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Polygamma Function

The polygamma function is defined as the (m+1)th derivative of the logarithm of the gamma function. It generalizes the digamma function, which is the polygamma function of order 0. The polygamma functions are holomorphic on the complex plane except for nonpositive integers, where they have poles. They satisfy various properties like integral representations, recurrence relations, reflection relations, and asymptotic expansions. Inequalities show that higher order polygamma functions are strictly positive, decreasing and convex for odd orders, and strictly negative, increasing and concave for even orders.

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0% found this document useful (0 votes)
239 views7 pages

Polygamma Function

The polygamma function is defined as the (m+1)th derivative of the logarithm of the gamma function. It generalizes the digamma function, which is the polygamma function of order 0. The polygamma functions are holomorphic on the complex plane except for nonpositive integers, where they have poles. They satisfy various properties like integral representations, recurrence relations, reflection relations, and asymptotic expansions. Inequalities show that higher order polygamma functions are strictly positive, decreasing and convex for odd orders, and strictly negative, increasing and concave for even orders.

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Polygamma function

In mathematics, the polygamma function of order m


is a meromorphic function on the complex numbers
defined as the (m + 1)th derivative of the logarithm
of the gamma function:

Thus

Graphs of the polygamma functions ψ, ψ(1), ψ(2)


and ψ(3) of real arguments
holds where ψ(z) is the digamma function and Γ(z) is
the gamma function. They are holomorphic on
. At all the nonpositive integers these polygamma functions have a
pole of order m + 1 . The function ψ(1)(z) is sometimes called the
trigamma function.

Plot of polygamma function in the


complex plane from -2-2i to 2+2i with
colors created with Mathematica
13.1's function ComplexPlot3D

The logarithm of the gamma function and the first few


polygamma functions in the complex plane

ln Γ(z) ψ(0)(z) ψ(1)(z)


ψ(2)(z) ψ(3)(z) ψ(4)(z)

Integral representation
When m > 0 and Re z > 0 , the polygamma function equals

where is the Hurwitz zeta function.

(−1)m+1 tm
This expresses the polygamma function as the Laplace transform of
1 − e−t . It follows from Bernstein's
theorem on monotone functions that, for m > 0 and x real and non-negative, (−1)m+1 ψ(m)(x) is a
completely monotone function.

Setting m = 0 in the above formula does not give an integral representation of the digamma function. The
digamma function has an integral representation, due to Gauss, which is similar to the m = 0 case above
e−t
but which has an extra term t .

Recurrence relation
It satisfies the recurrence relation

which – considered for positive integer argument – leads to a presentation of the sum of reciprocals of the
powers of the natural numbers:

and
for all , where is the Euler–Mascheroni constant. Like the log-gamma function, the polygamma
functions can be generalized from the domain uniquely to positive real numbers only due to their
recurrence relation and one given function-value, say ψ(m)(1), except in the case m = 0 where the
additional condition of strict monotonicity on is still needed. This is a trivial consequence of the Bohr–
Mollerup theorem for the gamma function where strictly logarithmic convexity on is demanded
(0)
additionally. The case m = 0 must be treated differently because ψ is not normalizable at infinity (the
sum of the reciprocals doesn't converge).

Reflection relation

where Pm is alternately an odd or even polynomial of degree | m − 1 | with integer coefficients and
leading coefficient (−1)m⌈2 m − 1⌉. They obey the recursion equation

Multiplication theorem
The multiplication theorem gives

and

for the digamma function.

Series representation
The polygamma function has the series representation

which holds for integer values of m > 0 and any complex z not equal to a negative integer. This
representation can be written more compactly in terms of the Hurwitz zeta function as

This relation can for example be used to compute the special values[1]
Alternately, the Hurwitz zeta can be understood to generalize the polygamma to arbitrary, non-integer order.

One more series may be permitted for the polygamma functions. As given by Schlömilch,

This is a result of the Weierstrass factorization theorem. Thus, the gamma function may now be defined as:

Now, the natural logarithm of the gamma function is easily representable:

Finally, we arrive at a summation representation for the polygamma function:

Where δn0 is the Kronecker delta.

Also the Lerch transcendent

can be denoted in terms of polygamma function

Taylor series
The Taylor series at z = -1 is
and

which converges for | z| < 1 . Here, ζ is the Riemann zeta function. This series is easily derived from the
corresponding Taylor series for the Hurwitz zeta function. This series may be used to derive a number of
rational zeta series.

Asymptotic expansion
These non-converging series can be used to get quickly an approximation value with a certain numeric at-
least-precision for large arguments:

and

1
where we have chosen B1 = 2 , i.e. the Bernoulli numbers of the second kind.

Inequalities
The hyperbolic cotangent satisfies the inequality

and this implies that the function

is non-negative for all m ≥ 1 and t ≥ 0 . It follows that the Laplace transform of this function is completely
monotone. By the integral representation above, we conclude that

is completely monotone. The convexity inequality et ≥ 1 + t implies that


is non-negative for all m ≥ 1 and t ≥ 0 , so a similar Laplace transformation argument yields the complete
monotonicity of

Therefore, for all m ≥ 1 and x > 0 ,

Since both bounds are strictly positive for , we have:

is strictly convex.
For , the digamma function, , is strictly monotonic increasing and
strictly concave.
For odd, the polygamma functions, , are strictly positive, strictly
monotonic decreasing and strictly convex.
For even the polygamma functions, , are strictly negative, strictly
monotonic increasing and strictly concave.

This can be seen in the first plot above.

Trigamma bounds and asymptote

For the case of the trigamma function ( ) the final inequality formula above for , can be
rewritten as:

so that for : .

See also
Factorial
Gamma function
Digamma function
Trigamma function
Generalized polygamma function

References
1. Kölbig, K. S. (1996). "The polygamma function psi^k(x) for x=1/4 and x=3/4" (https://doi.org/1
0.1016%2FS0377-0427%2896%2900055-6). J. Comput. Appl. Math. 75 (1): 43–46.
doi:10.1016/S0377-0427(96)00055-6 (https://doi.org/10.1016%2FS0377-0427%2896%2900
055-6).

Abramowitz, Milton; Stegun, Irene A. (1964). "Section 6.4" (https://personal.math.ubc.ca/~cb


m/aands/page_260.htm). Handbook of Mathematical Functions. New York: Dover
Publications. ISBN 978-0-486-61272-0.

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