Le ee iter Reread Pay Doreen RANJAN CaeENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS Special Functions GEORGE EANDREWS RICHARD ASKEY RANJAN ROY =| CAMBRIDGE =) UNIVERSITY PRESSGer Université: I : Peon ee ne ps Sara a PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge, United Kingdom CAMBRIDGE UNIVERSITY PRESS The Edinburgh Building, Cambridge CB2 2RU, UK 40 West 20th Street, New York, NY 10011-4211, USA 10 Stamford Road, Oakleigh, Melbourne 3166, Australia Ruiz de Alarcén 13, 28014 Madrid, Spain Dock House, The Waterfront, Cape Town 8001, South Africa http://ww w.cambridge.org © George E. Andrews, Richard Askey, and Ranjan Roy 1999 This book is in copyright. Subject to statutory exception and to the provistons of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press. First published 1999 First paperback edition 2000 Printed in the United States of America Typeset in 10/13 Times Roman in TeX [TB] A catalog record for this book is available from the British Library Library of Congress Cataloging in Publication data is available ISBN 0 521 62321 9 hardback ISBN 0 521 78988 5 paperbackTo Leonard Carlitz, Om Prakash Juneja, and Irwin KraSpecial Functions Special functions, which include the trigonometric functions, have been used for centuries. Their role in the solution of differential equations was exploited by Newton and Leibniz, and the subject of special functions has been in continuous development ever since. In just the past thirty years several new special functions and applications have been discovered. This treatise presents an overview of the area of special functions, focusing pri- marily on the hypergeometric functions and the associated hypergeometric series. It includes both important historical results and recent developments and shows how these arise from several areas of mathematics and mathematical physics. Particular emphasis is placed on formulas that can be used in computation. The book begins with a thorough treatment of the gamma and beta functions, which are essential to understanding hypergeometric functions. Later chapters discuss Bessel functions, orthogonal polynomials and transformations, the Selberg integral and its applications, spherical harmonics, q-series, partitions, and Bailey chains. This clear, authoritative work will be a lasting reference for students and re- searchers in number theory, algebra, combinatorics, differential equations, math- ematical computing, and mathematical physics. George E. Andrews is Evan Pugh Professor of Mathematics at The Pennsylvania State University. Richard Askey is Professor of Mathematics at the University of Wisconsin- Madison. Ranjan Roy is Professor of Mathematics at Beloit College in Wisconsin.ENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS EDITED BY G.-C. ROTA Editorial Board B. Doran, M. Ismail, T.-Y. Lam, E. Lutwak Volume 71 Special Functions 27 28 29 30 31 32 33 34 35 36 37 38 39 4] 42 43 45 46 47 48 49 50 51 52 54 35 56 58 59 60 61 62 63 64 65 66 67 68 N.H. Bingham, C. M. Goldie, andJ.L.Teugels Regular Variation P. P. Petrushev and V.A.Popov Rational Approximation of Real Functions N. White (ed.) Combinatorial Geometries M. Pohst and H. Zassenhaus Algorithmnic Algebraic Number Theory J. AczelandJ.Dhombres Functional Equations in Several Variables M. Kuczma, B. Choczewski, and R.Ger Sterative Functional Equations R.V. Ambartzumian Factorization Calculus and Geometric Probability G. Gripenberg, $.-O. Londen, and O. Staffans Volterra Integral and Functional Equations G. Gasper and M.Rahman Basic Hypergeometric Series E. Torgersen Comparison of Statistical Experiments A.Neumaier Interval Methods for Systems of Equations N.Korneichuk Exact Constants in Approximation Theory R. Brualdi and H. Ryser Combinatorial Matrix Theory N. White (ed.) Matroid Applications S.Sakai Operator Algebras in Dynamical Systems W. Hodges Basic Model Theory H. Stahl and V. Totik General Orthogonal Polynomials G. Da Prato and J. Zabezyk = Stochastic Equations in Infinite Dimensions A. Bjérner et al. Oriented Matroids G. Edgar and L. Sucheston Stopping Times and Directed Processes C. Sims Computation with Finitely Presented Groups T. Palmer Banach Algebras and the General Theory of *-Algebras F. Borceux Handbook of Categorical Algebra I F. Borceux Handbook of Categorical Algebra if F. Borceux Handbook of Categorical Algebra HT A. Katok and B. Hasselblatt Introduction to the Modern Theory of Dynamical Systems V.N.Sachkov Combinatorial Methods in Discrete Mathematics V.N.Sachkov Probabilistic Methods in Discrete Mathematics P.M.Cohn Skew Fields R. Gardner Geometric Topography G. A. Baker Jr. and P. Graves-Morris Padé Approximants J. Krajicek Bounded Arithmetic, Propositional Logic, and Complexity Theory H.Groemer Geometric Applications of Fourier Series and Spherical Harmonics H.O. Fattorini Infinite Dimensional Optimization and Control Theory A.C.Thompson Minkowski Geometry R. B. Bapat and T.E.S.Raghavan Nonnegative Matrices with Applications K.Engel Sperner Theory D. Cverkovic, P. Rowlinson, S.Simic Eigenspaces of Graphs F. Bergeron, G. Labelle, and P. Leroux Combinatorial Species and Tree-Like Structures R. Goodman and N. Wallach Representations and Invariants of the Classical GroupsContents Preface page Xiii 1 The Gamma and Beta Functions 1 1.1 The Gamma and Beta Integrals and Functions 2 1.2. The Euler Reflection Formula 9 1.3. The Hurwitz and Riemann Zeta Functions 15 14 Stirling’s Asymptotic Formula 18 1.5. Gauss’s Multiplication Formula for [@nx) 22 1.6 Integral Representations for Log P'(x) and y(x) 26 1.7 | Kummer’s Fourier Expansion of Log ['(x) 29 1.8 Integrals of Dirichlet and Volumes of Ellipsoids 32 1.9 The Bohr—Mollerup Theorem 34 1.10 Gauss and Jacobi Sums 36 1.11 A Probabilistic Evaluation of the Beta Function 43 1.12 The p-adic Gamma Function 44 Exercises 46 2 The Hypergeometric Functions 61 2.1 The Hypergeometric Series 61 2.2 Euler’s Integral Representation 65 2.3. The Hypergeometric Equation 73 2.4 The Barnes Integral for the Hypergeometric Function 85 2.5 Contiguous Relations 94 2.6 Dilogarithms 102 2.7. Binomial Sums 107 2.8 Dougall’s Bilateral Sum 109 2.9 Fractional Integration by Parts and Hypergeometric Integrals 111 Exercises 114 vilVill Contents Hypergeometric Transformations and Identities 3.1 3,2 3.3 34 3.5 3.6 3.7 3.8 3.9 3.10 3.11 3.12 Quadratic Transformations The Arithmetic-Geometric Mean and Elliptic Integrals Transformations of Balanced Series Whippie’s Transformation Dougall’s Formula and Hypergeometric Identities Integral Analogs of Hypergeometric Sums Contiguous Relations The Wilson Polynomials Quadratic Transformations — Riemann’s View Indefinite Hypergeometric Summation The W—Z Method Contiguous Relations and Summation Methods Exercises Bessel Functions and Confluent Hypergeometric Functions 4.1 4.2 4.3 44 45 46 47 4.8 49 4.10 4.11 4.12 4.13 4.14 4.15 4.16 The Confluent Hypergeometric Equation Barnes’s Integral for ; F Whittaker Functions Examples of , F; and Whittaker Functions Bessel’s Equation and Bessel Functions Recurrence Relations Integral Representations of Bessel Functions Asymptotic Expansions Fourier Transforms and Bessel Functions Addition Theorems Integrals of Bessel Functions The Modified Bessel Functions Nicholson’s Integral Zeros of Bessel Functions Monotonicity Properties of Bessel Functions Zero-Free Regions for ; F; Functions Exercises Orthogonal Polynomials 5.1 5.2 5.3 5.4 5.5 Chebyshev Polynomials Recurrence Gauss Quadrature Zeros of Orthogonal Polynomials Continued Fractions 124 125 132 140 143 147 150 154 157 160 163 166 174 176 187 188 192 195 196 199 202 203 209 210 213 216 222 223 225 229 231 234 240 240 244 248 253 2565.6 5.7 5.8 Contents Kernel Polynomials Parseval’s Formula The Moment-Generating Function Exercises Special Orthogonal Polynomials 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.11 Hermite Polynomials Laguerre Polynomials Jacobi Polynomials and Gram Determinants Generating Functions for Jacobi Polynomials Completeness of Orthogonal Polynomials Asymptotic Behavior of P‘** (x) for Large n Integral Representations of Jacobi Polynomials Linearization of Products of Orthogonal Polynomials Matching Polynomials The Hypergeometric Orthogonal Polynomials An Extension of the Ultraspherical Polynomials Exercises Topics in Orthogonal Polynomials 7.1 7.2 73 74 75 7.6 7.7 Connection Coefficients Rational Functions with Positive Power Series Coefficients Positive Polynomial Sums from Quadrature and Vietoris’s Inequality Positive Polynomial Sums and the Bieberback Conjecture A Theorem of Turan Positive Summability of Ultraspherical Polynomials The Irrationality of ¢(3) Exercises The Selberg Integral and Its Applications 8.1 8.2 8.3 8.4 8.5 8.6 8.7 8.8 8.9 8.10 Selberg’s and Aomoto’s Integrals Aomoto’s Proof of Selberg’s Formula Extensions of Aomoto’s Integral Formula Anderson’s Proof of Selberg’s Formula A Problem of Stieltjes and the Discriminant of a Jacobi Polynomial Siegel’s Inequality The Stieltjes Problem on the Unit Circle Constant-Term Identities Nearly Poised 3 F> Identities The Hasse-Davenport Relation 259 263 266 269 277 278 282 293 297 306 310 313 316 323 330 334 339 355 356 363 371 381 384 388 391 395 401 402 402 407 4)1 415 419 425 426 428 43010 11 Contents 8.11 A Finite-Field Analog of Selberg’s Integral Exercises Spherical Harmonics 9.1 Harmonic Polynomials 9.2 The Laplace Equation in Three Dimensions 9.3 Dimension of the Space of Harmonic Polynomials of Degree k 9.4 Orthogonality of Harmonic Polynomials 9.5 Action of an Orthogonal Matrix 9.6 The Addition Theorem 9.7 The Funk—Hecke Formula . 9.8 The Addition Theorem for Ultraspherical Polynomials 9.9 The Poisson Kernel and Dirichlet Problem 9.10 Fourier Transforms 9.11 Finite-Dimensional Representations of Compact Groups 9.12 The Group SU (2) 9.13 Representations of SU (2) 9.14 Jacobi Polynomials as Matrix Entries 9.15 An Addition Theorem 9.16 Relation of SU (2) to the Rotation Group 5O(3) Exercises Introduction to g-Series 10.1. The q-Integral 10.2. The g-Binomial Theorem 10.3. The g-Gamma Function 10.4 The Triple Product Identity 10.5 | Ramanujan’s Summation Formula 10.6 Representations of Numbers as Sums of Squares 10.7 —_ Elliptic and Theta Functions 10.8 q-Beta Integrals 10.9 Basic Hypergeometric Series 10.10 Basic Hypergeometric Identities 10.11 g-Ultraspherical Polynomials 10.12 Mellin Transforms Exercises Partitions 1i.1 Background on Partitions 11.2 Partition Analysis 11.3. A Library for the Partition Analysis Algorithm 434 439 445 445 447 449 451 452 454 458 459 463 464 466 469 471 473 474 476 478 481 485 487 493 496 501 506 508 313 520 523 527 532 542 553 553 555 55712 11.4 11.5 11.6 i1.7 Contents Generating Functions Some Results on Partitions Graphical Methods Congruence Properties of Partitions Exercises Bailey Chains 12.1 12.2 12.3 12.4 Rogers’s Second Proof of the Rogers-Ramanujan Identities Bailey’s Lemma . Watson’s Transformation Formula Other Applications Exercises Infinite Products A.l Infinite Products Exercises Summability and Fractional Integration B.1 B.2 B.3 B.4 Abel and Cesaro Means The Cesaro Means (C, a) Fractional Integrals Historical Remarks Exercises Asymptotic Expansions C.l C.2 C3 C4 Asymptotic Expansion Properties of Asymptotic Expansions Watson’s Lemma The Ratio of Two Gamma Functions Exercises Euler—Maclaurin Summation Formula D.1 D.2 D3 D4 Introduction The Euler—Maclaurin Formula Applications The Poisson Summation Formula Exercises Lagrange Inversion Formula E.1 E.2 E.3 E.4 