Annals of Mathematics

The Gamma Function in the Integral Calculus Author(s): T. H. Gronwall Reviewed work(s): Source: The Annals of Mathematics, Second Series, Vol. 20, No. 2 (Dec., 1918), pp. 35-124 Published by: Annals of Mathematics Stable URL: http://www.jstor.org/stable/1967180 . Accessed: 01/02/2012 20:52
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THE GAMMA FUNCTION IN THE INTEGRAL CALCULUS.

By T. H. GRONWALL. TABLE OF CONTENTS. Introduction................................................................. PAGEE. 35 36 37 39 46 50 58 60 64 70

? 2. ? 3. ? 4. ? 5. ? 6. ? 7. ? 8. ? 9.

? 1. Uniformcontinuity .

CHAPTERI: Definite integrals. ........................................................... Upper and lower integrals of a function ...................................... The definiteintegral. ......................................................... Double and repeated integrals......... ....................................... Infiniteintegrals . ........................................................... Integrals of complex functionsof a real variable ............................... Fourier series . ................................................................ Bernoulli functionsand numbers ......... ..................................... Euler's summation formula........... ........................................

CHAPTER

II: Definiteintegralsfor the Gamma functionderived fromits definition an infinite as product. 75 78 83 89 92 95 99 101

? 10. Expressionof the Gamma functionby Euler's integral of the second kind. Integrals
forP(s) and Q(s) ....................................................... ? 11. The hypergeometric seriesF(a, ,3, y; s) and its Value fors = 1. Euler's integralof the kind .............................................................. first ? 12. Applicationof Euler's summationformulato log r(s + a) and 4b(s+ a) ........... of ? 13. Integralsforlog r(s) and V&(s) Cauchy and Gauss .............................. ? 14. Integralsof Raabe and Binet ............ .................................... . ? 15. The generalized Schaar integral .......... ..................................... ? 16. Sonin's formof the remainderterm in Stirling's formula...... .................. series ? 17. Kummer's and Lerch's trigonometric .....................................
CHAPTER

III: The Gammafunction defined a definite as integral. 110 112

? 18. The Euler integralsof the first and second kind and their elementaryproperties.... 105
? 19. ? 20. ? 21. ? 22. ? 23. Integralsfor sb(s). The infinite product for r(s) ................................ Integralsforlog r(s). Raabe's integral ........................................ Binet's integraland the asymptoticexpansion of log r(s + a) and 46(s+ a) .115 The integralsof Schaar and Landsberg.117 Kummer's trigonometric series.121

Introduction. The obj ect of this paper is to give an exposition, as elementary as possible, of some of those aspects of the theory of the Gamma functionwhich are not dealt with in Jensen's "An elementary exposition of the theory of the Gamma function."' Chapter I presents briefly
1 Authorizedtranslation,with additional notes, by T. H. Gronwall. These Annals, ser. 2, vol. 17 (1916), pp. 124-166. Referencesto paragraphs and footnotesin this paper will be given thus: J ? 2 and J2.

35

36

T. H. GRONWALL.

and theoremson definiteintegralswhich are indispensable those definitions in the following. In chapter II, the classical applications of the integral calculus to the Gamma function are set forth in a form which adheres quite closely to the point of view of Jensen's paper, while in chapter III the same body of theorems is derived from the definitionof F(s) as a definiteintegral.* While the paper contains little that is new in subject matter, a considerable number of proofshave been remodeled, or replaced by new ones. CHAPTER I.

DefiniteIntegrals. 1. Uniform continuity. Let us consider a function f(x1, x2, **, xn) defined for all values of xi, x2, *.., Xn belonging to a pointset P which is bounded (i. e., there exists an A such that I xi I < A, I X21 < A, ** *, I I Kn < A for all points of P). The functionis continuouson the pointset P when, for any point xi, x2, ***, x, of P and any E (arbitrarily small), there exists a 8 = 8(E, x1, x2, *.*, Xn) such that for every point xi', X2',
-**,

xn/ of P where
X1I XI I <

(1)

1 X2' -X2

I <8,

* X**

x/n

Xn I <8

we have (2)

f (xI',

X2',

Xn)

-f

(xI, X2,

Xn)

<

E.

The function is uniformlycontinuous on the pointsetP when, for any C, of a 6 - (E) may be chosen independently xi, x2, ..., Xn such that the holds forany two pointsxi, x2, *..*, Xnand xl', x2', *..., Xn inequality(2) of P satisfying(1). The followingtheorem is of fundamental importance for the definitionof an integral: *, Xn) is continuouson a CLOSED2 pointTHEOREM I. When f(xi, x2, continuouson P. set P, thisfunctionis also uniformly Suppose the theoremto be false; then there exist an E > 0, an infinite , *, x., and xi', X2v', sequence of pairs of points on P: x1, x2I, * (v = 1, 2, 3, v) such that
(3) Xilf XI, <6v
ln-Xn, Xn,, I< 5, 5V - 0asv

co, E. 1

and for which

(4)

f(xIl, X2',

x') **,

f(x1v,x2v,

**,

v)

Let a limiting point of the sequence xi,, x2,, *, xnvbe x10,x20, * *, xnO; this point belongs to P, since P is closed, and f(xi, x2, *, Xn) being
* See the note at the end ofthis paper.
2 1.

e., a pointsetcontainingall its limitingpoints.

THE THEORY

OF THE

GAMMA FUNCTION.

37

continuous on P, there exists a So such that for i - xI1 I < So I x2 -x20 I < 30, ** I Xn -xnoI < S0 we have If(x1, x2, * X*,xn)-f(xio, x20, . **, xno) I < E/2. We may now choose v so large that 3, < So/2and xI - x1i0 I < So/2,..., I Xnv - xnI < So/2; hence, by (3), I/ - x1ioI c | x~v- x10I + I xiv - xivI < So/2 *,< o,) xno I < so. We + IXn' have thereforeIf(xi,, x2,, *. *n)x - f(xo, x20, * * , xnOI < E/2, f(xl,', , xnO) I < E/2.whence by addition If (xi,', 2v'y..., yXn') - f(X1, x20; (4), and this X2, ***, xnv') - f(xly, x2v,** , xv) I < E, which contradicts contradictionproves our theorem. 2. Upperand lower integralsof a function. We definethe interval (a, b), where a < b, as the set of all points x such that a c x _ b. This pointset is evidently closed; a and b are called the end points, and the points x of such that a < x < b the interiorpoints of the interval. The length the interval is b - a. A set of values of a real variable t is said to be bounded below,when there exists a finiteA such that t > A forevery t in the set, and bounded above, when t < B for every t. It is a well-known theorem that every set of i's which is bounded below has a lower bound m such that t _ m for every t but that for any positive E there exists at least one t in the set such that < m + E; similarly every set which is bounded above has an upper bound M such that t _ M for every t but t > M - E for at least one t in the set. It is evident that the lower and upper bounds of are -M and - m respectively. In particular, let t be the set of values assumed by a functionf(x) when x varies in the interval (a, b); when this set of {'s is bounded both above and below, f(x) is said to be bounded in the interval (a, b), and m and M are called the lower and upper bounds off(x) in this interval. Now consider a functionf(x), bounded in the interval (a, b), and let us divide this interval into a number of subintervals (x,-i, x,) (of length Xby means of the points of division x0, xI, ***, xn, where xvI) a= XO < XI < X2 < *.. < Xn1 < Xn = b. Denote by M, the upper, and by m, the lower bound off(x) in the interval (xv,-, xv), and write
S s =

M1(x1
m1(x1

Xo) + M2(X2
Xo) + m2(x2

XI) +
X1) +

+ Mn(Xn
* +
mn(n-Xn-

Xn-1)

,MJv (vXv-l),
2mV(x, P-X,).

Evidently M - M (5)

m, M(b -a)

m, and hence A S A s - m(b -a).

If we consider all possible values of S and s correspondingto all possible modes of subdivision of (a, b), S and s are bounded above and below by (5); hence there exist an upper bound j of s and a lower bound J of S. We shall now prove

38

T. H. GRONWALL.

Let us change the sum s into s' by introducinga new division point x' between x,_1and xv. Denoting by m,' and m," the lower bounds of f(x) in (x,-1, x') and (x', xv), we obviously have
-s

THEOREM II. Whenthenumber subintervals increased of is indefinitely in sucha manner thatthelength each tendstoward of zero,thesumsS and s tendtoward limits and j respectively. the J

= m' (x'
=

X'_.)

+ mV"(x,

x')

mV(x -X1)

(m'

m") (x'- x

) + (m,"

m) (x -X)

O -_< and since O - m '-ml _M-m m" -m, we find M-m, 0 s' -s c (M-m)(x,-x if xv-x xi < S. More xi) < (M-I') generally, if s' is obtained from s by the introduction of k new division points, we find by introducing them one at a time and successive application of the above inequality that, (6) 0 c s'-s < k(M-m)8,
if every subinterval corresponding to s is less than S. Since - J and - S stand in the same relation to -f (x) as j and s to f(x), it is sufficient to show that for any e > 0 there exists a a such that j - s > j - e for any s in which the length of each subinterval is less than S. Since j is the upper bound of all s, it is clear that j - s and that there exists an so such that so > j - E/2. Let the number of subdivisions correspondingto so be k, and consider any s in which the length of each subdivision is less than

2k(M -m)

Finally let s' correspond to the subdivision having as division points all those occurringin s and in so; then, by (6), m)8 = s' - E/2, and applying (6) to so and s', we find s' : so, so that s > s'
-

k(M

s > so - e/2 > (j

E/2) - E/2=

j-E,

which proves our theorem. The numbers J and j are called the upper and lower integrals of f(x) between the limits a and b, and are denoted by J
rb

fb(x)

fi(x)dx.

bh

Since S : s, it follows from theorem II that J (7) I

rb fb

j or

f(x)dx

f(x)dx.

THE THEORY

OF THE

GAMMA FUNCTION.

39

Let a < c < b and considerthe sums S and s forwhichc is a division point,it follows immediately from theorem that II
(b

(8)

fxd

f(x)dx = ff(x)dx + ff(x)dx,

f(x) dx =
c b

fbx

f(x)dx +

f(x)dx,

and from(5) and (7) it is seen that

(9).

m(b - a) -

f(x)dx c

f
rb

f(x)dx

M (b - a).

Furthermore, when k is a constant,the sums S and s forkf(x) equal k timesthosefor f(x), whence
fkf(x)dx (10)
rb

= k ff(x)dx,
b

fkf(x)dx
b

= kJ f(x)dx for k 0_
b

rb

J'kf(x)dx = k ff(x)dx,

fkf(x)dx = k

f(x)dx for k c 0.

Finally,letfi(x), f2(x) *. ** fn(x) all be boundedin (a, b), and let M, and mY,Ml, and ml,, *., Mn, and Mn be the upper and lower bounds of (fi(x) + f2(x) + *..+ fn(x) in (x,-1, x,). Evidently f.(x)), fi(x), X + M2v+ * + Mnvand m. ml, + m2v + M14 + *Mnv whence and
2;MV(Xy - xV-1) _
;mv(X,-

Mi~(xv
2 ml,(xv
-

x1-,)
X-1)

+
+

*.

