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Gamma function

2024/01/01に公開

The definition of the gamma function is

\begin{align*} \Gamma(p) = \int_{0}^{\infty} x^{p-1} e^{-x} dx \end{align*}

where p > 0.


Characteristics of the gamma function.

\begin{align*} \Gamma(p+1) &= p\Gamma(p) \\ \Gamma(1) &= 1 \\ \Gamma(\frac{1}{2}) &= \sqrt{\pi} \\ \Gamma(\frac{n}{2}) &= \begin{cases} \left( \frac{n}{2} -1 \right)! ,& \text{if } n \text{ is even}\\ \left( \frac{n}{2} -1 \right) \left( \frac{n}{2} -2 \right) \cdots \frac{3}{2} \cdot \frac{1}{2} \sqrt{\pi} ,& \text{else n is odd and } n \ge 3 \end{cases} \end{align*}

Let's prove these four characteristics.


\begin{align*} \Gamma(p+1) &= \int_{0}^{\infty} x^{(p+1)-1} e^{-x} dx \\ &= \int_{0}^{\infty} x^{p} e^{-x} dx \\ &= \int_{0}^{\infty} x^{p} (- e^{-x})' dx \\ &= \left[ - x^{p} e^{-x} \right]_{0}^{\infty} - \int_{0}^{\infty} (x^{p})' (- e^{-x}) dx \\ &= p \int_{0}^{\infty} x^{p-1} e^{-x} dx \\ &= p \Gamma(p) \\ \end{align*}

\begin{align*} \Gamma(1) &= \int_{0}^{\infty} x^{0} e^{-x} dx \\ &= \int_{0}^{\infty} e^{-x} dx \\ &= \left[ -e^{-x} \right]_{0}^{\infty} \\ &= 1 \end{align*}

\begin{align*} \Gamma(\frac{1}{2}) &= \int_{0}^{\infty} x^{- \frac{1}{2}} e^{-x} dx \\ \end{align*}

Let t = x^{\frac{1}{2}} \iff x = t^2, dx/dt = 2t.

\begin{align*} &= \int_{0}^{\infty} t^{-1} e^{-t^2} 2t dt \\ &= 2 \int_{0}^{\infty} e^{-t^2} dt \\ &= 2 \frac{\sqrt{\pi}}{2} \\ &= \sqrt{\pi} \end{align*}

When n is even, let n = 2k , k \in \mathbb{N}.

\begin{align*} \Gamma(\frac{n}{2}) &= \Gamma(\frac{2k}{2}) \\ &= \Gamma(k) \\ &= (k-1)! \\ &= \left( \frac{n}{2} -1 \right) ! \\ \end{align*}

When n is odd, let n = 2k - 1 , k \in \mathbb{N}.

\begin{align*} \Gamma(\frac{n}{2}) &= \Gamma(\frac{2k+1}{2}) \\ &= \Gamma(k + \frac{1}{2}) \\ &= (k-1)! \Gamma(\frac{1}{2}) \\ &= \left( \frac{n}{2} -1 \right) ! \sqrt{\pi}\\ \end{align*}

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