Reversion of Series A Basic Lemma Lambert’s Identity Whipple’s Transformation Exercises Xi 559 563 565 569 573 577 577 582 586 589 590 595 595 597 599 599 602 604 605 607 611 611 612 614 615 616 617 617 619 621 623 627 629 629 630 631 632 634xii Contents F Series Solutions of Differential Equations F.i Ordinary Points F2 Singular Points F.3 Regular Singular Points Bibliography Index Subject Index Symbol Index 637 637 638 639 641 655 659 661Preface Paul Turén once remarked that special functions would be more appropriately la- beled “useful functions.” Because of their remarkable properties, special functions have been used for centuries. For example, since they have numerous applications in astronomy, trigonometric functions have been studied for over a thousand years. Even the series expansions for sine and cosine (and probably the arc tangent) were known to Madhava in the fourteenth century. These series were rediscovered by Newton and Leibniz in the seventeenth century. Since then, the subject of spe- cial functions has been continuously developed, with contributions by a host of mathematicians, including Euler, Legendre, Laplace, Gauss, Kummer, Eisenstein, Riemann, and Ramanujan. In the past thirty years, the discoveries of new special functions and of applica- tions of special functions to new areas of mathematics have initiated a resurgence of interest in this field. These discoveries include work in combinatorics initiated by Schiitzenberger and Foata. Moreover, in recent years, particular cases of long familiar special functions have been clearly defined and applied as orthogonal polynomials. As a result of this prolific activity and long history one is pulled different di- rections when writing a book on special functions. First, there are important results from the past that must be included because they are so useful. Second, there are recent developments that should be brought to the attention of those who could use them. One also would wish to help educate the new generation of mathematicians and scientists so that they can further develop and apply this subject. We have tried to do all this, and to include some of the older results that seem to us to have been overlooked. However, we have slighted some of the very important recent developments because a book that did them justice would have to be much longer. Fortunately, specialized books dealing with some of these developments have recently appeared: Petkovsek, Wilf, and Zeilberger [1996], Macdonald [1995], Heckman and Schlicktkrull [1994], and Vilenkin and Klimyk Xiiixiv Preface [1992]. Additionally, I. G. Macdonald is writing a new book on his polynomials in several variables and A. N. Kirillov is writing on R-matrix theory. It is clear that the amount of knowledge about special functions is so great that only a small fraction of it can be included in one book. We have decided to focus primarily on the best understood class of functions, hypergeometric functions, and the associated hypergeometric series. A hypergeometric series is a series Ea, with 4n+41/@, a rational function of x. Unfortunately, knowledge of these functions is not as widespread as is warranted by their importance and usefulness. Most of the power series treated in calculus are hypergeometric, so some facts about them are well known. However, many mathematicians and scientists who encounter such functions in their work are unaware of the general case that could simplify their work. To them a Bessel function and a parabolic cylinder function are types of functions different from the 3 — j or 6 — j symbols that arise in quantum angular momentum theory. In fact these are all hypergeometric functions and many of their elementary properties are best understood when considered as such. Several important facts about hypergeometric series were first found by Euler and an important identity was discovered by Pfaff, one of Gauss’s teachers. How- ever, it was Gauss himself who fully recognized their significance and gave a systematic account in two important papers, one of which was published posthu- mously. One reason for his interest in these functions was that the elementary functions and several other important functions in mathematics are expressible in terms of hypergeometric functions. A half century after Gauss, Riemann de- veloped hypergeometric functions from a different point of view, which made available the basic formulas with a minimum of computation. Another approach to hypergeometric functions using contour integrals was presented by the English mathematician E. W. Barnes in the first decade of this century. Each of these different approaches has its advantages. Hypergeometric functions have two very significant properties that add to their usefulness: They satisfy certain identities for special values of the function and they have transformation formulas. We present many applications of these properties. For example, in combinatorial analysis hypergeometric identities classify single sums of products of binomial coefficients. Further, quadratic transformations of hypergeometric functions give insight into the relationship (known to Gauss) of elliptic integrals to the arithmetic-geometric mean. The arithmetic-geometric mean has recently been used to compute z to several million decimal places, and earlier it played a pivotal role in Gauss’s theory of elliptic functions. The gamma function and beta integrals dealt with in the first chapter are essential to understanding hypergeometric functions. The gamma function was introduced into mathematics by Euler when he solved the problem of extending the factorial function to all real or complex numbers. He could not have foreseen the extent of its importance in mathematics. There are extensions of gamma and beta functionsPreface XV that are also very important. The text contains a short treatment of Gauss and Jacobi sums, which are finite field analogs of gamma and beta functions. Gauss sums were encountered by Gauss in his work on the constructibility of regular polygons where they arose as “Lagrange resolvents,” a concept used by Lagrange to study algebraic equations. Gauss understood the tremendous value of these sums for number theory. We discuss the derivation of Fermat’s theorem on primes of the form 4n + 1 from a formula connecting Gauss and Jacobi sums, which is analogous to Euler’s famous formula relating beta integrals with gamma functions. There are also multidimensional gamma and beta integrals. The first of these was introduced by Dirichlet, though it is really an iterated version of the one- dimensional integral. Genuine multidimensional gamma and beta functions were introduced in the 1930s, by both statisticians and number theorists. In the early 1940s, Atle Selberg found a very important multidimensional beta integral in the course of research in entire functions. However, owing to the Second World War and the fact that the first statement and also the proof appeared in journals that were not widely circulated, knowledge of this integral before the 1980s was restricted to a few people around the world. We present two different evaluations of Selberg’s integral as well as some of its uses. In addition to the above mentioned extensions, there are g-extensions of the gamma function and beta integrals that are very fundamental because they lead to basic hypergeometric functions and series. These are series Lic, where Cy41/Cp is a rational function of g” for a fixed parameter g. Here the sum may run over all integers, instead of only nonnegative ones. One important example is the theta function }°*,, gq” x". This and other similar series were used by Gauss and Jacobi to study elliptic and elliptic modular functions. Series of this sort are very useful in many areas of combinatorial analysis, a fact already glimpsed by Euler and Legendre, and they also arise in some branches of physics. For ex- ample, the work of the physicist R. J. Baxter on the Yang—Baxter equation led a group in St. Petersburgh to the notion of a quantum group. Independently, M. Jimbo in Japan was led by a study of Baxter’s work to a related structure. Many basic hypergeometric series (or g-hypergeometric series), both polyno- mials and infinite series, can be studied using Hopf algebras, which make up quantum groups. Unfortunately, we could not include this very important new approach to basic series. It was also not possible to include results on the multidi- mensional U(n) generalizations of theorems on basic series, which have been studied extensively in recent years. For some of this work, the reader may refer to Milne [1988] and Milne and Lilly [1995]. We briefly discuss the q- gamma function and some important g-beta integrals; we show that series and products that arise in this theory have applications in number theory, combi- natorics, and partition theory. We highlight the method of partition analysis.XVi Preface P. A. MacMahon, who developed this powerful technique , devoted several chapters to it in his monumental Combinatory Analysis, but its significance was not realized until recently. The theory of special functions with its numerous beautiful formulas is very well suited to an algorithmic approach to mathematics. In the nineteenth century, it was the ideal of Eisenstein and Kronecker to express and develop mathematical results by means of formulas. Before them, this attitude was common and best exemplified in the works of Euler, Jacobi, and sometimes Gauss. In the twenti- eth century, mathematics moved from this approach toward a more abstract and existential method. In fact, agreeing with Hardy that Ramanujan came 100 years too late, Littlewood once wrote that “the great day of formulae seem to be over” (see Littlewood [1986, p. 95]). However, with the advent of computers and the consequent reemergence of computational mathematics, formulas are now once again playing a larger role in mathematics. We present this book against this background, pointing out that beautiful, interesting, and important formulas have been discovered since Ramanujan’s time. These formulas are proving fertile and fruitful; we suggest that the day of formulas may be experiencing a new dawn. Finally, we hope that the reader finds as much pleasure studying the formulas in this book as we have found in explaining them. We thank the following people for reading and commenting on various chapters during the writing of the book: Bruce Berndt, David and Gregory Chudnovsky, George Gasper, Warren Johnson, and Mizan Rahman. Special thanks to Mourad Ismail for encouragement and many detailed suggestions for the improvement of this book. We are also grateful to Dee Frana and Diane Reppert for preparing the manuscript with precision, humor, and patience.1 The Gamma and Beta Functions Euler discovered the gamma function, (x), when he extended the domain of the factorial function. Thus ['(x) is a meromorphic function equal to (x — 1)! when x is a positive integer. The gamma function has several representations, but the two most important, found by Euler, represent it as an infinite integral and as a limit of a finite product. We take the second as the definition. Instead of viewing the beta function as a function, it is more illuminating to think of it as a class of integrals — integrals that can be evaluated in terms of gamma functions. We therefore often refer to beta functions as beta integrals. In this chapter, we develop some elementary properties of the beta and gamma functions. We give more than one proof for some results. Often, one proof gener- alizes and others do not. We briefly discuss the finite field analogs of the gamma and beta functions. These are called Gauss and Jacobi sums and are important in number theory. We show how they can be used to prove Fermat’s theorem that a prime of the form 4n + 1 is expressible as a sum of two squares. We also treat a simple multidimensional extension of a beta integral, due to Dirichlet, from which the volume of an n-dimensional ellipsoid can be deduced. We present an elementary derivation of Stirling’s asymptotic formula for 1! but give acomplex analytic proof of Euler’s beautiful reflection formula. However, two real analytic proofs due to Dedekind and Herglotz are included in the exercises. The teflection formula serves to connect the gamma function with the trigonometric functions. The gamma function has simple poles at zero and at the negative inte- gers, whereas csc 7x has poles at all the integers. The partial fraction expansions of the logarithmic derivatives of F(x) motivate us to consider the Hurwitz and Riemann zeta functions. The latter function is of fundamental importance in the theory of distribution of primes. We have included a short discussion of the func- tional equation satisfied by the Riemann zeta function since it involves the gamma function. In this chapter we also present Kummer’s proof of his result on the Fourier expansion of log (x). This formula is useful in number theory. The proof given2 1 The Gamma and Beta Functions uses Dirichlet’s integral representations of log F(x) and its derivative. Thus, we have included these results of Dirichlet and the related theorems of Gauss. 