We consider the asymptotic behavior of the incomplete gamma functions gamma(-a,-z) and Gamma(-a,-z) as a goes to infinity. Uniform expansions are needed to describe the transition area z~a in which case error functions are used as main approximants. We use integral representations of the incomplete gamma functions and derive a uniform equation by applying techniques used for the existing uniform expansions for gamma(a,z) and Gamma(a,z). The result is compared with Olver's uniform expansion for the generalized exponential integral. A numerical verification of the expansion is given in a final section.
In this paper the incomplete gamma function $γ(α,x)$ and its derivative is considered for negative values of $α$ and the incomplete gamma type function $γ_*(α,x_-)$ is introduced. Further the polygamma functions $ψ^{(n)}(x)$ are defined for negative integers via the neutrix setting.
In this paper, additional properties of the lower gamma functions and the error functions are introduced and proven. In particular, we prove interesting relations between the error functions and Laplace transform.
In this paper we derive new representations for the incomplete gamma function, exploiting the reformulation of the method of steepest descents by C. J. Howls (Howls, Proc. R. Soc. Lond. A 439 (1992) 373--396). Using these representations, we obtain a number of properties of the asymptotic expansions of the incomplete gamma function with large arguments, including explicit and realistic error bounds, asymptotics for the late coefficients, exponentially improved asymptotic expansions, and the smooth transition of the Stokes discontinuities.
Lower and upper bounds $B_a(x)$ on the incomplete gamma function $Γ(a,x)$ are given for all real $a$ and all real $x>0$. These bounds $B_a(x)$ are exact in the sense that $B_a(x)\underset{x\downarrow0}\simΓ(a,x)$ and $B_a(x)\underset{x\to\infty}\simΓ(a,x)$. Moreover, the relative errors of these bounds are rather small for other values of $x$, away from $0$ and $\infty$.
In this paper we derive a new representation for the incomplete gamma function, exploiting the reformulation of the method of steepest descents by C. J. Howls (Howls, Proc. R. Soc. Lond. A 439 (1992) 373--396). Using this representation, we obtain numerically computable bounds for the remainder term of the asymptotic expansion of the incomplete gamma function $Γ\left( { - a,λa} \right)$ with large $a$ and fixed positive $λ$, and an asymptotic expansion for its late coefficients. We also give a rigorous proof of Dingle's formal result regarding the exponentially improved version of the asymptot…
We construct asymptotic expansions for the normalised incomplete gamma function $Q(a,z)=Γ(a,z)/Γ(a)$ that are valid in the transition regions, including the case $z\approx a$, and have simple polynomial coefficients. For Bessel functions, these type of expansions are well known, but for the normalised incomplete gamma function they were missing from the literature. A detailed historical overview is included. We also derive an asymptotic expansion for the corresponding inverse problem, which has importance in probability theory and mathematical statistics. The coefficients in this expansion are…
A new uniform asymptotic expansion for the incomplete gamma function $Γ(a,z)$ valid for large values of $z$ was given by the author in {\it J. Comput. Appl. Math.} {\bf 148} (2002) 323--339. This expansion contains a complementary error function of an argument measuring transition across the point $z=a$, with easily computable coefficients that do not involve a removable singularity in the neighbourhood of this point. In this note we correct a misprint in the listing of certain coefficients in this expansion and discuss in more detail the situation corresponding to $Γ(a,a)$.
We define an absolutely convergent series for the upper incomplete Gamma function $Γ(s,z)$ for $z\geq 1$ and $s\in \mathbb{C}$. We express this series using certain polynomials which we define using the Stirling numbers of the first kind. We prove that these polynomials have positive coefficients by defining a three-parameter family of integers and certain linear operators on vector spaces of polynomials. We then apply this series to obtain a formula for the Riemann xi function valid at any $s \in \mathbb{C}$.
An algorithm for computing the incomplete gamma function $γ^*(a,z)$ for real values of the parameter $a$ and negative real values of the argument $z$ is presented. The algorithm combines the use of series expansions, Poincaré-type expansions, uniform asymptotic expansions and recurrence relations, depending on the parameter region. A relative accuracy $\sim 10^{-13}$ in the parameter region $(a,z) \in [-500,\,500] \times [-500,\,0)$ can be obtained when computing the function $γ^*(a,z)$ with the Fortran 90 module IncgamNEG implementing the algorithm.
