined as an integral from a variable lower limit to infinity.
Definition The upper incomplete gamma function is defined as:
Γ ( s , x ) = ∫ x ∞ t s − 1 e − t d t , {\displaystyle \Gamma (s,x)=\int _{x}^{\infty }t^{s-1}\,e^{-t}\,dt,}
whereas the lower incomplete gamma function is defined as:
γ ( s , x ) = ∫ 0 x t s − 1 e − t d t . {\displaystyle \gamma (s,x)=\int _{0}^{x}t^{s-1}\,e^{-t}\,dt.}
In both cases s is a complex parameter, such that the real part of s is positive.
Properties By integration by parts we find the recurrence relations
Γ ( s + 1 , x ) = s Γ ( s , x ) + x s e − x {\displaystyle \Gamma (s+1,x)=s\Gamma (s,x)+x^{s}e^{-x}}
and
γ ( s + 1 , x ) = s γ ( s , x ) − x s e − x . {\displaystyle \gamma (s+1,x)=s\gamma (s,x)-x^{s}e^{-x}.}
Since the ordinary gamma function is defined as
Γ ( s ) = ∫ 0 ∞ t s − 1 e − t d t {\displaystyle \Gamma (s)=\int _{0}^{\infty }t^{s-1}\,e^{-t}\,dt}
we have
Γ ( s ) = Γ ( s , 0 ) = lim x → ∞ γ ( s , x ) {\displaystyle \Gamma (s)=\Gamma (s,0)=\lim _{x\to \infty }\gamma (s,x)}
and
γ ( s , x ) + Γ ( s , x ) = Γ ( s ) . {\displaystyle \gamma (s,x)+\Gamma (s,x)=\Gamma (s).}
Continuation to complex values The lower incomplete gamma and the upper incomplete gamma function, as defined above for real positive s and x, can be developed into holomorphic functions, with respect both to x and s, defined for almost all combinations of complex x and s. Complex analysis shows how properties of the real incomplete gamma functions extend to their holomorphic counterparts.
Lower incomplete gamma function
Holomorphic extension Repeated application of the recurrence relation for the lower incomplete gamma function leads to the power series expansion:
γ ( s , x ) = ∑ k = 0 ∞ x s e − x x k s ( s + 1 ) ⋯ ( s + k ) = x s Γ ( s ) e − x ∑ k = 0 ∞ x k Γ ( s + k + 1 ) . {\displaystyle \gamma (s,x)=\sum _{k=0}^{\infty }{\frac {x^{s}e^{-x}x^{k}}{s(s+1)\cdots (s+k)}}=x^{s}\,\Gamma (s)\,e^{-x}\sum _{k=0}^{\infty }{\frac {x^{k}}{\Gamma (s+k+1)}}.}
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