1.1 The Gamma and Beta Integrals and Functions The problem of finding a function of a continuous variable x that equals 2! when xX =n, an integer, was investigated by Euler in the late 1720s. This problem was apparently suggested by Daniel Bernoulli and Goldbach. Its solution is contained in Euler’s letter of October 13, 1729, to Goldbach. See Fuss [1843, pp. 1-18]. To arrive at Euler’s generalization of the factorial, suppose that x > 0 andn > 0 are integers. Write ! ya (1.1) X+Dn where (a), denotes the shifted factorial defined by (a), =a(at+1)---(a+n—1) forn> 0, (@)o=1, (1.1.2) and a is any real or complex number. Rewrite (1.1.1) as ; natin + 1), nin* (n + 1), x! = —————. = ——_- . (x + 1)» (x + Dn nx Since i noo n* we conclude that tnx x!= lim —— (1.1.3) im ————_. n-v00 (x + Dy Observe that, as long as x is acomplex number not equal to a negative integer, the limit in (1.1.3) exists, for Fn Gri) (+5) (145) (@+Dn \atis 44 j j i= x\7! -) x(x —1) (=) I+- I+5}) =1+—7— +O9lG)- ( i) ( j 2j? BP and1.1 The Gamma and Beta Integrals and Functions 3 Therefore, the infinite product oO x —1 1 x II 1+- I+- ell j j converges and the limit (1.1.3) exists. (Readers who are unfamiliar with infinite products should consuit Appendix A.) Thus we have a function {px ‘i I(x) = lim ko (x + Dp defined for all complex x 4 —1, —2, —3,... and I(n) = n!. (1.1.4) Definition 1.1.1 For all complex numbers x # 0, —1, —2,..., the gamma func- tion T(x) is defined by I a Tx) = li . 1.1.5 (2) favo (x)x ( ) An immediate consequence of Definition i.1.1 1s Ta@t+l) =x). (1.1.6) Also, Tiaat+ij)=a! (1.1.7) follows immediately from the above argument or from iteration of (1.1.6) and use of rd) =1. (1.1.8) From (1.1.5) it follows that the gamma function has poles at zero and the negative integers, but 1/ F(x) is an entire function with zeros at these points, Every entire function has a product representation; the product representation of 1/T(x) is particularly nice. Theorem 1.1,2 i ~ x OL yx “ —xfn Fa) | {(1+5)e \. (1.1.9) where y is Euler’s constant given by rt y = lim ( n—>co k=1 ale - 1) (1.1.10)4 1 The Gamma and Beta Functions Proof. . xX(xX4+1)---a~t+n-1) — = sbi T(x) — n>00 nin*—! = lim x 142 1+2 wae 142 et logn nO ] 2 n n : x(1+3+--+4-logn) ¥ \ oox/k fim wet +a} = xe" TI { (1 + = ecw , n= The infinite product in (1.1.9) exists because 2 2 Xx x x Xx x 1 l4+—Je*"™= (14 -)](1--4+—...)=1- +O(—}, ( +e )e ( +*)( nt On ) 2n? (=) and the factor e*/" was introduced to make this possible. The limit in (1.1.10) exists because the other limits exist, or its existence can be shown directly, One way to do this is to show that the difference between adjacent expressions under the limit sign decay in a way similar to 1/n?. m One may take (1.1.9) as a definition of (x) as Weierstrass did, though the formula had been found earlier by Schlémilch and Newman. See Nielsen [1906, p. 10]. Over seventy years before Euler, Wallis [1656] attempted to compute the integral fi V1—x?dx =} ft (1—x)!/2(1-+x)!/*dx. Since this integral gives the area of a quarter circle, Wallis’s aim was to obtain an expression for 2. The only integral he could actually evaluate was f x?(1 — x)?dx, where p and gq are integers or q = 0 and p is rational. He used the value of this integral and some audacious guesswork to suggest that xf! 1 2-4-6+--2n 17° 3 3 i — x2 —- ii ee —T — Ty - . 4 [ v1 xx Zia | Se a (5) (5) (1.1.11) Of course, he did not write it as a limit or use the gamma function. Still, this result may have led Euler to consider the relation between the gamma function and integrals of the form f x?(1 — x)?dx where p and q are not necessarily integers. Definition 1.1.3 The beta integral is defined for Rex > 0, Re y > 0 by 1 B(x, y) =| ed —ty lat. (1.1.12) 01.1 The Gamma and Beta Integrals and Functions 5 One may also speak of the beta function B(x, y), which is obtained from the integral by analytic continuation. The integral (1.1.12) is symmetric in x and y as may be seen by the change of variables u = 1 —¢. Theorem 1.1.4 — POOPrg) Bix, y) = rady) . (1.1.13) Remark 1.1.1 The essential idea of the proof given below goes back to Euler {1730, 1739] and consists of first setting up a functional relation for the beta function and then iterating the relation. An integral representation for (x) is obtained as a byproduct. The functional equation technique is useful for evaluating certain integrals and infinite series; we shall see some of its power in subsequent chapters. Proof. The functional relation we need is x Bix, y) = Bu. y+ 1). (1.1.14) First note that for Rex > 0 and Rey > 0, 1 Bix,y+]= / rota —t)(1—#)'dt 0 = B(x, y)— B(x +1, y). (1.1.15) However, integration by parts gives 1 ! | Ba,yt+t l= ord — | + a md—t)~'de y = —B(x +1, y). (1.1.16) x Combine (1.1.15) and (1.1.16) to get the functional relation (1.1.14). Other proofs of (1.1.14) are given in problems at the end of this chapter. Now iterate (1.1.14) to obtain Bex, y) = MEMO FD a yy aaa Se yy +1) (Wn Rewrite this relation as tn mh fhe de BOY) = ~~ (G) (1-*) n _ (x + Y)n alny—} [ pol _ f ee nln*t9-! (yn Jo n B(x, y +n).6 1 The Gamma and Beta Functions As n — on, the integral tends to f° t*—le—'dt. This may be justified by the Lebesgue dominated convergence theorem. Thus r(y) oO edt. (1.1.17) T(x + y) Jo Bix, y) = Set y = 1 in (1.1.12) and (1.1.17) to get 1 | rd ee - -/ t*—'dt = Bix, 1) = a f ted. x 0 P(x+1) Jo Then (1.1.6) and (1.1.8) imply that fo te dt = T(x) for Rex > 0. Now use this in (1.1.17) to prove the theorem for Rex > 0 and Rey > 0. The analytic continuation is immediate from the value of this integral, since the gamma function can be analytically continued. Remark 1.1.2 Euler’s argument in [1739] for (1.1.13) used a recurrence relation in x rather than in y. This leads to divergent infinite products and an integral that is zero. He took two such integrals, with y and y = m, divided them, and argued that the resulting “vanishing” integrals were the same. These canceled each other when he took the quotient of the two integrals with y and y = m. The result was an infinite product that converges and gives the correct answer. Euler’s extraordinary intuition guided him to correct results, even when his arguments were as bold as this one. Earlier, in 1730, Euler had evaluated (1.1.13) by a different method. He expanded (1 — t)—! ina series and integrated term by term. When y = n + 1, he stated the value of this sum in product form. An important consequence of the proof is the following corollary: Corollary 1.1.5 ForRex > 0 oO T(x) -| red, (1.1.18) 0 The above integral for (x) is sometimes called the Eulerian integral of the second kind. It is often taken as the definition of ['(x) for Rex > 0. The Eulerian integral of the first kind is (1.1.12). Legendre introduced this notation. Legendre’s I(x) is preferred over Gauss’s function IT{(x) given by (1.1.4), because Theorem 1.1.4 does not have as nice a form in terms of IT(x). For another reason, see Section 1.10. The gamma function has poles at zero and at the negative integers. It is easy to use the integral representation (1.1.18) to explicitly represent the poles and the1.1 The Gamma and Beta Integrals and Functions 7 analytic continuation of P(x): 1 oo I(x) -/ tle dt + | ee dt 0 1 > (= *° — > ——— +/ tle dr. (1.1.19) a0 (n+Xx)n! 1 The second function on the right-hand side is an entire function, and the first shows that the poles are as claimed, with (—1)"/n! being the residue atx = —n,n = O.1,.... The beta integral has several useful forms that can be obtained by a change of variables. For example, set f = s/(s + 1) in (1.1.12) to obtain the beta integral on a half line, oO x—] / gg 2 TOTO) (1.1.20) o (+s)? Pax+y) Then again, take r = sin’ @ to get me rar) ox—1 2y—1 sin**”' 6 cos*?' 6d@ = —————_. 1.1.21 [ Tory) (E21) Put x = y = 1/2. The result is 1\72 [T(5)] _f@ 2rd) 2’ or r(i/2) = Jn. (1.1.22) Since this implies [[(3)]? = 7/4, we have a proof of Wallis’s formula (1.1.11). We also have the value of the normal integral ex? ee 12,1 / e ax =2[ e* ax= | te dt =T(L/2) = fn. (1.1.23) 0 Finally, the substitution t = (u — a)/(b — a) in (1.1.12) gives b / (b—u)*u—ay!!du= (6—a)"""! B(x, y) = (bay LE) Tixt+y) | (1.1.24) The special case a = —1, b = 1 is worth noting as it is often used: 1 row) / (+r 'd -—1)'dt = grty-1 LOOT) (1.1.25) -| Pix+y)8 1 The Gamma and Beta Functions A useful representation of the analytically continued beta function is xty ) (+s e048) nt _T@ro) @t+y) II = — (1.1.26) P(x+y) xy B(x, y) n=1 This follows immediately from Theorem 1.1.2. Observe that B(x, y) has poles at x and y equal to zero or negative integers, and it is analytic elsewhere. As mentioned before, the integral formula for (x) is often taken as the defini- tion of the gamma function. One reason is that the gamma function very frequently appears in this form. Moreover, the basic properties of the function can be devel- oped easily from the integral. We have the powerful tools of integration by parts and change of variables that can be applied to integrals. As an example, we give another derivation of Theorem 1.1.4. This proof is also important because it can be applied to obtain the finite field analog of Theorem 1.1.4. In that situation one works with a finite sum instead of an integral. Poisson [1823] and independently Jacobi [1834] had the idea of starting with an appropriate double integral and evaluating it in two different ways. Thus, since the integrals involved are absolutely convergent, CO oO oO oe [ | te! s2 le 6M dsdt = | rear | sy leds =T(x)T(y). 0 Jo 0 0 Apply the change of variables s = uv and t = u(1 — v) to the double integral, and observe thatO < u < coandO0 < vu < 1 whenO < 5,t < o. This change of variables is suggested by first setting s +f = u. Computation of the Jacobian gives dsdt = ududv and the double integral is transformed to oo 1 [ emu dy | vd — vy 'dv =P (x + y) B(x, y). 