Hypergeometric Function
Hypergeometric Function
For systematic lists of some of the many thousands of published identities involving the
hypergeometric function, see the reference works by Erdélyi et al. (1953) and Olde Daalhuis
(2010). There is no known system for organizing all of the identities; indeed, there is no known
algorithm that can generate all identities; a number of different algorithms are known that
generate different series of identities. The theory of the algorithmic discovery of identities
remains an active research topic.
History
The term "hypergeometric series" was first used by John Wallis in his 1655 book Arithmetica
Infinitorum.
Hypergeometric series were studied by Leonhard Euler, but the first full systematic treatment
was given by Carl Friedrich Gauss (1813).
Studies in the nineteenth century included those of Ernst Kummer (1836), and the fundamental
characterisation by Bernhard Riemann (1857) of the hypergeometric function by means of the
differential equation it satisfies.
Riemann showed that the second-order differential equation for 2F1(z), examined in the complex
plane, could be characterised (on the Riemann sphere) by its three regular singularities.
The cases where the solutions are algebraic functions were found by Hermann Schwarz
(Schwarz's list).
The hypergeometric function is defined for |z| < 1 by the power series
It is undefined (or infinite) if c equals a non-positive integer. Here (q)n is the (rising) Pochhammer
symbol,[note 1] which is defined by:
The series terminates if either a or b is a nonpositive integer, in which case the function reduces
to a polynomial:
For complex arguments z with | z | ≥ 1 it can be analytically continued along any path in the
complex plane that avoids the branch points 1 and infinity. In practice, most computer
implementations of the hypergeometric function adopt a branch cut along the line z ≥ 1.
As c → −m, where m is a non-negative integer, one has 2F1(z) → ∞. Dividing by the value Γ(c) of
the gamma function, we have the limit:
2F1(z) is the most common type of generalized hypergeometric series pFq, and is often
designated simply F(z).
Differentiation formulas
Special cases
Many of the common mathematical functions can be expressed in terms of the hypergeometric
function, or as limiting cases of it. Some typical examples are
When a=1 and b=c, the series reduces into a plain geometric series, i.e.
hence, the name hypergeometric. This function can be considered as a generalization of the
geometric series.
The confluent hypergeometric function (or Kummer's function) can be given as a limit of the
hypergeometric function
so all functions that are essentially special cases of it, such as Bessel functions, can be
expressed as limits of hypergeometric functions. These include most of the commonly used
functions of mathematical physics.
Legendre functions are solutions of a second order differential equation with 3 regular singular
points so can be expressed in terms of the hypergeometric function in many ways, for example
(α,β)
Several orthogonal polynomials, including Jacobi polynomials Pn and their special cases
Legendre polynomials, Chebyshev polynomials, Gegenbauer polynomials, Zernike polynomials
can be written in terms of hypergeometric functions using
Other polynomials that are special cases include Krawtchouk polynomials, Meixner polynomials,
Meixner–Pollaczek polynomials.
Given , let
Then
Any 3 of the above 6 solutions satisfy a linear relation as the space of solutions is 2-dimensional,
6
giving (3) = 20 linear relations between them called connection formulas.
Kummer's 24 solutions
A second order Fuchsian equation with n singular points has a group of symmetries acting
(projectively) on its solutions, isomorphic to the Coxeter group W(Dn) of order 2n−1n!. The
hypergeometric equation is the case n = 3, with group of order 24 isomorphic to the symmetric
group on 4 points, as first described by Kummer. The appearance of the symmetric group is
accidental and has no analogue for more than 3 singular points, and it is sometimes better to
think of the group as an extension of the symmetric group on 3 points (acting as permutations of
the 3 singular points) by a Klein 4-group (whose elements change the signs of the differences of
the exponents at an even number of singular points). Kummer's group of 24 transformations is
generated by the three transformations taking a solution F(a,b;c;z) to one of
which correspond to the transpositions (12), (23), and (34) under an isomorphism with the
symmetric group on 4 points 1, 2, 3, 4. (The first and third of these are actually equal to F(a,b;c;z)
whereas the second is an independent solution to the differential equation.)
Applying Kummer's 24 = 6×4 transformations to the hypergeometric function gives the 6 = 2×3
solutions above corresponding to each of the 2 possible exponents at each of the 3 singular
points, each of which appears 4 times because of the identities
Q-form
which is
The Q-form is significant in its relation to the Schwarzian derivative (Hille 1976, pp. 307–401).
The Schwarz triangle maps or Schwarz s-functions are ratios of pairs of solutions.
is also sometimes used. Note that the connection coefficients become Möbius transformations
on the triangle maps.
and
In the special case of λ, μ and ν real, with 0 ≤ λ,μ,ν < 1 then the s-maps are conformal maps of the
upper half-plane H to triangles on the Riemann sphere, bounded by circular arcs. This mapping is
a generalization of the Schwarz–Christoffel mapping to triangles with circular arcs. The singular
points 0,1 and ∞ are sent to the triangle vertices. The angles of the triangle are πλ, πμ and πν
respectively.