+
+

2;Mnv(x,
2Mn,(X,

-Xv-).

x,-,)

X,1)

Passing to the limit,we obtain

rb

f(fi(x)

+ f2(X)

+ *

+ fn(x))dx
b
rb-

(11
+ s(fi(x)
f2(x)

.< fbf(x)dx+
+ -

f2(x)dx+
ff(xdxb

dx, fn(x)

Jq fi(x)dx

fb

+ fn(x))dx

*** +dx.

3. The definiteintegral. When the function f(x) is bounded in the interval (a, b) and the upper and lower integralsof f(x) between the limitsa and b are equal, the function said to be integrable (a, b), and is in the commonvalue of the upper and lowerintegrals called the integral is

40

T. H. GRONWALL.

off(x) betweenthe limitsa and b and is denotedby

f (x)dx.
rb

The necessary and sufficient condition integrability obviouslythat for is the difference (whichis O 0 by (5))
S
-

s = 2(M

m3)(x,

xvl)

shall tend toward zero for any one particularmode of subdivisionof (a, b) whenthe numberof subdivisions increasedindefinitely such a in is mannerthat the lengthof each approacheszero. We shall now prove III. A bounded functionf(x) is integrable in the interval THEOREM
(a, b) when it is possible to find a finite number of subintervals,the total lengthof which is as small as we please, and such that everypoint of discontinuity f(x) is interiorto one of thesesubintervals. of

when We may note that the hypothesisof this theoremis fulfilled in numberof pointsof discontinuity (a, b). f(x) has a finite it To prove our theorem, suffices, the remarkabove, to exhibita by sums S and s differ less than subdivision such that the corresponding by E. By hypothesis, can finda finite numberof intervals we any assigned such that every point of disA', of total lengthless than 2(ME-)' to of continuity f(x) is interior one of them. Denote by A" the finite from(a, b) the interior obtainedby removing numberof intervals points of all intervalsA', and considera subdivisionof (a, b) in whichthe end pointsof all intervalsA' are among the divisionpoints. Then we may write - x_) S - s = m'('A-m)(x, mX)(xX -X + m(MAIl),
where !' and I" referto the intervals belonging to A' and A" respectively. M - m, m we For the former, have, since M,m'M)(X-

x"_1)
_ (M
-

m)2'(x.

x_1) <

(M-7r)

m)

Regarding A", we observe that A" is a closed pointset on which f(x) is

I and by theorem we may assign a continuous,

If(x')
-

so small that

f(x") I < 2(b-a)

-

to forany x', x" both belonging A" and such that Ix'

x" I < &. Now

THE THEORY

OF THE GAMMA FUNCTION.

41

f(x) takes its maximumand minimum values M, and m, respectively. Then M; M"< 2(b-a)

make every subdivision in A" so small that xv - x,1 < 3, and let x', x" function be values of x in the interval(xvi, x,) forwhichthe continuous

forevervsubinterval to belonging A", and the total lengthof thesesubintervals exceeding - a, we have not b
E/

.)*(b S -s

-a)
es

Consequently
0

<2+2=

whichprovesour proposition. THEOREM IV. in When f(x) is bounded and integrable (a, b), thesame is trueof If(x) I It is evidentthat If(x) I is bounded whenf(x) is bounded. Let Mv and mv,M.' and m^' be the upper and lower bounds of f(x) and If(x) in (xl, X.). When M, -mv A, we have M,' = M , mv'=m,; when mM'= - ,M, and when M ? 0 0 M, -m^, then M^' = -m M, M, of Mv' equals the greater M, and - m,, whilem^' = 0, so that in all three cases 0 _ Mv' - m,' tends M, - Mn. Since N(M,- m^)(x, - x,-)
toward zero, the same is true of 2(M^'

of upperand lowerintegrals If(x) I are equal. From (9) it follows that whenf(x) is integrable (a, b) in
(12) m(b
-

-m,-)(x,

), so that the

a) c

fb

f (x)dx

M(b

a).

More generally,when three bounded and integrablefunctions f(x), m(x) and M(x) satisfythe inequalities m(x) f(x) _ M(x) in (a, b), we have (13)
(b
fb

Jm(x)dx

f(x)dx c

fb

M(x)dx.

In fact,since m(x) - f(x) c M(x) in (x^_-,xv), the lowerbound of m(x) in thisintervaldoes not exceed that off(x), and the upper bound off(x) does not exceed that of M(x); hence the sum s relativeto m(x) does not exceedthatrelativetof(x), and theS relativetof(x) does not exceedthat relativeto M(x). Passing to the limit,we obtain (13). In particular, theorem IV allows us to take m(x) = - f(x) I

42
M(x)
=

T. H. GRONWALL.

if(x)

(,

and (13) gives

(14)

Ijbff(x)dx _

(f(x) I dx.

f(x) When a < c < b, (8) becomesforan integrable

rb

,ff(x)dx

f
c rX2
X

f(x)dx +

rb

f(x)dx,

gives and the repeatedapplicationof thisformula (15) (15)

fora
rb XI

aX

x~d

f+(x)d
<

f(x)dx

+ ***+
<X2

n-l

dx f(x)dx + Jof(x)

<xl

< *..

X1<b.

It is sometimesconvenientto considerthe case where the upper is limitin an integral smallerthan the lowerone; in thiscase we introduce the definition
ra b

(16)

f(x)

= -

f(x)dx,

a < b.

that (15) is valid whena, x1, x2, * * xn1, b arein any From (16) it follows in providedf(x) is integrable an intervalcontaining orderof magnitude, them all. When b < a, the inequalities (12), (13), (14) must however be reversed. , fn(x) are The inequalities (10) and (11) give when f(x), fi(x), integrable (17)
rb

rb

dx kf(x) = k a(x)dx,
+ fn(x))dx
=
b b b

obb

(18)

(fb(x) a

+ f2(x) +

fJ

A (x)dx + J7f2(x)dx

+ Jfn dx (x)

Let M and m, M' and m', M" and m" be the upperand lowerbounds let of f(x), fi(x) and f2(x)in (a, b); furthermore, M, and m,,M.' and mr', boundsin (x,1, xv). Evidently I f(x) I and mr" be the corresponding MV"' does not exceed the greatestof the quantitiesM'M", m'm", -Mimi/ - m'M", so thatf(x) is bounded in (a, b). To prove the integrability, f(x)) are never suppose thatf1(x) and f2(x) (and consequently let us first

in THEOREM V. When fi(x) and f2(x) are boundedand integrable f(x) = f1(x)f2(x). product (a, b), thesame is true oftheir

THE

THEORY

OF THE

GAMMA FUNCTION.

43
and m'mvt",
-

negative in (a, b).

AMi MnV I'I" Mv-mv _Mv'Mv'

Then obviously M, c Mf'Mj'", m, - mv'mv"f n + mv'(Mv''-mv') _Mf'(Mv'

f'(Mv'-mv)

v') mv");

hence
f 2:(MV -mv) (xv -XV_1) C M2 (MV' -mv')
(XvXv-l)

+ Mf (Mv''

+ M3'(mv1"

-xv-). mvr")(xv

both sums to the rightmay be made as fi(x) and f2(x) beingintegrable, small as we please by taking the subdivisionssufficiently small, and i. the consequently same is trueof thesum to theleft, e.,f(x) is integrable. Second, iffi(x) or f2(x) assumes negativevalues in (a, b), the productof the non-negative functions and fi(x) - m' and f2(x) - mi" is integrable, by (17) and (18), the same is the case for
fl(x)f2(x) =

(fi(x)

m')(f2(X)

Mi")

mffi(x)

m'f2(X)

-MM".

VI. and b we write

THEOREM

in a Whenf(x) is integrable (a, b), and for any x between

=

F(x)

J'f(t)dt,

rx

x $ a;

F(a) = 0,

thenF(x) is continuousin (a, b), and at any point where f(x) is continuous, we have dF(x) = (x)

dx

=~)

By (15) we have, whenboth x and x + h are in (a, b),

F(x + h)
-

F(x)

rx+h (t)fdth

rx

f(t)dt

.x+ h

(t)dt,

and if M and m are the upper and lower bounds off(t) in (x, x + h), (12) gives
mih F(x + h) -F(x) Mh

by (if h is negative,the inequalities must be reversed (16)), whichproves the continuity F(x). When f(x) is continuousat x, m and M tend of towardthe same limit (x) as h -O 0, and consequently f
THEREV.
THEOREM
- F(x) f(x) = limF(x + h) = dF(x) h dx =o hef) s

VII.

the Whenf(x) satisfies conditions theorem III, and of

44

T. H. GRONWALL.

thereexists a functionF1(x) continuous in (a, b) and the derivative which of equals f(x) at everypoint where f(x) is continuous,then

Fi(x)

Fi(a)

f(t)dt

for any x in (a, b). Let F(x) be the function defined in theorem VI; then Fj(x) and F(x) have the same derivative f(x) in any subinterval of (a, b) in which f(x) is continuous, and by the theorem of the mean in the differential calculus, Fj(x) = F(x) + const. in the subinterval considered. Now let (x1, x2) and (X3, X4) be two subintervals of continuity forf(x), separated by the subinterval (X2, X3) in the interior of which f(x) becomes discontinuous. Then we have Fi(x) = F(x) + C in (x1, x2) and Fi(x) = F(x) + C' in (X3,X4), and consequently

C'

C = (F1(x3)

Fi(x2))

(F(x3)

F(x2)).

By the conditions of theorem III, X3 - X2 may be made as small as we please; since Fj(x) is continuous in (a, b) by hypothesis and F(x) by theorem VI, the expression to the right may be made as small as we please by taking X3 - X2 sufficientlysmall, and C' - C, being independent of x2 and X3,thereforeequals zero. Consequently Fi(x) = F(x) + C throughout the interval (a, b), and since F(a) = 0, we have C = Fi(a) and the theorem is proved. THEOREM VIII. When f(x), fi(x) and f2(x) are bounded and integrable in (a, b), then (19) (20)
rb

Ib

ff(x)dx= lim If(Q,)(x, -x"A)

fi(x)f2(x)dx = lim lf1((,')f2((V") (x, -x,-), a woo~~~~~8_>

where(V,(v' and (v" are any points in (xvl, xv), and xv - xv, < 8 for all P. When (, is a point of discontinuity f(x), we may take as thevalue off( of %) m any numberbetween and M. In (19), the sum to the right lies between s and S, and consequently tends toward the same limit
1f1( h v')f2(v"') f

f
b

f(x)dx as these.

In (20), we have
as -(02)) 8

(xv

-Xv-)

(Xvr-Xv-1) ) flt)sm to (tvh 2

+ rfl(x)

-f2(d )

XVt (Xvy-

the first sum to the righttends toward

O- by theorem as f(f2(x)dx 5

THE

THEORY

OF THE

GAMMA FUNCTION.