0 0 A comparison of two evaluations of the double integral gives the necessary result. This is Jacobi’s proof. Poisson’s proof is similar except that he applies the change of variables tf = r and s = ur to the double integral. In this case the beta integral obtained is on the interval (0, oo) as in (1.1.20). See Exercise 1. To complete this section we show how the limit formula for I (x) can be derived from an integral representation of I(x). We first prove that when n is an integer > Oand Rex > 0, 1 ' xl gyn n: [ ro (1 —t)"dt = xb) GEA) (1.1.27) This is actually a special case of Theorem 1.1.4 but we give a direct proof by induction, in order to avoid circularity in reasoning. Clearly (1.1.27) is true for1.2 The Euler Reflection Formula 9 n= 0Q,and \ 1 / etd" de = | Ald —pnd—s)"dt 0 0 n! n!} ~ Omit 7 (K+ Dn4i _ (n+)! — )n42 | This proves (1.1.27) inductively. Now set t = u/n and let n > oo. By the Lebesgue dominated convergence theorem it follows that o int] [ r-ledt = lim 7 for Rex > 0. 0 A> OO (x dn Thus, if we begin with the integral definition for T(x) then the above formula can be used to extend it to other values of x (i.e., those not equal to 0, —1, —2,...). Remark 1.1.3 It is traditional to call the integral (1.1.12) the beta function. A better terminology might call this Euler’s first beta integral and call (1.1.20) the second beta integral. We call the integral in Exercise 13 Cauchy’s beta integral. We shall study other beta integrals in later chapters, but the common form of these three is te [é,(t)]?[€.(¢)]?dr, where £,(t) and (rt) are linear functions of ¢, and C is an appropriate curve. For Euler’s first beta integral, the curve consists of a line segment connecting the two zeros; for the second beta integral, it is a half line joining one zero with infinity such that the other zero is not on this line; and for Cauchy’s beta integral, it is a line with zeros on opposite sides. See Whittaker and Watson [1940, §12.43] for some exampies of beta integrals that contain curves of integration different from those mentioned above. An important one is given in Exercise 54. 1.2 The Euler Reflection Formula Among the many beautiful formulas involving the gamma function, the Euler reflection formula is particularly significant, as it connects the gamma function with the sine function. In this section, we derive this formula and briefly describe how product and partial fraction expansions for the trigonometric functions can be obtained from it. Euler’s formula given in Theorem 1.2.1 shows that, in a sense, the function | / (x) is half of the sine function. Theorem 1.2.1 Euler’s reflection formula: Pao)rad-x)= —. (1.2.1) Sin 7X10 1 The Gamma and Beta Functions Remark The proof given here uses contour integration. Since the gamma function is a real variable function in the sense that many of its important characterizations occur within that theory, three real variable proofs are outlined in the Exercises. See Exercises 15, 16, and 26-27. Since we shall show how some of the theory of trigonometric functions can be derived from (1.2.1), we now state that sin x is here defined by the series . é sx = HX Ta tay The cosine function is defined similarly. It is easy to show from this definition that sine and cosine have period 27 and that e7! = —1. See Rudin (1976, pp. 182-184]. Proof. Sety =1l—x,0 ket _x’ (1.2.7) k=-—n 2 fn k ; (—1) msecmx = lim ———__——-, 1.2.8 jim K+xt+ ; 9 00 1 1 _— _ 1.2.9 sin? 1x py (x +n)? ( ) Proof. Formula (1.2.4) follows from the product formula 1 _ xe’* II l + x eon (x) n n=l proved in the previous section and from Theorem 1.2.1 in the form P(x) PU —x) = —xT (x) (—x) = a/sinrx. Formula (1.2.5) is the logarithmic derivative of (1.2.4), and (1.2.6) follows from (1.2.5) since csc x = cot 5 —cot x. The two formulas (1.2.7) and (1.2.8) are merely variations of (1.2.5) and (1.2.6). Formula (1.2.9) is the derivative of (1.2.5). ™ It is worth noting that (1.2.6) follows directly from (1.2.1) without the product formula. We have CO po! 1 po! oO poi xesenx = | a= | a+ [ dt o l+t o l+t 1 l+t tt 7 14 p-% ao pyrtteetl — | ———dt= play 1 ~~ | dt [ 1+ _ ( + | ents ye 1+ k=0 n+l r (It = = SLE kaon * where 1 1 R,| < —_____ ——__.. [Rl S n4dxdl nox+2 1 / (tt + rt) dt < 0 Thus (1.2.6) has been derived from (1.2.1). Before going back to the study of the gamma function we note an important consequence of (1.2.5). Mathamatin (vs12 1 The Gamma and Beta Functions Definition 1.2.3 The Bernoulli numbers B, are defined by the power series ex- pansion x ~ x” x “ xk = B,—=1--— By. 1.2.10 e—] d "nl 2 + 2k)! ( ) It is easy to check that =*; + 3 is an even function. The first few Bernoulli numbers are B, = —1/2, Bo = 1/6, Bs = —1/30, Bs = 1/42. Theorem 1.2.4 For each positive integer k, oO 1 (—])R+122k-1 n=1 Proof. By (1.2.10) et pete 2ix ~ kal XCObX = Ite IN a] =1-S(-1) Bx and (1.2.5) gives the expansion oc 2 x x Xx Xx xcotx=1+4+25 sop = 1-2) ) nokq ok n=! Now equate the coefficients of x* in the two series for x cot.x to complete the proof. # Eisenstein [1847] showed that a theory of trigonometric functions could be sys- tematically developed from the partial fractions expansion of cot x, taking (1.2.5) as a starting point. According to Weil [1976, p. 6} this method provides the sim- plest proofs of a series of important results on trigonometric functions orginally due to Euler. Eisenstein’s actual aim was to provide a theory of elliptic functions along similar lines. A very accessible account of this work and its relation to mod- ern number theory is contained in Weil’s book. Weil refers to lim, )-",, ax as Eisenstein Summation. Theorem 1.2.2 shows that series of the form = 1 rears where k is an integer, are related to trigonometric functions. As we shall see next, the “half series” oY irae1.2 The Euler Reflection Formula 13 bears a similar relationship to the gamma function. In fact, one may start the study of the gamma function with these half series. Theorem 1.2.5 (1) = —y, (1.2.12) May Md | ~ 1 ol Tix) Td) | » Ae cei) (1.2.13) di r ~ a (*) -\ a (1.2.14) k=0 Proof. Take the logarithmic derivative of the product for 1/1 (x). This gives T(x) oo 1 i P(x) 94 (SE :). k=1 The case x = 1 gives (1.2.12). The other two formulas follow immediately. Corollary 1.2.6 Log T(x) is a convex function of x for x > 9. Proof. The right side of (1.2.14) is obviously positive. lm Remark The functional equation (1.1.6) and logarithmic convexity can be used to derive the basic results about the gamma function. See Section 1.9. We denote T’’(x)/ T(x) by (x). This is sometimes called the digamma function. Gauss proved that y(x) can be evaluated by elementary functions when x is a rational number. This result is contained in the next theorem. Theorem 1.2.7 1 1 1 = | n=42,3,..., (2.15 Worn) = ott to te), (1.2.15) La/2) ; 2 v(2) = -y — Zot" —logg + 2 5 COS TAP tog (2sin™™ ), n=1 (1.2.16) where) < p > (5 -- 1) n=O oo 1 q — jj _ rP7"9 —: lim s(t lim > (— +.) lim s@) n=0 by Abel’s continuity theorem for power series. From the series — log(1 — +) = yt" /n, and Simpson’s dissection with w = e?"'/9, we get q—t s(t) = —1?~4 log(1 — #7) + S> wo”? log(1 — a") n=0 — 77 q-l — (¢t?-? — 1) log(i —t ~”P log(1 — w"t). = = ( )log(i —1) + Sw”? log(1 — w"2) a=l 1 = —t?~? log \ Let t — I” to get ql w(p/q) = —y —logqg + 5) wo”? log(1 — &"). n=] Replace p by g — p and add the two expressions to obtain q-l (2) +4 (4-2) = —2y — 2loggq +2) c0s( "2 ) log(1 — w”). q n=l The left side is real, so it is equal to the real part of the right side. Thus q-l — 2 2 v(2)+¥(4? P) =-2y—210g4+ S cos 7p log( 22008 =*). q q = q q (1.2.17) But w(x) -—wd-x)= * log (Qa) — x) = —m cotrx.1.3 The Hurwitz and Riemann Zeta Functions 15 So v(p/q) ~ Wl — (p/q)) = —x cotmp/q. (1.2.18) Add this identity to (1.2.17) to get ic 2 2 v(2) =-y ~~ cot? — tog + = S~ cos ae log(2— 208 ="), q 2 4q 2° q q (1.2.19) But cos 21 (q —n)/q = cos2mn/q, so the sum can be cut in half, going from 1 to |q¢/2], where |x| denotes the greatest integer in x. Thus Pp 7 mp we 27 np 2mn v(2) = -y — =cot— —logg+ >> Cos lop (2-2 cos =" ) q 2 4 q q n=] 1@/2] iT 2mn mn = ~y ~ 5 cot" —logg +2 S "cos 2 P top(2sin™"). a q q q n=] 13 The Hurwitz and Riemann Zeta Functions The half series ~ 1 xX,s)= — forx>0, 1.3.1 g(x, s) d Gaay x (1.3.1) called the Hurwitz zeta function, is of great interest. We have seen its connection with the gamma function for positive integer values of s in the previous section. Here we view the series essentially as a function of s and give a very brief discussion of how the gamma function comes into the picture. The case x = | is called the Riemann zeta function and is denoted by f(s). It plays a very important role in the theory of the distribution of primes. The series converges for Res > 1 and defines an analytic function in that region. It has a continuation to the whole complex plane with a simple pole at s = 1. The analytic continuation of ¢(s) up to Res > 0 is not difficult to obtain. Write the series for ¢(s) as a Stieltjes integral involving |x]. Thus for Res > 1 “asf Lx Jdx ] s+] ] x 1 ~|xl—x =1+— 45 / yea dx. oO oats [Ea ns | x’ xs + n=] The last integral converges absolutely for Res > 0 and we have the required16 1 The Gamma and Beta Functions continuation. The pole at s = 1 has residue 1 and, moreover, , I _ ~ Ix) —x tim {e(s) - oh = 1+ [ 2 dx lim (+f “5s as) now 1 Xx I tim. (- mT wen =y. (1.3.2 m=] \| I The best way to obtain analytic continuation to the rest of the plane is from the functional relation for the zeta function. We state the result here, since the gamma function is also involved. There are several different proofs of this result and we give a nice one due to Hardy [1922], as well as some others, in the exercises. In Chapter 10 we give yet another proof. Theorem 1.3.1 For all complex s, nD (s/2)¢(s) = 2 OAT — s)/2)CU — 5). (1.3.3) If s < 0, then 1 —s > 1 and the right side provides the value of ¢(s). This relation was demonstrated by Euler for integer values of s as well as fors = 1/2and s = 3/2. He had proofs for integer values of s, using Abel means. An interesting historical discussion is contained in Hardy [1949, pp. 23-26]. The importance of (s) as a function of a complex variable in studying the distribution of primes was first recognized by Riemann [1859]. The last section contained the result (- 1)-122k-1 — hehe 2k éQ2k) = Qk)! Bun. The following corollary is then easy to prove. Corollary 1.3.2 —] ¢(1 — 2k) = T-Bar, £0) = -5 and ¢(—2k)=0 fork =1,2,3,.... (1.3.4) Corollary 1.3.3 1 c'(0) = 5 log 2z. (1.3.5) Proof. From the functional equation and the fact that re) 5)1.3 The Hurwitz and Riemann Zeta Functions 17 we have _ T'(s/2) _ _ _— stT/2 ATS _ cls) sm Ps — DE). (13.6) Now (1.3.2) implies that (s — 1)¢(s) = 1 +. y(s — 1) 4+ A(s — 1) +---. So take the logarithmic derivative of (1.3.6) to get sd-s)_, _1,(2 1 f2es)_v teas Do ci=sy 2 (3) (>) I+y(s—-Ite Set s = 1 and use Gauss’s result in Theorem 1.2.7 with p = 1 and q = 2. This proves the corollary. There is a generalization of the last corollary to the Hurwitz zeta function ¢ (x, s). A functional equation for this function exists, which would define it for all complex s, but we need only the continuation up to some point to the left of Re s = 0. This can be done by using the function £(s). Start with the identity CO C(x, 8) — (C(s) —sxt(s +I) =a + Son [0 +x/ny% — (1 = sx/n)]. n=l The sum on the right converges for Re s > —1, and because ¢(s) is defined for all s, we have the continuation of f(x, 5) toRes > —1. The following theorem is due to Lerch. Theorem 1.3.4 ag (x, 8) P@) =] . 