The expansion of Kummer's hypergeometric function as a series of incomplete Gamma functions is discussed, for real values of the parameters and of the variable. The error performed approximating the Kummer function with a finite sum of Gammas is evaluated analytically. Bounds for it are derived, both pointwisely and uniformly in the variable; these characterize the convergence rate of the series, both pointwisely and in appropriate sup norms. The same analysis shows that finite sums of very few Gammas are sufficiently close to the Kummer function. The combination of these results with the know…
Algorithms for the numerical evaluation of the incomplete gamma function ratios $P(a,x)=γ(a,x)/Γ(a)$ and $Q(a,x)=Γ(a,x)/Γ(a)$ are described for positive values of $a$ and $x$. Also, inversion methods are given for solving the equations $P(a,x)=p$, $Q(a,x)=q$, with $0<p,q<1$. Both the direct computation and the inversion of the incomplete gamma function ratios are used in many problems in statistics and applied probability. The analytical approach from earlier literature is summarized and new initial estimates are derived for starting the inversion algorithms. The performance of the associated …
We give simple necessary and sufficient conditions for the $\frac{\partial}{\partial t}$-transcendence of the solutions to a parameterized second order linear differential equation of the form \frac{\partial^2 Y}{\partial x^2} - p \frac{\partial Y}{\partial x} = 0, where $p\in F(x)$ is a rational function in $x$ with coefficients in a $\frac{\partial}{\partial t}$-field $F$. This result is crucial for the development of an efficient algorithm to compute the parameterized Picard-Vessiot group of an arbitrary parameterized second-order linear differential equation over $F(x)$. Our criteria imply…
Generating functions and functional equations of Dickson polynomials of the first and second kind are derived and continued analytically. These formulae are expressed in terms of the incomplete gamma function over complex variables of the parameters involved. Special cases are evaluated in terms of composite incomplete gamma functions and mathematical constants.
We revisit a representation for the Riemann zeta function $ζ(s)$ expressed in terms of normalised incomplete gamma functions given by the author and S. Cang in Methods Appl. Anal. {\bf 4} (1997) 449--470. Use of the uniform asymptotics of the incomplete gamma function produces an asymptotic-like expansion for $ζ(s)$ on the critical line $s=1/2+it$ as $t\to+\infty$. The main term involves the original Dirichlet series smoothed by a complementary error function of appropriate argument together with a series of correction terms. It is the aim here to present these correction terms in a more user-…
The generalized Marcum functions $Q_μ(x,y)$ and $P_μ(x,y)$ have as particular cases the non-central $χ^2$ and gamma cumulative distributions, which become central distributions (incomplete gamma function ratios) when the non-centrality parameter $x$ is set to zero. We analyze monotonicity and convexity properties for the generalized Marcum functions and for ratios of Marcum functions of consecutive parameters (differing in one unity) and we obtain upper and lower bounds for the Marcum functions. These bounds are proven to be sharper than previous estimations for a wide range of the parameters.…
Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'Hôpital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We consider the case of noncentral cumulative gamma and beta distributions. Three different types of sharp bounds for the noncentral gamma distributions (also called Marcum functions) are obtained in terms of modified Bessel functions and one additional type of function: a second modified Bessel function, two error functions or one incomplete gamma function. For t…
In this paper, we aim to present new extensions of incomplete gamma, beta, Gauss hypergeometric, confluent hypergeometric function and Appell-Lauricella hypergeometric functions, by using the extended Bessel function due to Boudjelkha [4]. Some recurrence relations, transformation formulas, Mellin transform and integral representations are obtained for these generalizations. Further, an extension of the Riemann-Liouville fractional derivative operator is established.
We consider two operations on the Mittag-Leffler function which cancel the exponential term in the expansion at infinity, and generate a completely monotonic function. The first one is the action of a certain differential-difference operator, and leads to a characterization via some necktie domain. The second one is the subtraction of the exponential term itself multiplied by an incomplete Gamma function. These results extend previous works by various authors.