45

V and (19), while the absolute value of the second sum does not exceed 2 fi(')

I *i f2(v")
c 2I

I (xv -Xv) - M.,") (xv - X.,-,) < ( t M' t) I WV"

-f2(v')

Z -+

m IM

x ) (M"

-mvi')(xv - xv-) and f2(x) being integrable, the last sum approaches zero as a -> 0. by Integration parts. Let u(x) and v(x) be continuous THEOREM IX. functionsof x such thatboundedfunctionsu'(x) and v'(x) exist in (a, b) and are continuous and equal to the derivativesof u(x) and v(x) exceptpossibly on a pointset which may be enclosed in the interior of a finite number of small total length; then subintervals arbitrarily of

(21)

u(x)v'(x)dx = u(b)v(b)

u(a)v(a)

~~~~~~~~~~~~~~a

v(x)u'(x)dx.

Except on the pointset specified,we have

and the integral

f
rb

uv' + vu'

d(uv)

(uv' + vu')dx, which exists by theoremV and (18),

equals u(b)v(b) - u(a)v(a) by theorem VII, whence (21) follows by applying (18). X. Integrationby substitution. Let f(x) be bounded and THEOREM in integrable (a, b), and sp(t) a functionsuch that sp(a) = a, p(f) = b, and fromzero in (a, f); then ~p'(t)is continuousand different (22)
rb

j'f(x)dx

ff(ep(t)) p'(t)dt.

r?

Supposing that sp'(t) > 0 in (a, f), there exists a k > 0 such that sp'(t) - k in (a, fi). Subdivide (a, fi) at the points a = to,ti, *.., t.-1, t, = f, and write xv = sp(t,). Let M. and m. be the upper and lower bounds of f(p(t)) in (t,1, tQ)or, which is the same, the upper and lower bounds of f(x) in (x,,, xv). Then, by the mean value theorem,

Xv-

x"-

= sp'(tv') (tv -tv-1)

>

k (tv -tv-1)

>

O.

where t' is some value in (t.b, Q), so that O < 2 (MV -MV) (tv -tv-1) < k; (MV -MV) (X,,- X,,), and f(x) being integrable in (a, b), the sum to the right approaches zero when all xv - xvi tend toward zero, which is evidently the case when all

46

T. H. GRONWALL.

t,- tVi tend toward zero, and the above inequalityshows that f(so(t)) - k in (a, fi), is integrable in (a, fi). The same is true when So'(t) the Since So'(t) is integrable, the above inequalitybeing then reversed. in (t,-1, tv), product f(Sp(t)) p'(t) is integrable by theorem V, and for t," xv' = 0(t~"), we have (xv,- xi~) Y2f(x,') = YfAs0(t"'T~') (tv - t^_). o(tvl)

Y rectangles x,-, c x _ x,,,-

follows. VIII, our proposition Passingto the limitand usingtheorem integrals. Let f(x, y) be bounded in the recand repeated 4. Double tangle a c x _ b, c _ y _ d, and subdivide this rectangleinto the mn
y yc -,

, where

and

a =xo
C =Yo

< X < ..
<
Yl <

<xm-i
<

< xm =b
Yn

...

Yn-i <

d.

the rectangle x,_ _ x _ x,,, y

Denote by M and m the upperand lowerboundsoff(x, y) in the rectangle boundsin the and a c x _ b, c c y d, and by MMV mM,.V corresponding

and consider the two sums -1-c _ yV, y

-xIA-1) (y V-Y ))

S=
s =

Ei E
'"=1 V=1

in

MIV(xM

E E MAV(x
l= V= 1

A-

xI,-)(yV

YV-1

M Since evidently : M (23) M(b -a) (d -c)

mAv

: m, we have (d-c),

:--S :--s :--m(b -a)

is When thenumberofsubrectangles increasedindefinitely - x,,1 and yv, yv-' of each tendtoward in such a manner thatthe sides x,. zero, the sums S and s tend toward the limits J and j respectively. The
THEOREM XI.

so that forall possiblemodes of subdivisionof the rectanglea c x _ b, c _ y c d, S and s are bounded above and below; hence there existan upperboundj of s and a lowerbound J of S. In exactlythe same way II, as we provedtheorem we find

of J numbers and j are called the upperand lowerintegrals f(x, y) overthe a rectangle c x = b, c = y = d, and are denotedby
=

fbJ ff(x, y)dxdy,

r rb

j =

b rd

f(x, y)dxdy.

and Whenf(x,y) is boundedin therectangle, the upperand lowerintegrals is are off(x, y) overthe rectangle equal, the function said to be integrable and the commonvalue of J and j is called the (double) in the rectangle,

THE. THEORY

OF THE GAMMA FUNCTION.

47

integral off(x, y) and denoted by

rb

fb

ff(x y)dxdy.

condition for integrabilityis obviously that The necessary and sufficient the difference(which is O 0 by (23))

-s

E E(M'"V
-

mLV)(x,.-1x41)(yV

YV)

of a _ x b, c _ y _ d, whenit is possibleto find a finitenumber subthe rectangles, totalarea of whichis as small as we please, and such that to subrectangles. of pointofdiscontinuity f(x, y) is interior oneofthese every For any value of x in (a, b), f(x, y) is bounded when c _ y _ d, and
consequently the upper and lower integrals exist. Denote by
rd

shall tend toward zero for some particular mode of subdivision of the rectangle when the number of subrectangles is increased indefinitelyin such a manner that the lengths of all their sides approach zero. The followingtheorem is proved in exactly the same way as theorem III: in A bounded f(x, function y) is integrable therectangle THEOREM XII.

f(x, y)dy and ff(x,

y)dy

F(x) = J'f(x, y)dy

any number such that
rd rdr

f(x, y)dy f
so that, in particular, F(x)
=

f f(x, y)dy
d

J'f(x, y)dy, of x for which Then the

J f(x, y)dy for every value

f(x, y) is integrable in respect to y between the limits c and d. integral (which we suppose for the moment to exist)

F(x)dx is called

the repeatedintegralof f(x, y) in respect to y and x and is denoted by

Jbdxf

rb r

f(x, y)dy.

Similarly, we may define the repeated integral in respect to x and y, Jddyf f(x, y)dx where G(y) =
wb
rd rbr

fG(y)dy,

(x, y)dx. We then have

48
<

T. H. GRONWALL.

THEOREM XIII. When (x, y) is bounded integrable the f and in rectangle x a c y c d, thenboth repeated integrals f(x, y) existand are of b, equal to thedouble integral:
ob

dx ff(x, y)dy =

rrd

dy ff(x, y)dx =
1

rb

f
rb

ff(x,
Y

rd

y)dxdy.
y, Y

Since mAV f(x, y) c M_. for xAc from(9) that

mAV(yv

x c x,,, YI-1 c

it follows

-Yv-1)

fYJf(x, y)dy _
Yv_1 YV_-1

f(x, y)dy _
*.*,
d

MIAV(YP -YV-);

adding these inequalities for v = 1, 2,

n v=l
ILV(Yv

n and applying (8), we find y)dy

V=1

YV-1) _ Jf(x,

y)dy c jf(x,
rd

Z Mv(yv

-YV

for any x in (x,-,, x,.), and consequently the lower bound mA and the

upper bound M,. of F(x) =

inequalities
n
v=l

f(x, y)dy for x.1 _ x _ xM, satisfythe

MM c ZM
V=1

EmAV(yV

-YV-1)

M mA -

(ylv-

V-1

Multiplication x,, - ,x,_ and summation respectto A now gives in by

EmAV(xA MA1 V=1l=

xI-1)(yV-

yV-) _

Z mA,(x,,-x/1
,u=1

MIA.(x,

,-x1)
-xI)(y

ZEE

mn n

MV(xA

V-A

ff f(x, y)dxdy; consequentlythe two innermembers must also approach this same limit,that is, fF(x)dx existsand equals
the same limit
rb

But as m and n tend toward infinity while all xM xA1 and yv- Mtend toward zero, the two outside membersof this inequalityapproach

the double integral. The same proofobviouslyapplies also to the other repeatedintegral.
THEOREM XIV.

When f(x, y) and

bY Ja

f-(

are boundedfor x in (a, b)

and y in (c, d) and

t) daf(X,

-dxdt

THE

THEORY

OF THE

GAMMA FUNCTION.

49

exists any y in (c, d), for

at

exists any x in (a, b) and any y in (c, d), andfinally for then d J'f(x, y)dx =

f(x, c)dx exists,

af(x y)dx

forevery valueofy forwhichthelast integral a continuous of is function y. It may be noted that all the conditionsof the theoremare satisfied whenf(x, y) and af(x, y)lay are continuous x in (a, b) and y in (c, d). for For the proofwe observethat by theorem XIII (24)

(Y
Ja .)c

af t) dxdt= f(x, at dt

t) dt doaf(x, at dx

y
-

dt

Ub t) dx af(X,
at

and by theorem VII

('8 Ofx, t) dt = f(x, y) - f(x, c);

hence, by theoremXIII, existence J'f(x, of

rb
rb

f
rb

(f(x, y)

f(x, c))dx exists,and fromthe

c)dx and (18) we concludethat

Jf(x,
rb

J f(x, y)dx =
fbf(x2

c)dx +

pb

(f(x, y)

f(x, c))dx.

Consequently(24) gives y)dx - fbf(x2 c)dx = dt

af

dx,

and differentiatingrespectto y, theorem gives in VI

ajb f(x(

y)dx = J af(dyy)

for any value of y for which the integralto the rightis a continuous of function y. The followingpropositionis proved in exactly the same way as theorem IV: THEOREM XV. When and integrable therectangle f(x, y) is bounded in a x - b, c c yd, thesame is trueof If(x, y) I . Formulas (13) and (14) are also immediatelyextended to double

50

T.

H.

GRONWALL.

integrals:
(25)

J
rb

rdb

rd

m(x,

p)dxdy

ff(x,

y)dxdy c

rb

dc

J'M(x,

y)dxdy

when the three bounded and integrable functions f(x, y), m(x, y) and M(x, y) satisfythe inequalitiesm(x, y) c f(x, y) c M(x, y) in the rec-

and form(x,y) tangleofintegration; (26)

b

=
f

-I

f(x, y) I , M(x, y)

If(x, y) j,

fdX

y)dxdy c

f If(x, y) Idxdy.

to Also (17) and (18) extendimmediately double integrals: (27)

rb rd

ffkf(x,
rb rd

y)dxdy =

f
ob

Sd

f(x, y) dxdy,

FbJd(fi(x y) +f2(x, y) + sb d

~~
=

(28)

fi(x,y)dxdy

+fn(x, y))dxdy
J'f2(x, y)dxdy +
+
fbXfn(fx

y)dxdy.

In (25)-(28), any double integralmay evidentlybe replaced by either to VII extendsimmediately of the repeatedintegrals. Finally,theorem double and repeatedintegrals. paragraphs,we have assumed a integrals.In the preceding 5. Infinite is and and b finite f(x) boundedin (a, b). When one of these conditions process,whatis called an infinite by we not fulfilled, may define, a limiting series"). integral(the termis chosenin analogy to "infinite in Firstassumef(x) to be boundedand integrable (a, b) forany b > a. as betweenthe limitsa and oo is thendefined The integral
ff(x)dx

= lim
r0
-o

fb(x)dx,

we thislimitexists. Similarly may define whenever

ff(x)dx
_oo
rb

= limZJ f(x)dx,
a-4-oo a

rb

f(x)dx = lim'

rb

a---oo

fb(x)dx.
a

for an arbitrarily small positive e, but tends toward + oo or - oo (or oscillates between these bounds) as x -) b. The integralbetween the

in Next let us assume thatf(x) is bounded and integrable (a, b-

as limitsa and b is thendefined

pb

Jaf(x)dx

= lim

fb-f

a f~~~~C-O

f(x)dx

THE

THEORY

OF

THE

GAMMA

FUNCTION.

51

this limitexists. Further,whenf(x) ceases to be bounded as whenever x -> a, we define

fi(x)dx

= lim
>Ob

a+C

f(x)dx,

of and whenc is a pointbetweena and b in the neighborhood whichf(x) is not bounded

rb

ff(x)dx =

a-f ~~~eo
lim

roof

f(x)dx + lim ff(x)dx.

rb

es*o ce

we repeated integrals; forinstance,when Similarly may defineinfinite f(x, y) is bounded and integrablefor a + e c x c b, c + et c y c I wheree and e' are as small, b and d as large as we please, we have the definitions

dx fa x, y)dy

ceo
a

lm

b->oo

a->O e
ef

x [ijjAx,
d oo

ep ce so
b b->oo

y)dy]

fdyJ

f(x, y)dx = lim

e ego
d-> (*

dy[limib
e -O

a+e

f(x, y)dxl

In the following,we shall consider only integrals of the type f(x)dx wheref(x) may cease to be bounded at x = a, and the correwe case forrepeatedintegrals. The theorems shall provehold, sponding of are in modifications the proofs however, the othercases; the necessary obvious. integral of the A convenient meansofestablishing existence an infinite to anotherwithpositiveintegrand. in it consists comparing a when + E x b, and Letf(x) bebounded integrable THEOREM XVI. e where is as smalland b as largeas we please,and let If(x) l c M(x) in this

interval. If then
f

f 0+ exists,and (x)dx
fb

fb

M(x)dx exists,and is boundedwhen e -0

and b -> oo,

Since M(x) O 0,

fiM(x)dx increases (or remains constant) when

e

ff(x)dx

M(x)dx.

decreasesor b increases,and being bounded,this integralmust therefore

approach a definitelimit as

->

and b -> oo, that is,

M(x)dx exists.

52 Consequently lim
f rai rJ
e-*O Sa+e e'-t0 0o

T. H. GRONWALL.

M(x)dx= 0,

i'm

M(x)dx

0,

and by (14) and (12)

Ja-~e

d
limi
e->o0

e ra~~+
Ja+e

M(x)dx

fJ(x)dx
blb

rb

rb
=

M(x)dx,

so that

J
ae

f(x)dx = 0,

b9 b-

lim ff(x)dx

0,

of for whichare the conditions the existence ,ff(x)dx. a When If(x) I < K(x -a)-a, where < 1,fora < x < xi, , and f(x) I < Kx-O, where > 1,forx > x2, then f(x)dx exists.
COROLLARY.

In fact, when e and e' are so small that a +

+elf
Sza+e

< a + E' < xi, we have

(E0-'~-*,

dx fAx)

a+i-ef
Sa+ee

K (x

a)j-dx=

K
a

and forb' > b> x2, x Jf(x)dx When

f
<

Kxdx

(.

integral, of f(x)dx exists,then,by the definition an infinite f(x)dx also exist,and (15) becomes
=

J'f(x)dx and (29) J'f(x)dx

a for a < xi (30)
00

Jaf(x)dx +
Xx
...

f f(x)dx +*
r2

Il

rftl

xn-2

f(x)dx + J'f(x) dx
xl

rX

X2 <

<

J'f(x)dx
C*

na

Xn-1.

The equation of definition (16) becomes

=
-

noo
*00

f(x)dx,

to and (17) and (18) also extendimmediately the presentcase: (31) (32)
f(fi(x)
a

fkf(x)dx = k ff(x)dx,
+ f2(x) +
=

,f

+ f.(x))dx

f1(x)dx+

oo

*o

f2(x)dx+

fn(x)dx.

VII, we find By a passage to the limitin theorem

THE

THEORY

OF

THE

GAMMA

FUNCTION.

53

THEOREM XVII. Whenf(x) satisfies conditions theorem in the III of (a + e, b) where e is as small and b as large as we please, and thereexists a functionFi(x) continuousin (a + e, b) and the derivative which equals of f(x) at everypoint wheref(x) is continuous,whenfinally

lim F1(a + E)
e-o

and limFi(b) = F1( oo) both exist,then b-~~~~~~~~~~~

00~

F1(oo)

