Special Functions - Hypergeometric Functions - Barnes' Integral Representation PDF
Special Functions - Hypergeometric Functions - Barnes' Integral Representation PDF
Roelof Koekoek
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integral representation
Hypergeometric functions
Special Functions – Hypergeometric functions – Barnes' integral representation
Properties
implies that Γ(s) is the Mellin transform of e−x . The inversion formula reads
1 c+i∞
e−x = ∫ x−s Γ(s) ds, c > 0.
2πi c−i∞
This can be proved directly by using Cauchy's residue theorem. Consider the rectangular
contour C with vertices c ± iR (c > 0) and −(N + 1/2) ± iR, where N is a positive integer. Then the
poles of Γ(s) inside this contour are at 0, −1, −2, … , −N with residues (−1)j /j! for j = 0, 1, 2, … , N
respectively. Hence, Cauchy's residue theorem implies that
N (−1) j
1
∫ x Γ(s) ds = ∑
−s
xj .
2πi C j=0
j!
Now we let R and N tend to infinity. Then Stirling's asymptotic formula for the gamma
function implies that the integral on C minus the line joining c − iR and c + iR tends to zero.
Hence we have
N (−1) j ∞ (−x) j
1 c+i∞
∫ x Γ(s) ds = lim ∑
−s
x =∑
j
= e−x .
2πi c−i∞ N→∞
j=0
j!
j=0
j!
This implies that the beta function B(s, t) is the Mellin transform of the function
(1 − x)t−1 , 0 < x < 1
f (x) := {
0, x ≥ 1.
This implies that the beta function B(s, t − s) is the Mellin transform of the function
1
g(x) = .
(1 + x)t
These examples suggest that we might obtain a complex integral representation for the
hypergeometric function 2 F1 by finding its Mellin transform:
∞ ∞ Γ(c) 1
∫ xs−1 2 F1 ( ; −x) dx = ∫ xs−1 ∫ tb−1 (1 − t)c−b−1 (1 + xt)−a dt dx
a, b
0 c 0 Γ(b)Γ(c − b) 0
Γ(c) 1 ∞
xs−1
= ∫ t b−1
(1 − )
t c−b−1
∫ a dx dt.
Γ(b)Γ(c − b) 0 0 (1 + x t)
Here we used Euler's integral representation for the 2 F1 . The substitution xt = u now gives
∞
xs−1 ∞
us−1 Γ(s)Γ(a − s)
∫ dx = t −s
∫ du = t −s
B(s, a − s) = t −s
.
0 (1 + xt)a 0 (1 + u)a Γ(a)
Hence we have
∞ Γ(c) Γ(s)Γ(a − s) 1 b−s−1 Γ(c)Γ(s)Γ(a − s)
∫ 2 F1 ( ∫ t
s−1 a, b
x ; −x) dx = (1 − t)c−b−1 dt = B(b − s, c − b)
0 c Γ(b)Γ(c − b) Γ(a) 0 Γ(b)Γ(c − b)Γ(a)
Here we assumed that min (Re(a), Re(b)) > Re(s) > 0. Applying the inversion formula for the Mellin
transform we might expect that
Γ(a)Γ(b) 1 k+i∞ Γ(s)Γ(a − s)Γ(b − s)
2 F1 ( ∫
a, b
; x) = (−x)−s ds
Γ(c) c 2πi k−i∞ Γ(c − s)
In fact, this is Barnes' integral representation for the 2 F1 which is usually written as:
Proof: Let C be the closed contour formed by a part of the curve used in the theorem
from −(N + 1/2)i to (N + 1/2)i together with the semicircle of radius N + 1/2 to the right of the
imaginary axis with 0 as center. We first show that the above integral defines an analytic
function for |arg(−z)| ≤ π − δ with δ > 0. By using Euler's reflection formula and Stirling's
asymptotic formula for the gamma function we find for the integrand:
Γ(a + s)Γ(b + s)Γ(−s) Γ(a + s)Γ(b + s) π π
(−z)s = − (−z)s ∼ −sa+b−c−1 (−z)s .
Γ(c + s) Γ(c + s)Γ(1 + s) sin πs sin πs
For s = it we have
for |arg(−z)| ≤ π − δ. This shows that the integral represents an analytic function in
|arg(−z)| ≤ π − δ for every δ > 0, which implies that it is analytic for |arg(−z)| < π.
a+b−c−1
(−z)s
O(N )
sin πs
⎨
⎩O (N a+b−c−1 e− 2 √2(N+1/2)δ ),
1
π/4 ≤ |θ| ≤ π/2.
This implies that the integral on the semicircle tends to zero for N → ∞. The residue
theorem then implies that the integral tends to the limit of the sums of the residues at s = n
with n ∈ {0, 1, 2, …}, id est
∞ Γ(a + n)Γ(b + n) n Γ(a)Γ(b) ∞ (a)n (b)n zn Γ(a)Γ(b)
∑ ∑ 2 F1 (
a, b
z = = ; z).