1.3.7 ( as )., ve V 20 ( Proof. The derivative of the equation ¢(x + 1,5) = €(x, s) — x * with respect tos at s = 0 gives (Beet) _ (S) — log x. (1.3.8) Os s=0 as s=0 For Res > 1, a°r(x, 5) ~ 1 ee ] ras 5a = (8 + du Geax SO d?> (actx,s) _ 1 i= as )_- case C89)18 1 The Gamma and Beta Functions Now (1.3.8) and (1.3.9) together with (1.2.14) of Theorem 1.2.5 imply that (aS) = C + log P(x). as s=0 To determine that the constant C = —} log 21, set x = 1 and use Corollary 1.3.3 This completes the proof of Lerch’s theorem. W@ Fora reference to Lerch’s paper and also for a slightly different proof of Theoren 1.3.4, see Weil [1976, p. 60]. 1.4 Stirling’s Asymptotic Formula De Moivre [1730] found that n! behaves like Cn"*+!/*e—" for large n, where C is some constant. Stirling [1730] determined C to be /27; de Moivre then used ¢ result of Stirling to give a proof of this claim. See Tweddle [1988, pp. 9-19]. Thi: formula is extremely useful and it is very likely that the reader has seen application: of it. In this section we give an asymptotic formula for (x) for Re x large, wher Im x is fixed. First note that log D(x ++ 1) = Soy_, log(k + x) + log P(x + 1) We then employ the idea that an integral often gives the dominant part of the surr of a series so that if the integral is subtracted from the series the resulting quantity is of a lower order of magnitude than the original series. (We have already used this idea in Equation (1.3.2) of the preceding section.) In Appendix D we prove the Euler—Maclaurin summation formula, a very precise form of this idea when the function being integrated is smooth. Two fuller accounts of the Euler—Maclaurin summation formula are given by Hardy [1949, pp. 318-348] and by Olver [1974, pp. 279-289]. Theorem 1.4.1 V(x) ~ V2mx "ee as Rex > 00. Proof. Denote the right side of the equation n—-1 log V(x +n) = S - logtk +x)+log T(x + 1) k=] by c,, so that Cat — Cn = loge +n). By the analogy between the derivative and the finite difference we consider c, to be approximately the integral of log(x + n) and set Ch = (n+ x) log(in4+ x) -(n+x)4+d,.1.4 Stirling’s Asymptotic Formula 19 Substitute this in the previous equation to obtain log(x +n) = (n+1+x)logn+1+x)—-(@+x)logn4+x)4+d,41—-d, —1. Thus 1 dna) —d, =1—(n+x4+ 1) og (1 + —) n+x 1 1 1 1 1 n+x 2n+tx) 3(n+x)3 = + + — Wn+x) 6(n+x)? Proceeding as before, take =1- (4x0! 1 dn = €n — 5 log(n + x), and substitute in the previous equation to get 1 1 1 1 ntl — €n = = 1 1 + — | — —— + ——— +: Ent — € 5 og( +] 2n +x) + 6m ax I i ~ 12(n+x)2 +0(—5). Now n-1 n—1 1 l én —@0 = > (en — &%) = >> st (ata) (1.4.1) k=0 k=0 therefore, lim, o0(€n — €0) = K(x) exists. Set K(x)+ +O = K(x) + —————_ ——— ], “ 12(n + x) (n+x) where K(x) = Ki(x) + eo. The term (n + x)7! comes from completing the sum in (1.4.1) to infinity and approximating the added sum by an integral. So we can write Ch = (n+x) logan +x) -(n+x) —- 5 login + x) + log C(x) + | + o(—). 12(n + x) (n+ x)? where K (x) = log C(x). This implies that - weet 1 46f 1 P(x+n)=C(x)(n+x) exp| "TOF atlas) (1.4.2)20 1 The Gamma and Beta Functions We claim C(x) is independent of x. By the definition of the gamma function _ Pats) y. TR). @a yx PO) TO) lim ———n = —— lim n = -_—— = ] noo D(n + y) T'(y) n> (Y)n iy) VG) Now, from (1.4.2) and (1.4.3) we can conclude that _~U(n+x) C(x) fim (: Ven _ C(x) C(O) n (1.4.3) l= li a nce” Fin) C(O) 2300 Thus C(x) is a constant and T(x) ~ Cx* '?e-* as Rex > ov. To find C, use Wallis’s formula: 2" (nl)? 1 = lim — Va = lim (Qn)! Jn 220 (2p 2n+] g—2n+0(1) l = lim ———_——_ : => n—> 00 C(Qn)y"t2e-*t9G) Jn Cc J2- This gives C = 27 and proves the theorem. Observe that the proof gives the first term of an error estimate. ®@ We next state a more general result and deduce some interesting consequences. A proof is given in Appendix D. For this we need a definition. The Bernoulli polynomials B, (x) are defined by tet oO " = 3 Bux) =. (1.4.4) = n! e —1 The Bernoulli numbers are given by B, (0) = B, forn > 1, Theorem 1.4.2. For a complex number x not equal to zero or a negative real number, m 1 1 Bo; 1 log (x) = 5 log 2m + (x-5) logx —x+ 5° 1 j=l (27 —1)2j x2/-1 1 f* Bont — [#) “in, wD “ The value of log x is the branch with log x real when x is real and positive. The expansion of log '(x) in (1.4.5) is an asymptotic series since the integral is easily seen to be O(x~”""*!) for larg x| < 1 — 6,5 > 0.1.4 Stirling’s Asymptotic Formula 21 From this theorem the following corollary is immediately obtained. Corollary 1.4.3 For é > Oand |argx| < a — 4, T(x) ~ Joaxt Pe as |x| > 00. Corollary 1.4.4 Whenx =a-+ib,a, 00, then [F(a + ib)| = V2 [ble 711 + OCB), where the constant implied by O depends only on a; and ap. Proof. Take |b| > 1,a > 0. It is easy to check that the Bernoulli polynomial By — Bz(t) =t — 27. Thus 4|B2 — B2(t)| < 5\fC1 — | < } forO 0, arctan — + arctan — ={ a, 5 ifb <0 This gives xn a -barctan® = -6] 2 —F +0(3 )| 1 =-Flbl+a+o(— Putting all this together gives 1 1 1 log |I'(a + ib)| = (« - ;) log |b| — a + 5 log2m + o(a5).22 1 The Gamma and Beta Functions The condition a > 0 is removed by a finite number of uses of the functional equation (1.1.6) and the corollary follows. Observe that the proof only uses a = o(|b|) rather than a bounded. @ Corollary 1.4.5 For \jargx| <2 —8,5 > 0, By; 1 W(x) = lex gaat 0( se): Corollary 1.4.4 shows that (a + ib) decays exponentially in the imaginary direction. This can be anticipated from the reflection formula, for 1, 1 W r(; + w)\r(; 7 ib) = coshrb’ or 1 2 Qt . _— ~ —n|b| r(5 +0) ~ xb 4 p-ab 2ne 7 as b> +00, or 1 r (5 + is) ~ Smee 7/2 ag bh > oo. Similarly, rGb)r(—ib) = ——. = __* ee “bsinnbi ble — eb) and [Tb] ~ V2n |b} e712 as bh > 00. Since I(x) increases rapidly on the positive real axis and decreases rapidly in the imaginary direction, there should be curves going to infinity on which a normalized version of (x) has a nondegenerate limit. Indeed, there are. See Exercise 18. 1.5 Gauss’s Multiplication Formula for [(mx) 1 (2)2 = 27" (5) ¢ : ) together with the definition of the gamma function leads immediately to Legendre’s duplication formula contained in the next theorem. The factorization Theorem 1.5.1 | 2a—1 1 Pear @ =2 ror(a+5). (1.5.1)1.5 Gauss’s Multiplication Formula for [ (mx) 23 This proof suggests that one should consider the more general case: the factor- ization of (@)mn, Where m is a positive integer. This gives Guass’s formula. Theorem 1.5.2 Tima) Qn)" _— m™2 7 (ay (« 4 =) 2 (« + “—). (1.5.2) Proof. The same argument almost gives (1.5.2). What it gives is (1.5.2) but with mld 1\ m-— 1 (27)? m2 replacedby V[ —]...0| ——— ] = P. (1.5.3) m m To show that (1.5.3) is true, we show that p2 _ (Qxy"7} By the reflection formula So it is enough to prove nm . an _ (m—lr gm-l gin sino... sin ED =m. m m m Start with the factorization x" — 1 m—1 x—-— 1} = | [@ - expkxi/m)). k=] Let x — 1 to obtain m—] m= [Ia — exp(2ki/m)) k=1 m1. 0. 20 (m —1)x =? sin — sin —— +--+ sin —————_-. m m m This proves (1.5.3). Remark 1.5.1 A different proof of (1.5.1) or (1.5.2) that uses the asymptotic formula for (x) and the elementary property "(x + 1) = xI'(x) is also possible. In fact it is easily verifed that P¢x)U (x + 1/2) Pd/2)0 2x) satisfies the relation g(x + 1) = g(x). Stirling’s formula implies that g(x) ~ | as x — oo so that lim,-.o g(x +n) = 1 when n is an integer. Since g(x +n) = g(x) we can conclude that g(x) = 1. A similar proof may be given for Gauss’s formula. This is teft to the reader. g(x) = 224 1 The Gamma and Beta Functions An elegant proof of the multiplication formula using the integral definition of the gamma function is due to Liouville [1855]. We reproduce it here. The product of the gamma functions on the right side of (1.5.2) is exe) fora) co [ eo tly xf las | ex dys | ew xan i)/m)— ‘dtm -[ [- fre en Orrbmat bi) ga La (1/1 OHO DIMO-| By dx +++ AX. Introduce a change of variables: zm xy = ——— ,X2 = X2,...,Xm = Xp. Xo --++Xp The Jacobian is easily seen to be MZ NQNZ°+° Xp and the integral can be written [Lol boone: rota) ot /m)— 1 atm I)/m)—1 mz” 7 x { ———— X> . ————dzd x» --- dX,» Xo +++ Xp XoxX4 +++ Xp Set t = x2 +23 4+-++ + Xm +2 /(x2x3-++X»), and rewrite the integral as mf [- ofre magma dy MMT IMDAT | OM DIMAV 7 dey. dx. (1.5.4) First compute eal 00 ml ; i= /[ af eT dandy dy. 0 0 a Clearly, m—1 aft zn mam! fo [ “Ts (j/m)— oa dx2-++dXm dz Xj41 2+ Xm . Now introduce a change of variables, XQ = 2" / (XAG ++ Xm), AZ = ABs 0s Lp = Am,1.5 Gauss’s Multiplication Formula for F Gx) 25 and th = x3 txg te tXy $y 7 / (03 +++ Xm x1). The Jacobian is J = =—-—_ ; X7X3°°*Xm-1 and a is given by di oO oO zm (1/m)-1 men f eae e "|| —_— dz 0 0 XjX3 +--+ Xm m-1 (j/m)—i dx,dx3 tte dxXm Tee 2” [xy =2 oO al m—1| =m fo fe TL si ass din 0 0 i=? IF —mI il Therefore, r=Ce™. To find C, set z = O in the integral for J as well as in the above equation and equate to get 2 —1 r(+)r(2) (==) =C. m m m By (1.5.3), C = (20) DPm-? and I = (27) "VP m-'/?e—™, Substitution in (1.5.4) gives Pia)l (a+ 1/m)---Tia+(m— 1)/m) = miZanye-rr f ene mal ge 0 — m\/2-™9 (97 )"F T (ma), which is Gauss’s formula. Remark 1.5.2. We pointed out earlier that 1 / T(x) is a half of sin zx. In this sense the duplication formula is the analog of the double angle formula ] sin2ax = 2sinaxsinz (: + 3) This is usually written as sin27x = 2sinaxcoszx and so is thought of as a special case of the addition for sin(x + y). The gamma function does not have an addition formula.26 1 The Gamma and Beta Functions 1.6 Integral Representations for Log I'(x) and (x) In (1.2.13), we obtained {1 1 = x-1 —~wl)= — = a vO) ~ lm =H) ETD Fh from the product for 1/ T(x). We start this section by rederiving it from the beta integral. Note that, for x > 1, CO yp abd se" l-e _ _ x-2 _ _— (x vf tr log(1 — tdt ki hath k=0 by term-by-term integration, which is valid because of uniform convergence in [O, 1 — €]. Now lete > 0. By Abel’s continuity theorem for power series, —(x-1) [ t~* log(1 —tdt = » a) 0 ay (K+ I(x +k) We can introduce log(1 — fr) in the beta integral fy t*-2(1 — t)dt by taking the derivative with respect to y. In that case, a Try +1) a 1 (x - v= | m1 —1’dt= dy Jo dy T(x+y) or ] (x — » f (1 — 1) log(1 — n)dt 0 _T@rot+Dr@ty) -Pero+ bdr +y) - T(x + y)? The case y = 0 gives the necessary result. The differentiation is justified since the integrands involved are continuous. Some care should also be taken of the fact that the integrals are improper. The details are easy and left to the reader. The next theorem gives the integral representations of (x) due to Dirichlet and Gauss. Theorem 1.6.1 For Rex > 0, fel. 1 _ (i) w(x) = [ ; (« daa i" sz) (Dirichlet), (ii) w(x) = [ (< — poe) (Gauss). 0 x l—e~:1.6 Integral Representations for Log (x) and w(x) 27 Proof. (i)Evaluate the integral [;° f; e~'“dtdz in two different ways by changing the order of integration to get the formula OO .-Z 4-SZ [ ff dz = logs. (1.6.1) 0 Zz Similarly, the double integral e342) [ [os —_—_——_—__._—_dsdz xz when first integrated with respect to z yields (by (1.6.1)) CO d oO —s x1 _ —s x1 _ yv | e's logs ds = + | e °s* 'ds = T(x). 