~~~~0

Fi(a)

f(x)dx existsand
f (x)dx.

Fi(a) =

Similarly, it is seen that when the conditions of theorem IX are fulfilled in (a + e, b), where e is as small and b as large as we please, and three of the four expressions exists and ,00 (33) fu(x)v'(x)dx
e*

u(x)v'(x)dx,
=

J'v(x)u'(x)dx,

u (a)v(a)

lim u(a + E)v(s + e) and u(0o)v(oo)

0 b0>0

lim u(b)v(b) exist, then the fourth r

-

u(oo)v(oo)

u(a)v(a)

v(x)u'(x)dx.

Finally, it is readily seen how theorem X, on integration by substitution, may be extended to the present case. A convergent infinite seriesu0 + u1 + * + un+ maybe written as an infinite integralby makingf(x) = unforn c x < n + 1. In the interval (0, b), where n + 1 b < n + 2, f(x) has the only discontinuities = 1, 2, ***, n + 1 and is integrable by theorem III, and (15) gives x tf O (x)dx = E=O?v '
rb n V+bv+1

f(x) dx

-'

In+

d x

= -o

v=20

E U+
-o

(b

n-1)u1n+l

The series being convergent,un+1

I (b
-

-*

0 as n
I <

oo, so that
0.

1)un+1

I Un+1 I

In the following,the concept of uniformapproach to a limit (or uniform is convergence) of fundamental importance. Let f(x, a, w) depend on the parameters a and w; then f(x, 6, c) tends toward the limitf(x) uniformly in (a, b) as a -o 0 and X -* oo when, for any e > 0 as small as we please, there exist a 60 = 60(e) > 0 and an coo= co(e) > 0 independent of x such that for every x in (a, b) If(x, a, c) - f(x) I < e for0 < a < So, co > co. In particular, let f(x, 6, w) be independent of a and make f(X, C)
=
v=O

UVu(x)

54

T.

H.

GRONWALL.

of for n c co< n + 1; we then obtain the familiardefinition uniform of convergence a series. When for a c x _ b, f(x, 6, c) is boundedand XVIII. THEOREM f(x) as 8 -* 0 and toward to in integrable respect x and tendsuniformly
co -*

o,

then

rb

f(x)dx existsand lim

Box0
rb

fb(x

8, w)dx

fbf(x)dx.

rb

= a For any e > 0, thereexist,by hypothesis, 8o = bo(e)and an coo c(e) - e c f(x) such thatf(x, 6, co) f(x, 8, co) + E in (a, b) for0 < a < boy integralsexist; the applicationof (11) and (9) to the above inequality
gives w > coo. Hence f(x) is bounded in (a, b) so that its upper and lower

+ ff(x)dx c j f(x, 6, cw)dx E(b - a),

Jf(x)dx
rb

_
bt

rb

f(x, 6, c)dx

E(b - a).

Since f(x, 6, co) is integrable,its upper and lower integralsare equal, whence 0 c
ob

f(x)dx -

f(x)dx

2E(b - a);

but f(x) being inde-

that pendentof E,it follows become

-

rb

inequalities f(x)dx exists,and the preceding

f(x, 6, co)dx (b
-

E(b - a)

f(x)dx -

a)

w for0 < 6 < boy > wo,whichprovesour proposition. for J'f(x, y)dx is said to existuniformly y in (c, d) when The integral f(x, y) is bounded and integrablein respect to x in (a + E, b) and the for integral ff(x, y)dx tendstowardJ'f(x, y)dx uniformly y in (c, d), that is, when
lim
f 1-. e fb

rX

pa+el
a+ e

e-O

f(x, y)dx = 0,

lim
b-- Xb by X>

pb

f(x, y)dx = 0

existenceis for uniformly y in (c, d). A convenienttest for uniform containedin in When f(x, y) is bounded and integrable respectto x THEOREM XIX.
in (a + (, b), while y is in (c, d), and when, for x > a and y in (c, d),

THE

THEORY

OF

THE

GAMMA

FUNCTION.

55

f(x,y) I < M(x) where

for formly y in (c, d).

M(x)dx exists,thenff(x,

y)dx existsuni-

In fact, the proof of theorem XVI then shows that both the integrals
fa+ef a+e

f(x, y)dx

and

Jb

f(x, y)dx

as approachzero uniformly

0 O and b, b-' oo. e, -' have We furthermore for THEOREM XX. Whenf(x, y) is boundedand doublyintegrable
E

a +

~ x ~ b,c ~ y
fddyf
pd

d, and ff(x,
pco

for y)dxexists uniformly yin (c, d),

then

f(x, y)dx =

f
0o

dxf f(x, y)dy.

pd

pd

By theorem XIII, we have fdy J and since ff(x, shows that

pd pb

f(x, y)dx =

f
b

dx

f(x, y)dy, y

fc dy
pd

y)dx exists uniformlyfor c

lim f(x, c a y)dx exists and equals~~~~~f dy ~~~~~e--O

e-*

d, theorem XVIII
+e

The preceding equation then shows that lim and equals

dyJf (x, y)dx. But the last limit, by the definitionof an a c~~~~0 pd poo infiniteintegral,equals J dx f(x, y)dy, whence our theorem.

b-)> oo

f
a

f(x, Y.)dx.

b-4co

dx ff(x,
c

y)dy exists

Making f(x, y) = un(y) forn

x < n + 1, where all un(y) are bounded

existenceof J'f(x, and integrablefor c c y _ d, the uniform

equivalent to the uniform convergence of writing x, a, b for y, c, d, we find the
COROLLARY.
0

y)dy is

X un(y)
0

00

in (c, d), whence

in uniformly (a, b), every Un(X) WhenX un(x) converges

then beingboundedand integrable,

r
b

oo

oo

EUn

(x) dx =

Un(x)dx.

56
THEOREM XXI.

T. H. GRONWALL.

for When f(x, y) and Of(x, y)/dy are continuous

ff(x, c)dx exists and

a +

e c

b, c _ y c d,

(Of(x, y)/Oy)dx

for f(x, y)dx existsuniformly y in for existsuniformly y in (c, d), then f (c, d), and
dy f f(x, y)dx
=

Of(x, dx.

for of XIV beingfulfilled x in (a + E, b) and y in All conditions theorem (c, d), we have ff(x,

a+
-*

y)dx =

f(x a~~e

c)dx + fqdtf

crv eaf(s

t) dx.

of Since the first integralto the rightis independent y and tends toward f(x, c)dx as e f 0, b -+ oo, and since

ff
f
dt

existsuni(Of(x, t)/Ot)dx

on for formly y in (c, d) by the hypothesis

(Of(x,y)/ly)dxand theorem

for XVIII, it followsthat J'f(x, y)dx existsuniformly y in (c, d) and

('f(x,

y)dx =

(x, c)dx +

Fdt U f(-, )dx.

E

of From the continuity of(x, y)/dyfor a + existenceof the uniform

of function y in (c, d). Conis once that the latterintegral a continuous the last equation in respectto y and applying differentiating sequently, theorem we obtain our proposition. VI, Making f(x, y) = un(y) for n c x < n + 1, and replacing y, c, d by x, a, b, we have the in uniformly (a, b), every converges WhenE (dun(x)/dx) 0 X ~~~~~~~~~~~~00 then un(x) converges (du.(x)/dx) being continuous,and Xun(a) converges, 0 0 in uniformly (a, b), and
COROLLARY.

c x

b, c

y _ d, and

dx (Of(x, y)Idy) fory in (c, d), it followsat

dun(x) = E-d x un'(X) ~dx do E 0 0

d X0

X0

we infinite repeatedintegrals, shall now prove Regarding and for When f(x, y) is bounded integrable a + E = x THEOREM XXII. = b, c + Et c y c d, where (' are as smalland b, d as largeas we please, E,

THE

THEORY

OF

THE

GAMMA

FUNCTION.

57

f dyf If(x,y) Idx exists,thenboththe infiniterepeatedintegralsof

f(x, y) existand are equal:

and

ONE

of the infinite repeated integrals

f dx

If(x, y) I dy and

f dx
rd

fJ(x,
rb

From the existenceof that of

rb rd

f If(x, y) Idxdyand henceby theoremXIII that

f
rb

f cef ae
J'f(x,
rd

y)dy =

f dy
rd

fJ(x,

y)dx.

by y)dxdywe infer, theoremXV,

ae clei

dxf

f(x,y) dy=

ce

dyJ If(x,y)Idx.

rb

E When in eitherof theserepeatedintegrals and E' are decreased,b and d the integralcannot decreasesince If(x, y) I is never negative. increased,

of assumingthe existence. Consequently

f
rb

dx

f If(x, y) I dy,we have

If(x,y)I dy,

dxJ

rd

If(x, y) I dy cfdxf
J'dyJ
rd rb

rX

If(x, y) I dy,whence
rX r

If(xy)

dxcJ'dxJ

so that the integralto the leftis bounded forall values of E, E b and d considered. Since thisintegraldoes not decreaseas E, E' decreaseto zero approachesa limitnot exceeding it and b, d increaseindefinitely, therefore
the right member, that is,

fdyf

00c

f fI a
dy

f(x, y) I dx exists and

If(x,y) I dx c fdxf

of the existence Having established

f dyf f(x, y)I dx,we apply to it

If(x, y) I dx.