+
Γ(c n) n ! Γ(c) (c)n n! Γ(c) c
n=0 n=0
The Mellin transform has a convolution property, which can be obtained as follows.
Assume that
∞ ∞
F(s) = ∫ x s−1
f(x) dx and G(s) = ∫ xs−1 g(x) dx,
0 0
then we have
1 c+i∞ 1 c+i∞
f (x) = ∫ −s
F(s)x ds and g(x) = ∫ G(s)x−s ds.
2πi c−i∞ 2πi c−i∞
1 c+i∞
= ∫ F(t)G(s − t) dt.
2πi c−i∞
As an application we consider
xb Γ(b + s)Γ(a − b − s)
f (x) = ⟷ F(s) =
(1 + x)a Γ(a)
and
xd Γ(d + s)Γ(c − d − s)
g(x) = ⟷ G(s) = ,
(1 + x)c Γ(c)
which leads to
∞
xb+d Γ(b + d + 1)Γ(a + c − b − d − 1)
=∫ dx = B(b + d + 1, a + c − b − d − 1) =
0 (1 + x)a+c Γ(a + c)
which holds for Re(a) > 0, Re(b) > 0, Re(c) > 0 and Re(d) > 0, shortly for Re(a, b, c, d) > 0. This integral is
called the Mellin-Barnes integral. More general we have
Theorem: If the path of integration is curved to separate the poles of Γ(a + s)Γ(b + s) from the
poles of Γ(c − s)Γ(d − s), then we have
Let C be the closed contour formed by a part of the curve used in the theorem from −iR to
iR together with the semicircle of radius R to the right of the imaginary axis with 0 as
center. By Stirling's asymptotic formula the integrand is
Since Im(s) can be arbitrarily small when |s| is large, we assume that Re(a + b + c + d) < 1 to
ensure that the integral on the semicircle tends to zero for R → ∞. Then, by Cauchy's
residue theorem (poles in s = c + n and s = d + n with n ∈ {0, 1, 2, …} with residues (−1)n /n!), the
integral equals
∞ (−1)n ∞ (−1)n
∑ Γ(a + c + n)Γ(b + c + n)Γ(d − c − n) + ∑ Γ(a + d + n)Γ(b + d + n)Γ(c − d − n) .
n! n!
n=0 n=0
Finally we use Gauss's summation formula and Euler's reflection formula to find that the
integral equals
a + c, b + c a + d, b + d
Γ(a + c)Γ(b + c)Γ(d − c)2 F1 ( ; 1) + Γ(a + d)Γ(b + d)Γ(c − d)2 F1 ( ; 1)
1+c−d 1+d−c
Γ(1 + c − d)Γ(1 − a − b − c − d)
= Γ(a + c)Γ(b + c)Γ(d − c)
Γ(1 − a − d)Γ(1 − b − d)
Γ(1 + d − c)Γ(1 − a − b − c − d)
+ Γ(a + d)Γ(b + d)Γ(c − d)
Γ(1 − a − c)Γ(1 − b − c)
Γ(a + c)Γ(a + d)Γ(b + c)Γ(b + d) sin π(a + c) sin π(b + c) − sin π(a + d) sin π(b + d)
= .
Γ(a + b + c + d) sin π(c − d) sin π(a + b + c + d)
This proves the theorem for Re(a + b + c + d) < 1. This condition can be removed by using
analytic continuation of the parameters.
Now we have Γ(s + n) = Γ(s) (s)n and by using Gauss's summation formula
∞ (c − a)n c − a, s Γ(c) Γ(s)Γ(a − s)
∑ Γ(s + n) = Γ(s) 2 F1 ( ; 1) = .
n=0
(c)n n! c Γ(a) Γ(c − s)
This leads to
Γ(a) i∞ Γ(a + s)
1
Theorem: ( ∫ |arg(−z)| < π/2.
a
F ; z) = Γ(−s)(−z)s ds,
Γ(c) 1 1 c 2πi −i∞ Γ(c + s)
Here the path of integration is curved, if necessary, to separate the poles s = −a − n from
the poles s = n with n ∈ {0, 1, 2, …}.
Proof: The proof is similar to the proof of Barnes' integral representation for the 2 F1
hypergeometric function. Application of Cauchy's residue theorem then gives that the
integral equals the sum of residues
∞ Γ(a + n) (−1)n Γ(a) ∞ (a)n zn Γ(a)
∑ ∑ 1 F 1 ( ; z).
n a
(−z) = =
Γ(c + n) n! Γ(c) (c)n n! Γ(c) c
n=0 n=0
© Roelof Koekoek