0 dx Jo If we integrate the double integral with respect to s we get P(x) “it ext d » | -( ay) ‘ Equate the last two expressions to get Dirichlet’s formula. (ii) Gauss’s formula is obtained from Dirichlet’s by a change of variables: OO poz oO dz in ( [Lae [ ao) 50+ 5 zit+z)* co e ( [Sac [0 a log(1+6) l1—e re eF oo et elk cry [See [oa SE 6—0t iog(1+8) tf l-—e- ro — — dz, [LE Zz l-e es) 3 1 8 < —dz = log ——_—— — 0 as 8— 0. [ons z log(1 + 8) (x) lim 630+ since log(i+é) e7 / —dz 5 Zz This proves (ii). The integrated form of the last theorem is given in the next result. Theorem 1.6.2. For Rex > 0, , _{* + _ G+) 049) at ” lr) = f Ga, - log(1 + 1) )¢28 1 The Gamma and Beta Functions and (ii) log (x) = [ ( — let — =) ar 0 l—e" i Proof. The integrals in Theorem 1.6.1 are uniformly convergent for Rex > 8 > 0, so we can integrate from | to x under the sign of integration. The integrals in Theorem 1.6.2 are the corresponding integrated forms. A change of variables u = e~ in (ii) gives Mya! du logs) = [ ——— -—x+4+]1]—. (1.6.2) 0 l—u logu There are two other integrals for log F(x) due to Binet that are of interest. These are given in the next theorem. A proof of one of them is sketched and the other is left as an exercise. See Exercise 43. Theorem 1.6.3 For Rex > 0, () logr@)=(x-+)1 + Jog? [ ett Ne, i og TPE AE OBA NAL Gy OBAT TH | 577 to] ; and © arctan(t /x) etn —] l 1 (it) log P(x) = («-5) logx —x + 5 logan +2 0 Proof. Gauss’s formula in Theorem 1.6.1 together with Equation (1.6.1) give d 1 a | 1) = Slog P(x +1) = — +logx — <8 agp, Wat = 7 logl(e + 1) = 5 + logx [ (5 r+os)e Integrate from | to x, changing the order of integration to get log P(x +1) 2\y +4 [ vai, tt jet ne, 0 = _ _— -—- —_—_____(f. Bias BT DP OBE TET IF Na tay f Use log lx + 1) = log F(x) + log x to rewrite the above formula as log P(x) My +14 [0 poe Ne al Oo = ——|logx — —~~- — BEDE NE PBR — » \2 t et) where r= fo Poi, od yet), (1.6.3) dp M2 tt eats rn! ~ Stirling’s formula applied above gives J = 1 — (1/2) log 27. The second Binet formula can be used to derive the asymptotic expansion for Jog I(x) contained in Corollary 1.4.5.1.7 Kummer’s Fourier Expansion of Log ['(x) 29 Expand | /(e?”! — 1) by the geometric series and integrate term by term to see that co 72k-1 — TQkK)E 2k) (—1yk-1 B2k (1.64) 9 emt (2m) Ak The last equality comes from Theorem 1.2.4. Now, I¢?e0 0 “ 142 gives, after integration, t if if (—Ayr ert ly" ft etdz arctan/2) =~ 33 5s Oy 7 eel Te f Pte Substitute this in Binet’s formula (ii) and use (1.6.4) to arrive at By 2j(2j — xs! n DO t H ool [ ( [ Saat). xen 0 o x +2 ect? — | For jargx| < 5 —€,€ > 0, it can be seen that Il < esc ze for all z > 0. This implies that the last term involving the integral is Op —;). So we have the asymptotic series but only for Jargx| < 5 — € instead of |argx| < m7 —€. Whittaker and Watson [1940, §13.6] show how to extend the range of validity. It is also possible to derive an asymptotic formula for log (x) from Binet’s first formula. See Wang and Guo [1989, §3.12]. For references to the works of Gauss, Dirichlet, Binet, and others, see Whittaker and Watson [1940, pp. 235-259]. l (x) = ] ay on +5 Paes x gx—-x ig 270 . 1.7 Kummer’s Fourier Expansion of Log T(x) Kummer [1847] discovered the following theorem: Theorem 1.7.1 ForO 1, Now use integral (1.6.2) for log T(x) in (1.7.3) so that D; = [ [ leu) e+ sin 2kaxdudx o Jo l—u log u l 1 ] [ sin 2kaxdx = 0, [ x sin2kaxdx = ———., and (1 — u)2ka u((log u)* + 4k22) The first two integrals are easy to solve and the third is the imaginary part of I - | er lloguttkri) 4. I uot u Jo u logu+2k7i I [ u*—! sin 2kaxdx = 01,7 Kummer’s Fourier Expansion of Log ['(x) 31 Therefore, Dp, = [ —2kn ,)\ au a o \u((ogu)? + 4k22*) 2kw J logu’ —2knt D, = to [ — eW hat at Qkn Jo \L4+? t Take & = | and we have D, _ i * il — eon at 20 6 ] + fz r Moreover, x = 1 in Dirichlet’s formula (Theorem 1.6.1) gives y 1 [ff _, 1 dt eS e — ——— —, 2x 2m Jo l+t/t where y is Euler’s constant. Therefore, 1 fSet—e 1 f*f 1 1 \dt peat Pent (4-4) 2n =a Jo t 2x Jo \14h l4t/t By (1.6.1), the first integral is log 27 and a change of variables from ¢ to 1/t shows that the second integral is 0. Thus or, with uw = e D, = 4+ 1092 =-—- + —lo . 1 On on Oe To find D,, observe that 1 oO ,—2nt —2kat ] kD, — D, = =f ff at = —logk, 20 0 t 2m where the integral is once again evaluated by (1.6.1). Thus I D, = ——(y +log2km), k=1,2,3,.... 2k The Fourier expansion is then ] —. cos 2rkx log T(x) = 5 og 2m + S i k=] k=l 1 li + log? > Sinden — 0 en a ne qh TOetm 2k ; 1 3 logk . 3p — —— sin . - ; Xx k=l Apply (1.7.1) and (1.7.2) to get the result. Kummer’s expansion for log (T(x) / 27.) and Theorem 1.3.4 have applications in number theory. Usually they give different ways of deriving the same result. This suggests that the Hurwitz zeta function itself has a Fourier expansion from32 1 The Gamma and Beta Functions which Kummer’s result can be obtained. Such a result exists and is simply the functional equation for the Hurwitz function: 27r(l—s)[ . 1 Sxcos2mnx 1 sin2mrx E(x, s) = ——_—_ (Qn yi 5 {sin drs So SIME cosas J INA ‘ (1.7.4) The functional equation for the Riemann zeta function is a particular case of this when x = 1. See Exercises 24 and 25 for a proof of (1.7.4) and another derivation of Kummer’s formula. 1.8 Integrals of Dirichlet and Volumes of Ellipsoids Dirichlet found a multidimensional extension of the beta integral which is use- ful in computing volumes. We follow Liouville’s exposition of Dirichlet’s work. Liouville’s [1839] presentation was inspired by the double integral evaluation of the beta function by Jacobi and Poisson. Theorem 1.8.1 If V isaregiondefinedbyx; > 0, i= 1,2,...,n;andS~ x; <1, then for Rea; > 0, [- [tris wl yteMdyy dx, = = F(t Ser Proof. The proof is by induction. The formula is clearly true for n = 1. Assume it is true form = k. Then for a (k + 1)-dimensional V ai—1 xem 1 41-1 J- fx ES dx\dx>-- -AX 4 1 1-x, l—x] ~ 4) —-- xy i 1 ay a Oe41— A f -f Kp Ky TY ‘dxgy1-+-dx} 0 0 0 1- Xp TX] xt —1 —l eet -(1— xy — +++ — xy) dxpdxy_} + - dx; - Now set x, = (1 — x; —--+ — xx_1)f to get 1 pi- Laxy xg ] x x] Xk-2 wn 1 oy) eee xy . “Xp y +1 Jo Jo 0 -(l—xj—--: =, yeeten pl — tt)" dtdx,_ 1--dx; _ Te) Or +1) + 1) [ [ x -f mrp Mel (Ox + Oey + D + O41) + 1) L x" i xy “ ko ‘a (1 —~— Xp att — xy) xy, s+ dx).1.8 Integrals of Dirichlet and Volumes of Ellipsoids 33 Compare this with the integral to which the change of variables was applied and use induction to get P@ Per +1) e+ esi) (Tar P@A)P (oe + oe) ail (ty + e41 + 1) r(1+ ditt a) This reduces to the expression in the theorem. Corollary 1.8.2 If V is the region enclosed by x; > 0 and S“(x;/a;)”' < 1, then a-to-t ayer _ LN Cai" / pi) Pi / Pid) [fs X5 xen dx Om = T+ Sei/py) . Proof. Apply the change of variables, y; = (x;/a;)"', i = 1,...,n. Then Oxi _ t Xj ay; Pi Yi and the Jacobian is ] 1X2 + Xn PiPr-** Pn ViYar** Yn The integral becomes Q a aay ai Sef fy CU /POTT | y@n/ P| dy dyy ++ -dVq P) P2- where V is defined by y; > O and \> y, < 1. The corollary now follows from the theorem. [[_, #Patt/pp rd+>) l/p) Jn particular the volume of the n-dimensional ellipsoid S°(x; jai)’ < lis Corollary 1.8.3 The volume enclosed by )> (x; /a;)"' <1, x; > Ois m"aiay ++ py rd+n/2) ~ Proof. For the first part of the corollary take a; = 1. For the particular case take P; = 2 and use the fact that (3) = 4./7. Corollary 1.8.4 If V is given by x; > Oand $)(+)?' 0, t, < 2%; /a;)”' 0, a1 Xi = 1, then _ _ Il V'(a;) bes ab eld od — / [x Xn X] Xn-1 rea) This is a surface integral rather than a volume integral, but it can be evaluated directly by induction or from Corollary 1.8.2. It is also a special case of Theorem 1.8.5 when f(u) is taken to be the delta function at u = 1. This function is not continuous, but it can be approximated by continuous functions. 1.9 The Bohr—Mollerup Theorem The problem posed by Euler was to find acontinuous function of x > Othat equaled n! atx =n, an integer. Clearly, the gamma function is not the unique solution to this problem. The condition of convexity (defined below) is not enough, but the fact that the gamma function occurs so frequently gives some indication that it must be unique in some sense. The correct conditions for uniqueness were found by Bohr and Molierup (1922]. In fact, the notion of logarithmic convexity was extracted from their work by Artin [1964] (the original German edition appeared in 1931) whose treatment we follow here. Definition 1.9.1 A real valued function f on (a, b) is convex if Fax + (—Ajy) < Af) + -ASO) forx,y € (a,b) and0 0 and (i) fl) = 1, (ii) F(x +1) = xf (x), and (iii) f is logarithmically convex, then f(x) = T(x) for x > 0. Proof, Suppose n is a positive integer and 0 < x < 1. By conditions (i) and (ii) it is sufficient to prove the theorem for such x. Consider the intervals [n,n + 1], [In +1,n +14], and [x + 1,n +2]. Apply (1.9.1) to see that the difference quotient of log f(x) on these intervals is increasing. Thus f(in+1) 1 f(a+1+x) f(v+2) —__—. < — log ——————_ < log ———_. f{n) x f+) fin +1) Simplify this by conditions (i) and (ii) to get (x+n)(x +n —1)---xf (x) ni log xlogn < log | < x log(n + 1). Rearrange the inequalities as follows: x(x + 1)-+-(x +n) og ———_——_—_—— nin* 1 0<]1 + log f(x) = xlog(1+ 7). n Therefore, nin* => li = P , I(x) ned, x(x +1)---(e +n) (x) and the theorem is proved. This theorem can be made the basis for the development of the theory of the gamma and beta functions. As examples, we show how to derive the formulas oS T(x) -| er ldt, x>0, 0 and } rawr [ ed —1 dt = PON) x>0QO and y>0O. (1.9.2) 0 P(x + y) We require Holder’s inequality, a proof of which is sketched in Exercise 6. We state the inequality here for the reader’s convenience. If f and g are measurable nonnegative functions on (a, b), so that the integrals on the right in (1.9.3) are finite, and p and q positive real numbers such that 1/p + 1/q = 1, then b b I/p b 1/4 | fgdx < ( / ftax) ( | gidx) , (1.9.3) It is clear that we need to check only condition (iii) for log P(x). This condition can be written as Tax + By) 0,B>0 and a+f=l1. (1.9.4)36 1 The Gamma and Beta Functions Now observe that oO : Tax + By) = [ (ete ")*e te Par 0 and apply Hélder’s inequality with w = 1/p and 8 = 1 /q to get (1.9.4). To prove (1.9.2) consider the function Pa + y) B(x, y) Py) Once again we require the functional relation (1.1.14) for B(x, y). This is needed to prove that f(x +1) = xf (x). Itis evident that f(1) = Land we need only check the convexity of log f(x). The proof again uses Hilder’s inequality in exactly the same way as for the gamma function. We state another uniqueness theorem, the proof of which is left to the reader. f(x) = Theorem 1.9.4 If f(x) is defined for x > 0 and satisfies (i) f(1) = 1, (it) f(x +1) = xf (x), and (iii) lim, _, 05 f (x +n)/[n* f(n)] = 1, then f(x) = P(x). For other uniqueness theorems the reader may consult Artin [1964] or Anastassiadis [1964]. See Exercises 26—30 at the end of the chapter. Finally, we note that Ahern and Rudin [1996] have shown that log | (x + éy)| is a convex function of x in Rex > 1/2. See Exercise 55. 