If(x, y) I dy.

as repeatedintegral, the same argument was applied to the otherinfinite and thereby establishthe inequality fdx f f(x, y) I dy cfdyf

we the Combining two inequalities, find

fdx

If(x,y) I dy = fdyf

If(x, y) I dx.

58 Furthermore, integral the

T. H. GRONWALL.
rb rd

the difference the double integralsof If(x, y) [ and f(x, y), and from of o f(x, y) I-f(x, y) c 2 If(x, y) I we see that

f (If(x, I y)

- f(x, y))dxdyexists,being

J
rb

dxJ

(If(x,y) I-f(x,y))dy

2f dxff(x,y)Idy.

Since the integral to the left cannot decrease as e, E' decrease to zero and

it b, d increaseindefinitely, followsthat

dx

exists; we maynowshowexactlyas before thatthe other infinite repeated integral existsand that

(If(x, y) I - f(x, y))dy

dx (I f(x,y) |-f(x,

y))dy

dy

(If(x, I -f(x, y))dx. y)

Our theorem now followsby subtracting thisequation from that relative to If(x,y) I y, c we have the
COROLLARY.

Replacing f(x, y) by un(y) for n c x < n + 1 and writing x, a for

When every (x) is finiteand integrable (a + E, b) in u.

and either theexpressions E I Un(x) I dx and a J Iun(x) dx exists, J 0 of I ~~~~~~~~0 both corresponding then the expressions u.(x) exist,and in f u E 0 (x)dx = ~~~0Fun(x)dx. J

chapters, shall make extensive of such integrals, we use whichare defined in the following manner: let f(x) = g1(x) + ig2(x), whereg1(x) and g2(x) are real functions x, boundedand integrable a c x c b. Then, by of for definition,
rb b

6. Integralsof complexfunctions a real variable. In the followingtwo of

Jaf(x)dx

+ iJ

rb

92(x)dx,

and the double and repeatedintegrals f(x, y) = gi(x, y) + ig2(x,y), as of well as the various kinds of infinite integrals, are definedin the same mannerby decomposition into theirreal and imaginary parts. TheoremsII and XI, as well as formulas (7)-(13), apply to real functionsonly; but all the remaining theorems formulas and may be extended to the presentcase. In fact,the proofof theorem subsistsunchanged, I since it makes no use of the realityof f(xi, ..., Xn). Theorem III is

THE

THEORY

OF

THE

GAMMA

FUNCTION.

59

immediately extended by decomposition of f(x) into its real and complex parts. In theorem IV, let M,, m,, M,,, mi,, M2., M2., be the upper and lower bounds of I f(x) 1, I g1(x) I and Ig2(x) I in (x,1, x,), and x', x" any two points in this interval. We have f(x')

I-

i f(x") I

- If(x') - f(x") I
=

I (X')
1 9g(X')

-91(X")
-

+ i(92(x') I
+ 192(X')

92(X"))
92(X") I

91(X")

(M1b - m1L)+ (M2v-mev), from and since for suitably chosen values of x' and x" i f(x') will differ M., and If(x") I fromm,, as little as we please, it follows that - Mlv) + (M2v - l2v), MV mv c(Mb and consequently the S - s relative to I f(x) I may be made as small as we please, since it is less than the sum of the S - s relative to I gi(x) I and that relative to 192(x) I , both of which may be made as small as we are immediately please by theorem IV. Theorems V-X, XII-XIV extended by decomposition (it being observed that in X so(t) is a real functionof the real variable t), XV is extended in the same way as IV, and the proof of XVI remains unchanged, since (14) subsists in the complex case. In fact, with the notations of theorem VIII, we have, since XV- xvl > 0, forf(x) complex
l

If (U (xv - owA Iz

I AUiv I (x

v-xv-);

as we have seen that theorem VIII extends to the complex case, it follows that for 6
zb

.-

(26), while (15), (16), (17), where k may now be a complex constant, (18), (27), (28), (32), (33) are extended immediately by decomposition. Theorems XVII and XVIII extend by decomposition, the proof of XIX remains unchanged, XX and XXI (with corollaries) are again extended by decomposition, while in XXII (and corollary) we firstconclude from x, y) and I g2(x, y) I If(x, y) I that the same infinite Igl(x, y) I repeated integrals of g1(x, y) I and '192(x, y) I exist as that of I f(x, y) i by included in the hypothesis; the extensionis then finished decomposition. We shall finallyprove the following THEOREM XXIII. for When, an e > 0 as smalland a b as largeas we

0, the left side approaches

fb(x)dx

, and the right,

f(x) I dx, whence we obtain (14).

In exactly the same way, we extend

s for variables and t is holomorphic f(s, function t) oftwocomplex please,the

60 a + e t b and I s-so

T.

H.

GRONWALL.

r, where r is independentof E and b, and I < r, thenthisin-

whenfinally J'f(s,

for I s -so uniformly t)dt converges

for a tegraldefines functionof s whichis holomorphic Is - sI < r. Write s - so = x + iy and f(s, t) = g1(x, y, t) + ig2(X, y, t), and denote by P the pointset defined by a + e ? t c b, x2 + y2 r2; since f(s, t) is holomorphic on P, g9and 92 are continuous on P and this pointset being closed, gq and 92 are uniformlycontinuous on P (theorem I). Since g9and g2 are continuous, we may take the whole interval (a + e, b) as A" in theorem III, and on account of the uniformcontinuity on P, we may choose, for any e' > 0, a 6 independentof x and y such that S and s differ by less than e' when all subdivisions of (a + E, b) are less than 6. Consequently, as 6 0, the sum
-

If(s, (t) -t-1) (8)

= .g1(x, y,r,) (t - tv1) + i292(X, y, Tv)(t -tv-1))

fb
a+e

formed according to theorem VIII, tends toward

f(s, t)dt uniformly

r. But each f(s, r,) is expansible in a power series in for I s - so s - so convergent for s - 5o I c r, and thereforealso If(s, r,) (t -tv-,) which contains a finitenumber of such terms. Let 61,62, * be a sequence of positive numbers such that &n -* 0 as n -* 0, and let (D.(s; E, b) = If(s, -r)(t -tv-,)

(s; fora certain mode of subdivision where all tv - tV, < 6.; since (J,,, E,b) r and since is a power series in s - So convergent for j s oj
4),(s; e b) tends uniformlytoward

f
rb

f(s, t)dt,we conclude froinWeierb

aLe

strass' theorem on sequences of analytic functions that

f(s, t)dt is
5

j r. expansible in a power series in s - so convergent for j s oNow choose sequences El, -2, * and bl, b2, * such that c71 -* 0 and
b, * oo as n
-

oo; since J'f(s,

Sa+ e,

the expressions for Is

-

for I s - so t)dtconverges uniformly

r,

rb,

f(s, t)dt,which are power series in s -so

so j

r, converge uniformlytoward the limit

convergent

f(s, t)dt which

is therefore,by a second application of Weierstrass' theorem, a power series convergent for I s - so I < r. 7. Fourierseries. Let f(x) be bounded and integrable forE c x = 1-, where
E

is as small as we please, and suppose that

If(x) I dx exists.

THE

THEORY

OF

THE

GAMMA

FUNCTION.

61

Since

from theorem XVI that the integrals (34)

f(x) cos 2nirxdx, a. = 2 f

If(x) sin 2nwxx I

I f(x)

I and I f(x)

cos 2nrx j

If(x) i, it follows

bn =

2 ff(x) sin 2nirxdx

both exist. Then the Fourierseriesoff(x) is defined as (35)

2? +

a0

Z (ancos 2nirx+ 1
I

bn

sin 2nrx).

In regardto the convergence thisseries,we shall need in the following of

only this very special theorem: When f(x) is holomorphic 0 < x < 1 (but not necessarily at the end for points of the interval) and

If(x) I dx exists, the Fourier series of f(x)

x 1 - e, where > 0 butas e small as we please. Using the integration variable t instead of x in (34), we find

for converges thesumf(x) uniformly e to

an

cos 2n7rx+ bnsin 2n7rx

= 2 = 2

f (cos 2n7rt f(t) cos f f(t)

(t
-

sin 2n7rx+ sin 2n7rt 2n7rx)dt

cos 2nwr(t x)dt,

and sincewe have' 1 + 2Zcos2 V=1 it follows that

sin (2n + 1)r(t - x) r(t ~~~~~sin- x)

ao

v=1

x:(a, cos 2v7rx+

=_

b, sin 2v-xx)

Ji f~t) W
n VO e2(n+)i e
e(a+(2nf+s)i

sin (2n ?w(t r(t - x) 1>r dt) sin x)

.e(2n+I)$s e-s

Proof: in the finitegeometricseries

1is
_ e(a-I)i -e-i

2i sin , comparethe real and imaginaryparts on both sides:

v=o

cos(a+2)=

sin ( + (2n +

F,

>

sin (at+2he =cos (a + = sin (ax+ 2vjB)forl

2 sin 0

1)

sin (a

cos (a + (2n + 1)3)

=

From the first these,we obtain the formulain the text by making a of

0, ~

r(t -x).

62
In the special case f(x)
=

T. H. GRONWALL.

(36) becomes

1, (34) gives ao = 2, a, = b, = 0 (v > 0), and

("sin (2n + 1)ir(t-x) sin r(t - x)

from(36), it is seen that this multiplying byf(x) and subtracting -2 + E (a, cos 2v~rx+ b, sin 2vrx)
v=1

f(x)

(37)

dt (f(t)-f(x)) = i( (f (0 - f W) sin~~~~~~~sin x)- x) d (2n + 1)ir(t 7r(t=

J1 + J2 + J3,

to corresponding the decomposition whereJi, J2and J3are the integrals (0, intervals 6), (6, 1 - 6) and (1 - 6, 1). (0, oftheinterval 1) intothethree Our theoremwill then be proved if we show that after assigningan small and an no suffismall e, a 6 may be chosensufficiently arbitrarily of large,both independent x, such that IJ1I + I J21 + I J31 will ciently be as small as we please forn > no and everyx in (E, 1 - E). Assume we and 0_ t 6 or 1- 6 t=1, for E x l-e 0<6<E/2; < 1 - (E/2) and consequentlyI sin ir(t - x) I -x < then have E/2 I t under > sin (ire/2); since If(t) - f(x) I If(t) I + If(x) I, the expression signin J, and J3willbe less than ( If(t) I + If(x) I )/sin r(E/2), theintegral whence

+ I 31 <

(If(t) I +I f(x) I )dt sin (ire/2)[tt

+

f (I f(t) I +

I f(x) I )dt].

in As f(x) is holomorphic (E, 1 I < M forall x in (E, 1 If(x)

E),

E),

thereexistsa constantM such that whence

jf(t) I dt +

1l 1lI + IJ31 < sin (rE/2)(26M +

Since

small, and the same made as small as we please by taking 6 sufficiently + I J31 may be made as small being true of 26M, it followsthat IJ1I of small and independent x. In J2, as we please by taking6 sufficiently thefunction f(t) -f(x) (X, sin r (t - x) 1 ox t) f is evidently holomorphicor E x 1
E,

j f(t) I dt),

the last two integralsmay be If(t) I dt exists by hypothesis,

_t

<1

6, so that con-

THE THEORY

OF THE GAMMA FUNCTION.

63

stantsM1 and M2 existsuch that I p(x, t) I < M1 and

a(x, t) < M2
forall thesevalues of x and t. Integrating parts, by
J2=

(x, t) sin (2n + 1)w(t -x)dt

-[(2n

41 ~

1)w (x,

t) cos (2n + 1)ir(t -

x)1

+ (

1)cJ8

- 06a(X, att) C05

[

(2n + 1) (t- x)dt,

and since sp(x,t) cos (2n + 1)7r(t- x)

a0 tt' t) cos (2n +

p So(x, t) I < M1,

-x)

1)7r(t

< M2,

we have
[

21<(2n

2M1 + M2
-+ 1) 7r

afterfixing 8 so small that IJ +I I a ? Consequently, < ?7,where 7 is as small as we please, M1 and M2, whichdepend on 8 but not on x, are fixed, thelast inequality and nowpermits to determine no(dependent us an on a but independent x) such that IJ2 I < - forn i 0noand all x in of lute value, whichprovesour theorem. We shall now derive a formulawhich is useful in estimatingthe in remainder some seriesoccurring the next chapters: Let in
Cn C
..