Furthermore, in the case of λ=1/p, μ=1/q and ν=1/r for integers p, q, r, then the triangle tiles the
sphere, the complex plane or the upper half plane according to whether λ + μ + ν – 1 is positive,
zero or negative; and the s-maps are inverse functions of automorphic functions for the triangle
group 〈p, q, r〉 = Δ(p, q, r).
Monodromy group
Two fundamental solutions of the hypergeometric equation are related to each other by a linear
transformation; thus the monodromy is a mapping (group homomorphism):
where π1 is the fundamental group. In other words, the monodromy is a two dimensional linear
representation of the fundamental group. The monodromy group of the equation is the image of
this map, i.e. the group generated by the monodromy matrices. The monodromy representation
of the fundamental group can be computed explicitly in terms of the exponents at the singular
points.[2] If (α, α'), (β, β') and (γ,γ') are the exponents at 0, 1 and ∞, then, taking z0 near 0, the
loops around 0 and 1 have monodromy matrices
where
If 1−a, c−a−b, a−b are non-integer rational numbers with denominators k,l,m then the monodromy
group is finite if and only if , see Schwarz's list or Kovacic's algorithm.
Integral formulas
Euler type
provided that z is not a real number such that it is greater than or equal to 1. This can be proved
by expanding (1 − zx)−a using the binomial theorem and then integrating term by term for z with
absolute value smaller than 1, and by analytic continuation elsewhere. When z is a real number
greater than or equal to 1, analytic continuation must be used, because (1 − zx) is zero at some
point in the support of the integral, so the value of the integral may be ill-defined. This was given
by Euler in 1748 and implies Euler's and Pfaff's hypergeometric transformations.
Other representations, corresponding to other branches, are given by taking the same integrand,
but taking the path of integration to be a closed Pochhammer cycle enclosing the singularities in
various orders. Such paths correspond to the monodromy action.
Barnes integral
as
where the contour is drawn to separate the poles 0, 1, 2... from the poles −a, −a − 1, ..., −b,
−b − 1, ... . This is valid as long as z is not a nonnegative real number.
John transform
The Gauss hypergeometric function can be written as a John transform (Gelfand, Gindikin &
Graev 2003, 2.1.2).
Gauss's contiguous relations
are called contiguous to 2F1(a, b; c; z). Gauss showed that 2F1(a, b; c; z) can be written as a
linear combination of any two of its contiguous functions, with rational coefficients in terms of
a, b, c, and z. This gives
relations, given by identifying any two lines on the right hand side of
where F = 2F1(a, b; c; z), F(a+) = 2F1(a + 1, b; c; z), and so on. Repeatedly applying these
relations gives a linear relation over C(z) between any three functions of the form
Gauss used the contiguous relations to give several ways to write a quotient of two
hypergeometric functions as a continued fraction, for example:
Transformation formulas
Euler's transformation is
which in turn follow from Euler's integral representation. For extension of Euler's first and second
transformations, see Rathie & Paris (2007) and Rakha & Rathie (2011). It can also be written as
linear combination
Quadratic transformations
If 1−c, a−b, a+b−c differ by signs or two of them are 1/3 or −1/3 then there is a cubic
transformation of the hypergeometric function, connecting it to a different value of z related by a
cubic equation. The first examples were given by Goursat (1881). A typical example is
There are also some transformations of degree 4 and 6. Transformations of other degrees only
exist if a, b, and c are certain rational numbers (Vidunas 2005). For example,
See Slater (1966, Appendix III) for a list of summation formulas at special points, most of which
also appear in Bailey (1935). Gessel & Stanton (1982) gives further evaluations at more points.
Koepf (1995) shows how most of these identities can be verified by computer algorithms.
Special values at z = 1
Gauss's summation theorem, named for Carl Friedrich Gauss, is the identity
which follows from Euler's integral formula by putting z = 1. It includes the Vandermonde identity
as a special case.
There are many cases where hypergeometric functions can be evaluated at z = −1 by using a
quadratic transformation to change z = −1 to z = 1 and then using Gauss's theorem to evaluate
the result. A typical example is Kummer's theorem, named for Ernst Kummer:
and Gauss's theorem by putting z = −1 in the first identity. For generalization of Kummer's
summation, see Lavoie, Grondin & Rathie (1996).
Values at z = 1/2
Bailey's theorem is
For generalizations of Gauss's second summation theorem and Bailey's summation theorem, see
Lavoie, Grondin & Rathie (1996).
Other points
There are many other formulas giving the hypergeometric function as an algebraic number at
special rational values of the parameters, some of which are listed in Gessel & Stanton (1982)
and Koepf (1995). Some typical examples are given by
which can be restated as
See also
Appell series
Hypergeometric distribution
References
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External links