1.10 Gauss and Jacobi Sums The integral representation of the gamma function is V(x) I ert = e-tr—. ct 0 t Here dt/t should be regarded as the invariant measure on the multiplicative group (0, 00}, since d(ct) _ dt ct i To find the finite field analog one should, therefore, look at the integrand e~“r*. The functions e~" and #* can be viewed as solutions of certain functional relations. This point of view suggests the following analogs. Theorem 1.10.1 Suppose f is a homomorphism from the additive group of real numbers R to the multiplicative group of nonzero complex numbers C*, that is, f:RO-C1.10 Gauss and Jacobi Sums 37 and farty) = f@)FO). (1.10.1) If f is differentiable with f'(0) = c 4 0, then f(x) = e™. Remark 1.10.1 Wehave assumed that f(x) 4 0 for any x but, in fact, the relation g(x + y) = g(x)g(y), where g : R > C, implies that if g is zero at one point it vanishes everywhere. Proof. First observe that f(0+0) = f(0)* by (1.10.1). So f (0) = 1, since f (0) cannot be 0. Now, by the definition of the derivative, Fx +t) — Fe) _ mn ff) — fx) f f(x) = lim li t—>0 t0 t ~ fox) tim LO=LO t>0 t = cf (x). So f(x)=e". H Remark 1.10.2 In the above theorem it is enough to assume that f is continuous or just integrable. To see this, choose a y € R such that fj f(r)dt 4 0. Then FR) J f@dt = fo fatode = f° F@drt. So _ fr? f@at — f f@dt This equation implies that if f is integrable, then it must be continuous and hence differentiable. F() Corollary 1.10.2 | Suppose g is a homomorphism from the multiplicative group of positive reals R* to C*, that is, g(xy) = g(x)a(y). (1.10.2) Then g(x) = x° for some c. Proof. Consider the map f = goexp: R > C*, where exp(x) = e*. Then f satisfies (1.10.1) and g(e*) = e. This implies the result. A finite field has p” elements, where p is prime and » is a positive integer. For simplicity we take n = 1, so the field is isomorphic to Z(p), the integers modulo p. The analog of f in (1.10.1) is a homomorphism w: Zp) > C*. Since Z(p) is acyclic group of order p generated by 1 we need only specify w(1). Also, y(1)? = w (0) = 1 and we can choose any of the pth roots of unity as the38 1 The Gamma and Beta Functions value of y(1). We therefore have p different homomorphisms w(x) =e? ™*/P GF =0,1,...,p—1. (1.10.3) These are called the additive characters of the field. In a similar way the multi- plicative characters are the p — 1 characters defined by the homomorphisms from Z(p)* to C*. Here Z(p)* = Z(p) — {0}. Since Z(p)* is a cyclic group of order p — 1, we have an isomorphism Z(p)* = Z(p — 1). The p — 1 characters on Z(p)* can be defined by means of this isomorphism and (1.10.3). We denote a multiplicative character by either x or 7, unless otherwise stated. It is now clear how to define the “gamma” function for a finite field. Definition 1.10.3 For an additive character W; and multiplicative character y; we define the Gauss sums g;(x:), 7 =0,1,..., p — 1 by the formula p-l g(x) = D> xi) vj), (1.10.4) x=0 where we extend the domain of x; by setting x;(0) = 0. It is sufficient to consider g(x) := g(x), for when j 4 0, 8) = S- X(x)wjyx) = S- x Cx yer™t/P = xx) d— x@err/? =x) Doxa? = x(/)g(X)- (1.10.5) This formula corresponds to {, e/*x5-ldy = T(s)/j5, where j is a nonzero complex number with positive real part. When j = 0 in (1.10.4) the sum is S~, Xx), which can be shown to be zero when x (x) # | for at least one value of x. Theorem 1.10.4 For a character x, _ fo ifx #id, dX) = 1 1 ify cid. (1.10.6) Remark 1.10.3 The identity character is the one that takes the value 1 at each point in Z(p)*. Proof. The result is obvious for x = id. If x # id, there is a y € Z(p)* such that x (y) 4 1. Then xO) 0 x) = 30 x@y) = 3° x),1.10 Gauss and Jacobi Sums 39 which implies the theorem. There is a dual to (1.10.6) given by the following theorem: Theorem 1.10.5 For the sum over all characters we have _ f0 ifx #1, 2x) = _ “i feel (1.10.7) Proof. It is sufficient to observe that if x #4 1, then there is a character x such that x (x) 4 1. The theorem may now be proved as before. We now define the analog of the beta function. Definition 1.10.6 For two multiplicative characters x and y the Jacobi sum is defined by Jan = > xno). (1.10.8) x+y=1 The following theorem gives some elementary properties of the Jacobi sum. We denote the trivial or identity character by e. The reader should notice that the last result is the analog of the formula B(x, y} = TQ) Q)/ITG@ + y)]. Theorem 1.10.7 For nontrivial characters x and n, the following properties hold: J(e, x} = 0. (1.10.9) J(e,e) = p—2. (1.10.10) T(x. x7') = -x(- 1). (1.10.11) 8(x)8(n) Hxnx#e, then JX.nN= (1.10.12) g(xn) Remark 1.10.4 From the definition of characters it is clear that the product of two characters is itself a character and so the set of characters forms a group. The additive characters form a cyclic group of order p and the multiplicative characters a cyclic group of order p — 1. Also, xe) = x(x7!) = 1/x (x) and since |x (x}| = 1 it follows that x~!(x) = x(x). Proof. The first part of the theorem is a restatement of Theorem 1.10.3 and the second part is obvious. To prove (1.10.11), begin with the definition Foxx) =o x@x 71d -2) = SS x@d-x)7). x 10,1 Now note that as x runs through 2,..., p — 1, then x(1 — x) runs through 1,..., p—2. The value y = p—1 = —1(mod p) is not assumed because x = y(1+y)7!. Therefore, Fixx) = So x0) =-x(-D, ye—140 1 The Gamma and Beta Functions by Theorem 1.10.4. This proves the third part. The proof of the fourth part is very similar to Poisson’s or Jacobi’s proofs of the analogous formula for the beta function. Here one multiplies two Gauss sums and by a change of variables arrives at a product of a Jacobi sum and a Gauss sum. Thus, for x7 + e, g(XxXosa) = S- x (x jer™2/P > nl yertir/P x y = So x@ eter x.¥ = So x@)niyy+ SO x@)ne — 1ye/?. x+y=0 t=x+y40 The first sum is 5°, x(x)n(—x) = n(-L) 35, xn) = 0 since yn # id. The second sum with x = st is S> xs)x)n(nd = sel? = So xn(tye"!? S$” x (s\n — 5) t£0,5 t = 2(xnJ (xX. ). This proves the fourth part of the theorem. We were able to evaluate '(s) in anice form for positive integer values and half- integer values of s. Evaluations of special cases of Gauss sums are also possible and important, but in any case the magnitude of the Gauss sum can always be found. Theorem 1.10.8 For nontrivial multiplicative and additive characters x and w, = /p. So xxv (x) Proof. By (1.10.5) it is enough to prove that |g1(x)|? = leGol? = p: Ie? = So x rye? S* eye OV? x y =o xory ermievr, xyeO Set x = ry. Then IsGO? = So xMemmernr rv£0 p-l =Sox+ SO xO DS erMOV?, I 140 or | yx401.10 Gauss and Jacobi Sums 4] The first sum is p — | and the inner sum in the second term is —1. Thus Is =p-1-Sox@=p—-l+l=p, tH] and the result is proved. Corollary 1.10.9 If x, and xn are nontrivial characters, then F(x. )| = JP. (1.10.13) Proof. This follows from Theorems 1.10.7 and 1.10.8. As an interesting consequence we have: Corollary 1.10.10 If p = 4n + 1 is a prime, then there exist integers a and b such that p = a* + b’. Proof. The group Z(p)* is of order p — 1 = 4n, which is also isomorphic to the group of multiplicative characters on Z(p)*. Since the latter group is cyclic there exists a character x of order 4 that takes the value +1, -t/. It follows that J(X, x) = a + bi for integers a and b. Since x? ¥ id, apply Corollary 1.10.9 to obtain the desired result. Corollary 1.10.10 is a theorem of Fermat, though Euler was the first to publish a proof. See Weil [1983, pp. 66-69]. Later we shall prove a more refined result that gives the number of representations of a positive integer as a sum of two squares. This will come from a formula that involves yet another analog of the beta integral. We have seen that characters can be defined for cyclic groups. Since any abelian group is a direct product of cyclic groups, it is not difficult to find all the characters of an abelian group and their structure. The following observation may be sufficient here: If x1 is a character of a abelian group G1, and x2 of G2, then we can define a character x : G, x Gz > C* by x(x, y) = x1(*) x29). We thus obtain n additive characters of Z(n) and ¢(n) multiplicative characters of Z(n)*. The Gauss and Jacobi sums for these more general characters can be defined in the same way as before. Gauss [1808] found one derivation of the law of quadratic reciprocity by evaluating the Gauss sum arising from the quadratic character. (A character x + id is a quadratic character when x” = id.) Details of this connection are in Exercise 37 at the end of the chapter. One problem that arises here, and which Gauss dealt with, is evaluating the sum G = ye e2tie iN Ag in Theorem 1.10.8 one can show that G? = +N depending on whether N = 1 (4) or 3 (4). The problem is to determine the appropriate square root for obtaining G. According to Gauss, it took him four years to settle this question. Dirichlet’s evaluation of )."=) e?7/*"/" by means of Fourier series is given in Exercise 32. 742 1 The Gamma and Beta Functions Jacobi and Eisenstein also considered the more general Jacobi sum Js X00 XO = S- X1(t1) X2(f2) «>> Xe(te). (1.10.14) ttethsl This is the analog of the general beta integral in Theorem 1.8.6. Eisenstein’s result, corresponding to the formula in Theorem 1.8.6, follows. Theorem 1.10.11 If x1, X2,..-, Xe are nontrivial characters and xX, Xo --+ X¢ is nontrivial, then _ (X18 (X2) ++ BO) g(XIX2° Xe) The proof of this is similar to that of Theorem 1.10.7, and the reader should fill in the details. In Section 1.8 the volume of n-dimensional objects of the form a,xj' + agxy + -+ + ayx,' < b was determined by means of the gamma function. In the same way, for finite fields, the number of points satisfying a,x}! +a2x37 +-+-+a,x;' = bcan be found in terms of Gauss sums. Gauss himself first found the number of points on such (but simpler) hypersurfaces and used this to evaluate some specific Gauss sums. Weil [1949] observed that it is easier to reverse the process and obtain the number of points in terms of Gauss sums. For an account of this the reader should see Weil [1974]. It may be mentioned that Weil’s famous conjectures concerning the zeta function of algebraic varieties over finite fields are contained in his 1949 paper. It also contains the references to Gauss’s works. One may also consult Ireland and Rosen {1991] for more on Jacobi and Gauss sums and for references to the papers of Jacobi and Eisenstein. The form of the Gauss sums also suggests that they are connected with Fourier transforms. Let F denote the vector space of all complex valued functions on Z(N), the integers modulo N. Let F be the Fourier transform on F defined by F(X, X20 +005 Xo) (1.10.15) N-I 1 . (Ff)(n) = Tw S f (xjerrinesN (1.10.16) It can be shown that the trace of this Fourier transform with respect to the basis {59, 5),-.., dn}, where Oo, x , soya {o 22? is the quadratic Gauss sum $3") e2"*"/", Schur [1921] gave another evaluation of this sum from this fact. The details are given in Exercise 47. One first proves that the fourth power of F is the identity so that the eigenvalues are +1, +i and the essential problem is to find the multiplicity of these eigenvalues.1.11 A Probabilistic Evaluation of the Beta Function 43 Discrete or finite Fourier analysis was not applied extensively before 1965 be- cause of the difficulty of numerical computation. This changed when Cooley and Tukey [1965] introduced an algorithm they called the Fast Fourier Transform (FFT) to reduce the computation by several orders of magnitude. The reader may wish to consult the paper of Auslander and Tolimieri [1979] for an introduction to FFT, which emphasizes the connection with group theory. Some of the earlier instances of an FFT algorithm are mentioned here. Computational aspects are also interesting. See de Boor [1980] and Van Loan [1992, §1.3]. 