(e, 1

E).

The expression to the left in (37) is then less than 2-qin abso-

Cn+*p-1 __Cnp

-0

k a constantand E > 0 but as small as we please, then

(38)

Ec,

sin (2v + k)7x

sin

'Xc

-e.

Usingthe identity
2 sin rx sin (2 v + k)7rx= cos (2v
-

1 + k)7rx- cos (2v + 1 + k)rx,

we have
2 sin 7rxE c sin (2v + k)7rx
v=n n+p

n-p

v=n

C Cos (2v

1 + k)wrx

n+p v=n

cos (2v + 1 + k)rx

64
-n

T.

H.

GRONWALL.

COS (2n

1 + k)7rx

v=n+l1

n+p i, (cl-

cV) cOs (2v -1 + k)7rx

-cn+, cOs(2n + 2p + 1 + k)rx,

and taking the sum of the absolute values of all terms to the right and remembering that c, - cv ? 0, 2 sin 7rx

n+p

v=n+l

E cVsin

(2v

k)7rx

|nip cn+

v=n+l

(Cv-1 -cv)

Cn+,

2Cny

whence (38) follows at once. 8. Bernoulli functions and numbers. We now apply the theorem of the - x; (34) gives, upon integration by preceding paragraph to f(x) = = 0, an = 0, bn = 1/nr (n _ 1), whence parts, ao
2 X= E

sin 2n7xx

0 <

x <

1,

1 - e. The series to the series being uniformly convergent for e _ x the right converges also for x = 0 and x = 1, the sum being zero in either case, while the left side becomes i 2. Let [x] be the greatest integer x - [x] < 1, then 2 + [x] - x remains uncontained in x, so that 0 for 0 < x < 1. is added to x, and equals 2-x changed when an integer Since the Fourier series to the right also has the period unity, we see that if we write + [X]-X (39) Pi(x)
then for any x which is not an integer (40) Pi(x)
=

.0 sin 2nwxx
-) -

while for an integer m, Pi(m + 6) -* 2 and Pi(m Now write through positive values. 0 2nrxx Ecos
P2(X) =

as a

2nw2 '

the series being uniformly convergent for all values of x, since its general Then, since (40) converges uniterm is less than 1/n2 in absolute value. - E, we have 1 formly for E c x

dP2(x)1 dx (theorem XXI

-Pi(x)

= x -2

cor.) and therefore

x XP2 ) P2 (X) = - 2+

THE

THEORY

OF

THE

GAMMA

FUNCTION.

65

we of the in thelatterinterval; to determine constant integration, observe of convergence the series, that,on account of the uniform
O'P fP2(x) dx
cos2n7rX
2=2dx2

0'

cos 2n-x7rx

and therefore
fl(xZ<Zx?)dox

or

takes the same value (= -1'2) for Now the polynomial2X2 - 2X + (x - [x]) x = 0 and x = 1; consequentlythe expressionI (x - [X])2 forall values ofx, so that -112admitsthe periodunityand is continuous + the relation
P2(x)
=

(x

[X])2

(X

[X]) + 1

= E

2r,-

whichwe proved for 0 < x < 1, subsistsfor all values of x since both and admit the period unity. We membersare continuouseverywhere -valuesof x formno exceptionas in the case observe that the integral ofPi(x). Continuingthis process, we definefunctionsPk(X), k = 2, 3, *.., by the relations
Pk (X)

Pkr))'ldx

=(-

=(-l)

k ddPk+l(X)

(41)

fPk+l(x)dx
Pk+l(X + 1) =

0,

Pk+l(X),

and show by completeinductionthat Pk(X) is a polynomialof degreek for that in x - [x] withrationalcoefficients, Pk(X) is continuous all values of x when k > 1, since that
P2k(X)
=

Pk+1(l)-

Pk+1(O)

(-1)k

Pk(x)dx

0, and

cos 2nwrx
22k-1 2k 2k

(42)
P2k+l(X) =

00 sin 2nrxx

22kn2k+1 2k+1l

for convergent all values ofx. theseseriesbeingabsolutelyand uniformly

66

T. H. GRONWALL.

From (42) it follows that,whenm is an integer

P2k+l(m) = P2k+1(m

D)

0,

(43)
P2k(m

P2 k(m)
+ 2)

22k-17r2k En 2kX
_

2k(M),

the last relationresulting from identity the

00
Z E

1 n
2k-

(2)=21

2Z

00

1
(2)k
2k

001
n2k

1'
i

1\001
22k-1

jn

n2k

Furthermore gives (42) (44)

Pk(l
-

x) = (-

1)kPk(X)

Pk(-

X).

fork odd, but that fork even none of these expressions vanishes. For k = 2, our theoremis true, since P2(X) = -X2-x + 12 in (0, 1); we may therefore assume the theoremproved up to the index k - 1 and its validityforthe indexk in the following deduce manner. If, fork odd, = 0 has a rootin (0, 1) distinct from I, 1, we mayassume,by (44), Pk(X) 0, that it is interior (0, 2) to But since
Pk-l(X) dk(X)

whilefor k even,thereis one and only one rootinteriorto each of theintervals (0, 2) and (2, 1). From (43) it is seen that Pk(0) = Pk(2) = Pk(1) = 0

We shall now show thatfor k odd and > 1, theequation Pk(x) = 0 has the roots0, 2, 1 and thatPk(x) > Ofor0 <x < 1, PJ(X) <0 for 2 <x < 1,

by (41), Pk-l(X) = 0 would then,accordingto Rolle's theorem, have two rootsinterior the interval(0, 1), contrary the provenfactsfork - 1 to to even. Thus Pk(x) does not change its sign for0 < x < ', and since for
x =

0,

dPk(X)

dx

Pk10

(O)
2,

is positiveby (43), we findthat Pk(X) > 0 for0 < x <

gives Pk(X) < 0 for 2 < x < 1. If, for k even? Pk(x)
=

= 0 would have a root interior interior (0, 1), Pk-l(x) to to the same interval, contrary theprovenfactsfork - 1 odd. The same argument to

0 has two roots

and (44) then

of the cotangentin a power series. From the decomposition the coof

applies to the interval (2, 1). The expressions P2k(m) =

P2k(0)

of (43) also occur in the expansion

THE THEORY

OF THE

GAMMA FUNCTION.

67

tangent intopartialfractions obtain we 0 t t

-cot = 1 2 21
2t2
2 -

2E 412

2t2
2-t2

for the seriesbeinguniformly convergent I t of t,we have

t2k
t2 =1 22k-l1r 47r2

2w - E. For such values

2k 2k

on and by Weierstrass's we theorem seriesof analyticfunctions, obtain -2 -2= 1 - ktE cot

=___'0

ct

tk

0
22k-1

1
2k

2k

the kthBernoullinumberBk by4 We now define

(45) and obtain5
Bk

(2k)!
22kl172k

1
2k

(46)
In

t t ~~~ 2 ~~2 t t o cot 2 -c 2

=

t2k 00Bk k=l (2k)

_ _

we now replace t by (47) 1

2 ti tieti'2 + e-ti ti ti + 2 eti22 ti__ e- /2 = 2 + eti _i ti; (46) thenbecomes (2k)

=
0

- 1= 2+ E
-t_1

|t

< 27r.

both sides by Multiplying we find

00 tk

Z
o

tk

= Ek~k'rk!1 (2k + 1)! 1 2(2k)!

_

00

k!Jk 2

tk

{t ??0(

(2k)T

1)kBkt2k

of coefficients t2k+1 on both sides and comparing (2k

B1
-

1)!2! ? (2k -3)!4! (2k -5)!6!?+

B3

B2

+ 1!(2k);

(_

B)kBBk

4These numbersappear forthe first time in Jacob Bernoulli's Ars conjectandi,Basel, 1713, p. 97, in connection with the problem of expressingthe sum 1k + 2k + 3k + . . . + (n - 1)k as a polynomialin n. 6 Euler, L., Introductioin analysis infinitorum, Lausanne, 1748, p. 161.

68

T.

H.

GRONWALL.

this recurrent formulaallows us to calculate successivelyB1, B2, ten whichare clearlyall rationalnumbers. The first Bernoullinumbers are thus foundto be
B-

1
B7-

B2=
67

w,
B8

B3=A,
=356Qo-7,

B4=. B9

,
4T9X7

B5=w,
Blo=
=

B6=
134 3%o1

69

The comparison of (43) and (45) gives, since Pk(m)

P2k+1(0)
=

Pk(O)

for k > 1,

P2k+l(2)
= -

0,
(2k)!(1
-

(48)

P2k(0)

(2k)! Bk

P2k(2)

2k-1 )Bk -

The left side of (47) is the special case x = 0 of 1

be and the latterexpression may evidently expandedin a powerseriesin t, for in the coefficients beingpolynomials x, the seriesconverging uniformly 2 r- E and I x I < a, where E is as small and a as large as we ] tI please. We writethis expansion (49) Since 1et
_

[(tetx)/(et- 1)],

- E +

k= 1

(-

l)k(k1) I2pk(x)tk.

1Z(-

etx(1

et

1
E (-

we obtain from(47) and (49)

_1\)k(k-1) /2 (tk

1 +

)kt2k

of of and and upon multiplication comparison coefficients like powersof t,

X2k 2k-1

BIX2k-2

B2X2k-4

-~1)k<2k~x)

()'

2-(2k)! 2(2k-1)!(2k-2)!2! 2k-6 + * B3X

(2k-4)!4!
k

+ (-lk

B k-1X2

(2k -6)!6!?2(k
+ (~
1 )k Bk
X2k

(2k)!
Bix2k-1

(~

1)

<2k1(x)

(2k + 1)! + 2(2k)!

B3X 2k5

2k+1

(2k

1)!2! + (2k - 3) !4!

B2x2k-3

(2k 3-5)-!6
+ () k -BkX

3!2k

B k-1X3 - 2)!

THE

THEORY

OF

THE

GAMMA

FUNCTION.

69

- X, SO that for 0 < x < 1, spi(x) = Pi(x). for k > 0, while spi(x) = We shall now provethat fork > 1 and 0 c x c 1
SPk(X) =

Pk(X).

Since for0 c x c 1, the Pk(x) are completely determined the first by two relations(41), it is evidently sufficient show that the sPk(x) satisfythe to same relations. Differentiating in respectto x, we obtain,since the (49) differentiationtheright of hand seriestermby termis legitimate according to Weierstrass's theorem seriesof analyticfunctions, on ~~~dx and comparing coefficients tk+1 of
1 (_

Eii(-

dpk(x) )~k(k-1) /2

tk =

te el -1
d(

t(

1)k(k-1)

/2 k(X)tk -

)k

d+ (X dx=

~(X)*

Integrating (49) fromx = 0 to x = 1, we find

EZ(

_1l)k(k-1)

whence

/2tk X

Pk(X)dX

= [X

et

II

Xfk(x)dx

= 0.