1.11 A Probabilistic Evaluation of the Beta Function When a and are positive integers, [so —xPldy = COVEN It seems that it should be possible to arrive at this result by a combinatorial argu- ment. But working with only a finite number of objects could not give an integral. Here is a combinatorial-cum-probabilistic argument that evaluates the integral. Choose points at random from the unit interval [0, 1]. Assume that the probability that a point lies in a subinterval (a, b) is b — a. Fix an integer n and let P(x; < t) denote the probability that, of n points chosen at random, exactly k of them have values less than t. The probability density function for P(x; < ft) is _ Ply 0 At Now P(x, , qa; € {0,1,...p— 1}, and the partial sums are integers that converge to the p-adic number. So, if there is a function f defined on the positive integers and the values of f at two integers that are p-adically close are close to each other, then f has a unique continuous extension to Zp. Define a function f on the positive integers n by the formula fa) =(-1)" Tk. pik It is not difficult to show that f(n + p”£) = f(n)mod p”, where n,m, and é are positive integers. Now n + p”é and n are p-adically close to each other and the values of f at these points are also p-adically close. Consequently, f has an extension to Z,. This extension gives the p-adic gamma function due to Morita [1975]. The p-adic gamma function is defined by p(x) = —f(x — 1). This function also has a functional relation and other useful properties. There is a formula of Gross and Koblitz [1979] that gives the Gauss sum as a product of values of the p-adic gamma function.46 1 The Gamma and Beta Functions A good treatment of the p-adic numbers and functions is given in Koblitz [1977]. An account of the p-adic gamma function and the Gross—Koblitz formula is available in Lang [1980], including a reference to a paper by “Boyarsky” [1980]. In fact, p-adic extensions of the beta function, and more generally, the Mellin transform, are also available. Exercises 1. Use the change of variables s = ur to show that oo oO Pari) = [ | syle“ tds 0 Jo isT(x+ y) B(x, .y): (Poisson) 2, Let f= f° e*’dx. Observe that 1? = f>° f° e+" dxdy. Evaluate this double integral by converting to polar coordinates and show that J = ./7 /2. 3. A proof of Wallis’s formula is sketched below: (a) Show that [ dx == 0 x?+a 7 2a (b) Take the derivative of both sides n times with respect to the parameter a to conclude that [ dx _—1-3-5++:2n-1n 1 0 (x2 +a)rti ~~ 2.4.6---2n 2 qntc/2- (c) Setx = y/./n,a = 1, letn — ov, and use Exercise 2 to obtain Wallis’s formula. 4. Evaluate fia — t?)*~'dt in two different ways to prove the duplication formula given in Theorem 1.5.1. To get another proof evaluate n/2 / sin! 26 d6 0 in two ways. 5. Suppose that f is twice differentiable. Show that f” > 0 is equivalent to f(ax + By) < af(x) + Bf(y) for a and f nonnegative anda + Bp = 1. 6. Convexity can be used to prove some important inequalities, for example, Holder’s nea 1/p <{f ifirax } {[ ttae| . where f and g are integrable functions and 4 pt ; = |. We sketch a proof here. l Fear10. 11. 12. Exercises 47 (a) Note that e* is a convex function; use this and the result of Exercise 5 to show that if u and v are nonegative real numbers then Equality holds if and only if u? = v7. (b) Deduce Hélder’s inequality from (a). It might be appropriate to call this the Rogers—Hdlder inequality since Rogers {1888] had the result before Hélder [1889]. Other important results of L, J. Rogers are discussed later in the book. . Here is another proof of the functional relation xt B(x, y) = Bee yt 1). Bix, y+ 1) -/ pet(—t) dt 0 and perform an integration by parts to show that Write Bix, y+ D= Ty BO. . Show that B(x, y) -[° ldt fy (c+ 9" Take the derivative with respect to c and derive the functional equation x+ Box. y) = = Bay +). Give a similar argument using ¢ | tle —1)dt. 0 Tis Pa + &)/n) (22 )e-D/2_0/2)-2 ° . Write Gauss’s formula as TQ) = Show that the right side satisfies all the conditions of the Bohr—Mollerup theorem. This proves the formula. Give a proof of Gauss’s formula by using the definition of T(x). Prove Gauss’s formula by the method given in the remark after Theorem 1.5.2. It is clear from (x + 1) = xI(x) that pr log C(t)dt = xlogx ~x+C. Show that C = + log 2x. Stirling’s formula will work, but there is a more elegant argument using Gauss’s multiplication formula first.48 1 The Gamma and Beta Functions 13. There is another beta integral due to Cauchy defined by °° dt m2*-* YT (x+y—1) C(x, y= —eeo SS EOD -oo (1+ity (it) Px)r(y) (a) To prove this, show: (i) Integration by parts gives C(x, y+ 1) — 2C(x + 1, y). (ii) Write © {-1~it)4+2 C , = er (x,y) [. (l+tiry(-ityt! = 2C(x, y+ 1)—-C(x-1, y+ 1). , Re(xt+y)> 1. This together with (i) gives C(x, y) 2) cay ed) ,y) = — —C(x, ¥ ; w= oI ; (iii) Iteration gives 27" (n(n C(x, y) = ———— C(x +2. y +n). = Cty Da yn) oe dt C , = ooo? (x +n y +n) i. (1 +irytr(l _ itjyt" =[ dt oo + e2R + ity — in Set t > ¢/./n in the second integral and let n — >. (b) The substitution ¢ = tan @ leads to an important integral. Find it. 14. Use the method for obtaining Stirling’s formula to show that 1 1 1 | ttt sea Wit Ct et o(=a): c=-a4+va(I-5+B-Gt). where Sum " “1 Cn = (Ce —Ce-1) with ¢, = —= - S- k k-1 i DR k=1 and use some algebra to change c, — Cn—1 to an expression that goes to zero like n~*/ to show that (=F =(V2+)5— n=! » ala + Ti See Ramanujan [1927, papers 9 and 13] for further results of this type.Exercises 49 15. Here is an outline of a real variable proof of (1.2.1). Let No 1 . tan 2x N00 Ww n+x (a) g’(x) = —17/ sin? mx + Ss; I/(n+x)*. (b) g’(x) is continuous for 0 < x < Lif g’(0) = g/(1) =0. (c) g'(x/2) + g'((x + 1)/2) = 4g"(x). (d) Let M = maxoex<1 [g’(x)|. Then M < M/2so M =0. (e) a(x /2) — g( + 1)/2) = 2m /(sinazx) — 23> (—1)"/(n +x). —&% (f) g(x + 1) = g{x). (g) g(x) = constant. (h) | P+ odte= 0 (-)"/nt+xyt 0D" /(n 41-2) 0 n=) n=0 oO =S°(-b"/ +4), —oO so (1.2.1) holds. This proof, due to Herglotz, was published by Carathéodory f1954, pp. 269-270]. Bochner’s [1979] review of the collected works of Herglotz also includes this proof. 16. The following is Dedekind’s [1853] proof of [(a) (1 — x) = 2/sinax. Set co p71 ow = [ tar oO pro! ——dt = s * | st+1 O(x) oo 4x—l 1 dt=od(x)s*. [aaa o00 (a) Show that and (b) Deduce that x-l ox oo po! t—1 go SO. f 8) s—l 9 (st+1)(t+s) (c) Use the second formula in (a) to get [ p= fo ( ~ Eat \as: eu Jo stl [ t+s )as:50 17. 18. 19. 20. 1 The Gamma and Beta Functions then change the order of integration to obtain oo zx-1 oor = [Ear 0 t—1 y OO py—l _ poe | [o(x)Pdx = / ee at. l-y 0 t-—1 (e) Integrate (b) with respect to s over (0, 00) and use (d) to derive (d) Deduce x 3 _ © xl loge _ , a(x) J 160) ar=2 f dt = 29". (f) Show that @(x) = @(1 — x) implies ¢'(4) = 0 and / [o()Pdt = 2 / [e(t) at. l-x 1/2 (g) Deduce that o(x) / [o(t)Pdt = $'(x). 1/2 (h) Show that ¢ satisfies the differential equation @¢” — (’)? = 7. (1) Solve the differential equation with initial condition (5) = am and o'(5) = 0 to get P(x) =a cscrx. Show that 1 p-ld —p lar rar) = R O.R ; 0, . | la’ +b —pnP? abla +y)’ ex > ey>O0,a>0 Show that — Pa tix /or(t — ix/t) ie lim. ——————_____————- - e “ 1400 Paor(t) Prove that for a > 0, © si l b/2 / SMe dx = FT gh Seto)? 0 < Reb < 2, 0 xP 2 l(b) and oo 1 b/2 [ COS AN oy a bag? SEP) gC Reb 1. 0 x? 2 (db) For 4 > 0,x > O and —2/2 1 an integer, and retums to positive infinity. Hint: First prove that OO 45 1 et oC, o=a5 | foe" and then apply the ideas of the previous exercise. Note also that ¢(x, 5) is now52 25. 26. 27. 29. 1 The Gamma and Beta Functions defined as a meromorphic function by the contour integral with a simple pole ats = 1. . Prove the functional equation 2rad— 2 2 t(x,s)= Sou finns) 2 es 0. Show that the functional equation for ¢(x, s) easily implies (a) the functional equation for (s), (b) Kummer’s Fourier expansion for log T(x) /V22. The next five problems are taken from Artin [1964]. For 0 < x < 00, let @(x) be positive and continuously twice differentiable satisfying (a) @(x + 1) = (x), (b) (4)@(2*) = d(x), where d is a constant. Prove that ° is a constant. Hint: Let g(x) = £ log @(x). Observe that g(x +1) = g(x) and + q(a(5)+ (5) = g(x). Show that @(x) = ['(x) (1 —x) sin 2x satisfies the conditions of the previous problem. Deduce Euler’s reflection formula. - Prove that a twice continuously differentiable function f that is positive in 0 ov.30. 31. 32. 33. 35. 36. 37. Exercises 53 Prove that the example g(x) = >>°°, 3 sin(2"7rx) shows that just continuity is insufficient in the previous problem. Suppose f and g are differentiable functions such that f(x+y) = f(x) fQ)— g(x)e(y)and g(x+y) = f(x)g(y)+2(x) f(y). Prove that f(x) = e** cos bx and g(x) = e® sinbx, unless f(x) = g(x) = 0. Prove that S>N7} e27i°/N — Li" JN, where i = /—1. (a) Set f(t) = SONG} ett" Q < ¢ < 1, Note that f(0) = f(1) and extend f(t) as a periodic function to the whole real line. (b) Note that f(t) = 37°. ane?" , where ay = h rower Conclude that f(0) = 7) e 2mix? /N =" 4 (c) Show that a, = e~27#Nn’/4 Pennp! aniy" Nay. (d) Show that oo N- “me N-nN/2 amiy2/N ya=(Y/ “Sf jeray 00 Nn/2 Na/2 Reven Rodd a 2 = ai’) f ev IN gy, —& (e) Use Exercise 19 to evaulate the integral. Another way is to take N = | in (d). (Dirichlet) If p is an odd prime, then there is exactly one character x, that maps Z(p)* onto {+1}. Recall that Z(p)* is the integers modulo p without 0. Prove that xX,(a) = 1 if and only if x? = a mod p is solvable, that is, a is a square in Z(p)*. Usually one writes x, (a) = (5): which is called the Legendre symbol. . Prove that if a is a positive integer prime to p, then a?—!/? = (5) (mod p). Here p is an odd prime. (Use the fact that Z(p)* is a cyclic group.) For p an odd prime, use the previous problem to prove that (>)= = (-1)-)? and (2) = = (— 1)?’ ~1)/8 . (Use 9p/2 — (et/4 4 e TAP = _ (errs + e Pri/4y (mod p). Consider the two cases p = +1 (mod 8) and p = +3 (mod 8) separately.) Prove the law of quadratic reciprocity: For odd primes p and gq, (7)(4) = (- yee, (a) For S = > oP_ i a yermx/, show that $* = (—+ >). (The proof is similar to that of Theorem 1.10.8.) (b) Use (a) and Exercise 34 to prove that S77! = prs (*) (mod q). (c) Show that S4 = Poy (Eee ian/P = (£)S (modq). (d) Deduce the reciprocity theorem from (b) and (c). (Gauss) For integers a and N with N > 0, define Ga, N)= ee Be 2miax?/N (a) For p prime, show that G(1, p) = S7?_ i Ly ertix/P (b) For p prime show that G(a, p) = Cad, * p).54 38. 39. 40. 41. 1 The Gamma and Beta Functions (c) Prove that G(q, p)G(p, g) = G(1, pq) when p and q are odd primes. (d) Now use the result of Exercise 32 to deduce the reciprocity law. (Gauss) For a discussion of Exercises 32-37 and for references, see Scharlau and Opolka [1985, Chapters 6 and 8]. Prove Theorems 1.8.5 and 1.8.6. Prove Theorem 1.9.4. Weierstrass’s approximation theorem: Suppose f is a continuous function on a closed and bounded interval, which we can choose to be [0, 1] without any loss of generality. The following exercise shows that f can be uniformly approximated by polynomials on [0, 1]. (a) Show that it is enough to prove the result for f(0) = f(1) = 0. Now extend f continuously to the whole real line by taking f = Oonx <0 and x > 1, (b) Observe that (2n + 1)! (Gar Jent+1 (n! )2 1 / On(t)dt = 1. -1 Show that P, (x) = f ff + 1)Q,{(t)dt is a polynomial in x for x € [O, 1]. (c) Use Stirling’s formula to show that for 5 > Oand6é < |t| < 1,0,(1) > 0 uniformly as n — oo. (d) Note that for 0 f(x) uniformly on [0, 1], break up the integral into three parts, {- + P, + fe and use (c). Prove Plana’s formula (see Whittaker and Watson [1940, p. 145] for references to Plana): For positive integers m and n So) = Se | ods —i [ k=m m QOn{t) = y" is a polynomial such that 2 p(n + ty) —o(m + iy) — oH — iy) + o(m — iy) np ? where @(x + iy) is a bounded analytic function in m

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