Outside of (0, 1), 'Pk(x) and Pk(x) do not coincide,since Pk(x) has the but f k (x)has not. To find difference + 1) - (Pk(X), periodunity, the Pk(X changex into x + 1 in (49) and subtract:
?? _)k(k1)/2(Pk(X

?o

1)

Pk(X))tk

tea

E-1)

Ok-itk

whence
(Pk(X

+1)

k(X)

k) (k-1) /2(k1_

xk-1

Changingk into k + 1 and adding these equations forx

nlk

1, we find +
2k

0, 1, 2,
Pk+1(0)),

3k

+ (n

1)k

(_

1)k(k

1)j2k!(0k+l(n)

6 whichis essentially the formula established Bernoulli. by

6 The Bernoulli polynomials (as distinct from the periodic Bernoulli functions Pk(x)) are commonlydefinedby et -1 s ( h

and by comparison to (49), we readily find the relation -pk(X) =(_ l)k(k-l)12(<k(O) 'k(x)) between this definition and that of the tbxt; the latter has been chosen in view of its application to Euler's summation formula in the next paragraph. For furtherinformationon Bernoulli numbers and polynomials, see Saalschiitz, L., Vorlesungen uber die Bernoullischen Zahlen, Berlin, 1893.

70

T. H. GRONWALL.

formula. Let F(s) be a real or complex function 9. Euler's summation of the real variable s, having continuous derivatives up to the order 2m inclusive, or we may suppose s complex and F(s) an analytic function; furthermore 0 c a < 1 and b > 0. In the identity let F(s + nb) make v = 0, 1, 2,
*.* -

F(s + ab + vb) = bJ
-

F'(s + tb)dt

,n

nF(s + nb)

n-1

1 and add, obtaining + ab + vb) = bEf

F(s

n1 n

F'(s + tb)dt.

Decomposing each integral by the formula F(s iinaF'(8

va

+ tb)dt=J
n-1

('v+1
va

F(s + tb)dt+ +l

/L~v1
uvlX

/+1

F'(s + tb)dt

we obtain nF(s + nb)

v=O

F(s

+ ab + vb)
n-1
(V+vu

bE >JvF'(s
v=O Va

+ tb)dt+ b

n-1

v=O

_ J
n-1
,u vf X
1

F'(s + tb)dt;

in the double sum, each integral between limits ,uand ,u+ 1 occurs ,utimes, namely for v = O, 1, 2, *- , u- 1, so that
n-I n-1

v=o ,u=v+l

[ffi+l

lu

F'(s + tb)dt = Z

n-1

,=l

F'(s + tb)dt,

or adding to the last sum the zero term correspondingto u = 0, and writing v instead of ,u nF(s + nb) _ZF(s
v=O
n-1

+ ab + vb)
=

bZ(

n-1

v=o vav

(+l

+ F'(s + tb)dt

(v~l

vJ

F'(s + tb)dt

while for v+a

consequently
(v+1
v

In the integrals with lower limit v + a, we may reduce this limit to v by - 1, or [t - a] -v + 1 = 0, observingthat forv _ t < v + a, [t - a] =

t<

v+1,

[t-a]=

v, or [t-a]-v+1=1;
v+1

([t -a]-

v + 1)F'(s + tb)dt= J
n-1 v= pvrl v

and substituting in the previous equation

vf~~~~~~~~~~~~~~a
-

F'(s + tb)dt,

nF(s + nb) -ZF(s

v=O

n-1

+ ab + vb) = b E

([t

a] + 1)F'(s + tb)dt

= b |([t-a]

+ l)F'(s + tb)dt.

THE

THEORY

OF

THE

GAMMA 2

FUNCTION. -

71

But from (39), [t - a] + 1 = t - a +

parts,we find
bf(t
-

+ PF(t

a), and integratingby

a + 1)F'(s + tb)dt
=

(n

-a

)F(s + nb) -(-a)F(s)

Pn

-JF(s

+ tb)dt;

we all introducing thisin the preceding formula, obtain

n-1

(50)

V=n

ZF(s

+ ab + vb) =

rF(s + tb)dt (2-a)(F(s) +

-

F(s + nb))
a)F'(s + tb)dt.

b f'P(t

the last integralby parts, using the firstand thirdof (41) Integrating that and the secondpart of (44), we see at once by completeinduction
"-1

v=O

,F(s

+ ab + vb)
=

J'F(s + E +
(-

+ tb)dt+ (2-a)(F(s)
(1)[k(k+l)

F(s + nb)) + nb)

F(k)

(51)

12]+1bkPk+l(a)(F(k)(s

k=l

(s))

1)mb2mf

P2m(t -

a)F(2m)(s + tb)dt,

a < 1,

b > 0.
Pk+l(a)

adding F(s + nb) to both sides in (51), we obtain Euler's summation formula7
n
v=OO

In the special case a = 0, the values of

are given by (48), and

,F

+vb)= JF(s

rn

+ tb)dt I(F(s + nb) + F(s)) +

(2k)

(52)

+
+

1) _

k=1

kb2k-l(F(2k-1)(s

+ nb) - F(
+ tb)dt.

-)(S)

(-

1)mb2mJ' P2m(t)F(2m)(S

7 Euler, L., Methodus generalis summandi progressiones. Comment. Acad. Petrop., vol. 6 Maclaurin, C., A treatise on fluxions. (1732-33, published 1738), pp. 68-97, and independently, Edinburgh, 1742, art. 352 and 828-30, 847. Neither author gives the remainderterm. The der W., Einige Anwendungen proofin the text was given,in the special case a = 0, by Wirtinger, insbesondere auf eine Aufgabe von Abel. Acta Math., Euler-MaclaurinschenSummenformel, vol. 26 (1902), pp. 255-271.

72

T.

H.

GRONWALL.

In view of the application of (51) to the approximate evaluation of the sum to the left,it will be necessary to investigate the remainder term, or the last term to the right. The term corresponding to k = 2m - 1 in the sum to the right in (51) is
(1)m-lb2m-lP2m(a) (F(2m-l) (s +

nb) -

F(2m-l) (s))

(-

l)m-1b2mP2m(a) F(2m)(s + tb)dt,

so that (51) may be writtenin the form

n1

ZF(s

+ ab + vb)
22m? +
k=1
X

fF(s

vn

+ tb)dt + (2 - a) (F(s)
+

F(s + nb))
R2m,

(53)

(-

1)[k(k+l)12+1lbkPk+l(a)(F(k)(s

nb) - F(k) (S))+

(54)

R2m = (-

)mb2mf (P2m(t - a)

- P2m(a))F(2m)(S+ tb)dt.

in the interval of integration in (54). value for t = 0, we have

| P2m(t
-

Now suppose s and F(s) real, and assume that the sign of F(2m)(s + tb) does not change for 0 c t _ n, so that, writing a = 1 or - 1, aF2m(s + tb) :O

Since

P2m(t)

takes its maximum I

<
2P2m(O),

a)

P2m(a)

| -

P2m(t

a) | +

I P2m(a)

and by (14) and (13),

(P2m(t -

a)

P2m(a)) -aF(2m)(s
J

vn

+ tb)dt
2P2m(0) -aF(2m)(s

+ tb)dt

2P2m(- ) b

(F(2m-l)(S + nb) -F(2m-1)(S)),

so that 8

(55)

| R2mI < 2b2m-lP2m(O)I F(2M-1)(s

+ nb)

F(2m-l)(S)

In the two most important special cases a = 0 and a = we shall now 1, obtain more accurate approximate values of R2mby introducing stronger assumptions regarding F(2m)(s).9 Let a = ?+- 1, and assume first, that
8 For a = 0, a slightlymore accurate formulawas given by Poisson, S. D., " Sur le calcul numeriquedes Int6gralesdefinies,"Mem. Ac. Sc. Paris, vol. 6 (1827), pp. 571-602. Other investigationsof the remainderterm (in the special case a = 0) by Jacobi, C. G. J., "De uso legitimo formulae summatoriae Maclauriniana," Journ.f. Math., vol. 12 (1834), pp. 263-272, and Malmsten, C. J., "Sur la formule, etc.," Acta Math., vol. 5 (1884), pp. 1-46 (correctedreprint fromJourn.f Math., vol. 35 (1847), pp. 55-82). 9 For a = 0, this methodis due to Sonin, N., "Sur les termescomplementaires la formule de sommatoired'Euler et de celle de Stirling,"Ann. de l'Ec. Norm.,ser. 3, vol. 6 (1889), pp. 257-262.

THE

THEORY

OF THE

GAMMA

FUNCTION. 2,

73 and

(s aF (2m) + tb) is positiveand decreasingas t increasesfrom0 to n + second, that

n-1

aE

v=0

(F(2m)(s +

vb + tb) + F(2m)(s + vb + b
2.

tb))

is positiveand decreasingas t increasesfrom 0 to

Then,for a = 0,
+

(56) (_)m-lR2m =

b2m-lP2m(0)(F(2m-l)(5

+ nb + hb) -F(2m-l)(S

hb)),
12

Since a = 0, we may write (54) in the form

0 < h<
+ tb)dt,

(
(-

= l)M-1bR-2maR2

f
rn

(P2m(0)

P2m(t))aF(2m)(S

and since P2m(t)has the period 1,

l)M-1b-2mR2m

I1

n-1 v=O

(P2m(0) - P2m(t))a ZEF(2m)(S

vb + tb)dt.

Decomposing the integral in two with limits 0, 1 and 1, 1 respectively,and introducing 1 - t as integration variable in the latter, we find by the aid of (44) that (57) = )m-lb-2maR2m

0v=0

(P2m(0)

P2m(t))a

(F

(2m) (s

+ vb + tb)
-

+ F(2m)(s + vb + b

tb)dt.

To obtain an upper bound for this expression, we shall use a theorem due to Tchebychef: When u(t) and v(t) are continuousfor a ! t c b, and both functionsincrease (or bothdecrease) as t increases, then these (b -a) but (b -a)f
ob

f
ob

u(t)v(t)dt >

bb

u(t)dt

f
ob ob

v(t)dt, v(t)dt

u(t)v(t)dt < fu(t)dtf'

when one of the functions increases and the other decreases.'0 Writing
10 The following on simpleproofis due to Franklin,F., "Proof of a Theorem of Tchebycheff's Definite Integrals," Am. Journ.,vol. 7, pp. 377-379: Consider the double integral

(u(t) - u(x)) (v(t) - v(x))dtdx= u(t)v(t)dt u(t)dt

= (b -a)

.f

dt a ~~~~~~a[u(t)v(t) -u(t)v(x)

-u(x)v(t)

+ u(x)v(x)]dx u(x)v(x)dx,

.f u(x)dx + (b-a) v(x)dx-f0 v(t)dt

u(t)v(t)dt- Ju(t)dt * f

or replacingx by t in the singleintegralsto the right (u(t) - u(x)) (v(t) - v(x))dtdx = (b -a) When u(t) and v(t) vary in the same sense, u(t) -u(x) v(t)dt.

and v(t) - v(x) have the same sign, so

74

T. H. GRONWALL.

u(t) = P2m(O) - P2m(t), we have, by (41), u'(t) = P2m-l(t) > 0 for 0 < t < 2, so that u(t) is positive and increases with t in (0, 1), and by (41) and (43),

f'u(t)dt = [P2m(0) t - P2l(t)]t_=

The second factor in (57),
n-1

_ 12_

(O)

v(t) = aE

v=O

(F(2m)(s +

vb + tb) + F(2m)(s + vb+ b -tb)),

is positive and decreasing by hypothesis, and f'v(t)dt =

r

r~~~~n

aF(2n) (s +

tb)dt;

consequently, by Tchebychef's theorem,

(58)

P2m(O)

f
rn

aF(2m)(S + tb)dt >

(-

1)m-lb-2maR2.

To obtain a lower bound for (57), we observe that u(t) is positive and v(t) decreasing in the interval of integration,whence 1 ~~~~~~~U+ vb + 1b). fu(t)v(t)dt > v(-) J aFS(2)(S (t)dt = P2m1(0)
i

v=O

But acF(2m) + vb + lb + tb) is positive and decreasing when t increases (s from0 to 1, and consequently aF(2m)(S + vb + 1b) >

J cxF(2m)(s +
rn

vb + 1b + tb)dt,

so that, by the preceding inequality,

(59)

> (-1)mlb-2mnaR2m

aF(2m)(s + lb + tb)dt. P2m(O0)f

Since by the firsthypothesis on F(2m) (s), the integral

fn

J'aF(2m)(s

+ hb + tb)dt

is a continuous and decreasing function of h as h increases from 0 to i, the comparison of (58) and (59) shows that there exists an h interior to
that theirproductis positive,and therefore also the double integral, whichproves the first part of the theorem. The second part followsfromthe first upon replacingu(t) by - u(t).

THE THEORY

OF THE GAMMA FUNCTION.

75

(0, 2) such that

= P2m(O) 1)M-1b-2maR2m

aF (2m)(s

+ hb + tb)dt,

and evaluating the integral, we obtain (56). Now let a = ? 1, and assume first,that aF(2m) (s + tb) is positiveand decreasingas t increasesfrom0 to n + 1, and second, that
n-1

aE
v=O

(F(2m)(s + lb

+ vb+ tb) + F(2m)(s+ 2b+ vb - tb))

Then, for a =
(s

is positiveand increasing as t increasesfrom 0 to 2. (60)

(-1) m-lR2m = b2m-lP2m( 2)(F(2m-l) (S 2

+ nb + hb) -F(2m-l)

+ hb)), 0<h

We obtain from (54), in the case a =

1)mb-2mR2m =
=

rn-i

(P2m(t) - P2m(2)) *aF(2m)(s +

-

2b

+ tb)dt vb+ tb)dt

Jq(P2m(t)
-O

P2m(())aZF(2m)(S ~~~~~v=O

+ 2b +

0 and 0, 2 respecand decomposing the integral in two with limits tively, and introducing - t as integration variable in the first,(44) gives

= 1)mbb-2mR2m

i*

(P2m(t)

P2m(2))

*a E

n-1

v=O

(F(2m)(s

2b + vb + tb) 2b + vb - tb))dt.

F(2m) (S +

Here the firstfactor under the integral sign is seen at once to be positive and decreasing, while the second factor is positive and increasing by hypothesis, and (60) is now readily proved in the same way as before. CHAPTER II.

Definite integrals for the Gamma function derived from its definitionas an infiniteproduct. 10. Expression of the Gamma functionby Euler's integral of the second kind. IntegralsforP (s) and Q (s). Assume T (s) > 0 (when s = x + yi, T (s) = x is the real part of s), let t be a real variable, and definets as e logt where

log t denotes the real value of the logarithm of t; since

ts-1 =d s

76 it follows that
ft

T. H. GRONWALL.

dt =hlm t~[1]

e-> 0

gt=e

Replacing s by s + 1 and subtracting the new integral fromthe previous one, we find
Jt81(1

1~

t)dt

+1

and, generally, from

C'
-

-t)n-'dt = s(s + 1).*.(s

~~~~~(n-i)

+ n-1)

it follows that
()l

jt~ t5-

lU'at1nd

=s(s

+1)

~~~~~(n-i)
n!

(n-i)
+ 1)(s + 2) ...(s + n)

(s + n-1)(s (s +n)'

s(s +l or finally,replacing t by tin,

,
t8-l

_ tdt

n,

=fl

fs

s(s + 1).(s

+ n)

For n - co, the expression to the right approaches the limit F(s), as is seen from (J4") upon replacing n by n + 1 and a by unity, and since n e-t, the above equation suggests that (1 - t/n) (61)

r(s) =

e-tt8-ldt,

TY(s) > 0.11

To prove this, we must first establish the convergence of the infinite integral, which is known as Euler's integral of the second kind. Writing s = x + yi, and assuming A - x - e > 0, where A is as large and e as small as we please, we have Ie-It-1' = e-ttx-1, and for 0 < t c 1, and e- ttX-l< te-1,while for t sufficiently large, et > tA+1
e ttxl1 < t-(A+l)tA-1= t-2.

Hence by theorem XVI corollary and theorem XIX, the integral in (61) exists uniformlyfor A : TJ(s) : e > 0. In the second place, it must be shown that the left and right members of (61) are equal, or that

limJ ts-1'1-

rnt

/o

dt =

J e-tt-ldt,

T(s) > 0.

11 s real and positive,this expressionis due to Euler (J10). For

THE

THEORY

OF

THE

GAMMA

FUNCTION.

77

We have
e- tta-ldt t 1=

dt
(et-(i
-_)

f(

t )t8-1dt

+f

e-tt-ldt,

approacheszeroas n - oo, on account to and thesecondintegral the right 12 in of the convergence the integral (61). Using the inequality of
0
_e-

t -

t)
dt

2e-t e~t

for

t n,

we find
fy(e-

( 1

) )t8

fJ(e_ n no

(1

dt

mettx-ldt, <

- we- ttx+ldt 0O, n n

of and beingconvergent independent n. Thus the proof the last integral of (61) is complete. Replacingt by at, wherea > 0, we obtainfrom(61) (62) (,) =
C-a tt8-ldt,

a > 0, log tdt

T (s) > 0.

The integral
ett8-1

for convergesuniformly A i x
e-tt8-1 t I log
12

<

tf-

log t I

<

t(e12)-l,

c > 0, since for t sufficiently small, and fort sufficiently large,

e-tt8-1log t I < t-2 log t < t-312;

Proof: forb 0 When b
=
e-tln,

a _O. we have b- - an = (b - a)(bnt n, and a

=

bn-2a

...

+ an-)c
3

nbn-1(b -

a).

where0

1-(t/n),
2

we have
1 (t +...

b -a

= 1 (t

so that, the seriesbeing alternatingwith numerically decreasingterms,

0

0~~~ib- a

~
)= 2-*

Consequently
0

Ce-t

t-

1t(iqn _

. -2((1_t)cne-('-I/n)t

e-t-

-2e-t-

t2

t2e 2e-t n

The inequality and its use in proving (61) are due to Watson, G. N., "An inequality associated withthe Gamma function,"Messengerof Math., vol. 45 (1915), pp. 28-30.

78

T. H.

GRONWALL.

(61) by consequently theoremXXI, we may differentiate in respectto sign,and since x underthe integral we find (63) dF(s) =fi
ar(s) ,Ox drP(s) ds

tts-' tdt, log

(s) 9? > 0,

sign gives underthe integral and the repeateddifferentiation (64)

dnF(s) =

t)ndt e-1t8-1(log

T (s) > O.

P(s) and Q(s) may be obtained in for Integralexpressions the functions expansion manner: the the following
e- tts-l V=O

E (-

1):

t8-l+v

XXI by for uniformly 0 < e_ t _ 1, and therefore, theorem converges corollary

'e-tt8-ldt

=
1

E (_

1)" 1

E8+V

For T (s) = x > 0, the integral we have

C-'8+1' EX 1s+v P

e- tt8-ldt and since converges,

Ix+ P+ yt _x+ Px,

v=o

.S

v|-x

'=

!4?a

so that, by the definitionof P(s) (J33),

(65) P(s)
= Z = ( +)L V=OP!s+. P)

e-t8ldt o

ST(s) > 0.

Since Q(s) = r(s) - P(s), (61) and (65) give

(66)

Q(s)

tt8-ldt.

at As the integranddoes not become infinite the lower limit for any for 9(s) _ A, uniformly - A T converges value ofs, thelast integral finite the entirefunction whereA is as large as we please, and consequently XXIII. values of s, by theorem Q(s) equals the integral(66) forall finite and (66) are due to Legendreand Prym(J34 32). (65) The integrals series F(a, i, y; s) and its value for s = 1. 11. The hypergeometric

THE

THEORY

OF

THE

GAMMA

FUNCTION.

79

Euler's integral the first kind. The name hypergeometricwas applied by of Wallis 13to the power series in s
+ a-0
.'y8

+ a(a

1.2.y(,y + 1) +

1) *0(

1) S2

a(a

1)(a + 2) f3(0 + 1)(G + 2) 3 + 1*2*3.'y(,y + 1)(y + 2)

where a, f and y may have any real or complex values, except that oy must not equal zero or a negative integer (for when y = - n, the n + 1st and followingcoefficients become infinite). Using the notations
(67)
(

(a+
-

1)(a

+2)

(a +n-1),

(a, n) = (n

l)!na/(a)n,

(a, n)

r P(a) as n

oo,

already introduced in J ? 14 and J ? 2 respectively,we may write this; series

(68) Many F(a,

f, y; s)

E (a)

v for

instance
(1+

of the elementary functions are special cases of this series;

s)n

= F(-n,f ea=

, 0; s),
lim F(1,

log (1 + s) = sF(l,

1, 2;

-s),

3, 1; s/l);

the essential properties of the hypergeometric series, and its intimate connection with the Gamma function, were discovered by Gauss (J6). By (67), the absolute value of the general term in (68) may be written (1, v)(y, v)
|(amp V) (13 ) V+

SV
) |

(1,
I(a,

)y, v)
V)

S sI
v+(--B

(13

V) |

and since the first factor approaches

P(,y) I(a) I(0)

as v o, and z l/pl+k converges for k > 0, but diverges for k c 0, it is evident that the series (68) converge absolutely for I s I < 1, but is divergent for I s I > 1, and that for I s I = 1, the series is absolutely convergent when TJ(Qy a - () > 0.14 To find the value of F(a, (, oy; 1), which is a convergent series when TJ(Qy a - () > 0, we begin by
Wallis, J., Arithmetica infinitorum, Oxford,1656. By more elaborate methods,it may be shown that for Is I = 1, the series is (conditionally) for convergent 0 _ R(-y - a - #) > - 1, divergentforR(-y - a __ - 1, except fors = 1, wherethe series divergesforR(-y - a . 0
13

14

80

T. H. GRONWALL.

establishing the following relation between the three hypergeometric s) and F(a, ,B,oy+ 1; s) for !I < 1: series F(a, fi,'y; s), F(a, f, zy-1; - 1)s]F(a, 3, y; s) (69) 'y['y -1- (2y - a + (y
-

a)Q(y - f)sF(a, f3, + 1; s) y

1)(1
-

y(y

s)F(a,

f,

1; s) = 0.
-

In fact, the constant term on the left equals y(-y- 1) -y(y and the coefficient Sn, where n > 0, is seen by (68) to be of
(1)n(1)n 'y(0y- 1)1) t(7
(1)n(-f)n

1) = O0

7(

a
+ ( - a) a)Qy

(a) n-1i(f3)n-1
(1)n-l (a)n-1

1) (l)n-1(0+)n-1
(a) n (13) n - ln (a)n-1(13)n-1 -

-('

-1)

or denoting by
Ufl

V(l)n(7

(1)n-l(Qy

l)n-1

- (1)

of the coefficient Sn in F(a, fi, y-1;

+ n-1
Sy(7y-

s), -2y)(-y +

n(1+

(a + n-1)(
+

n-1)

+ n-1)
)

n n - 1)(j3 (a + (-1- a)(-y-+ n

+ n(-y+ n -2) _n-_) +n-1 +y + ( +n -1\

(a + n -l) -

)+ )-(r+n-1 (-y+ n-i)

+ n -1)

_1

(a + n -1)(

(y-Oa)(y-

1 - +n0
n + y - 1)

+ n-) )

(a

+ n-1)(

In (69) we now let s tend toward unity through positive and increasing values; since F(a, f, 'y; 1) and F(a, f, y + 1; 1) are convergent series on ) > 0, Abel's theorem on power series (J31) account of T y a -oshows that lim F(a, 3, 'y; s) = F(a, 3,'y; 1) and
s-*1

lim F(a,

'y -y, + 1; s) fi,y

-

Furthermore -s)F(a, (1

F(a, f, 'y + 1; 1). + 00 ( >U1 - u.1)s" forIsjI < 1 1; s) =1

=

THE

THEORY

OF

THE

GAMMA

FUNCTION.

81

and since

1+00(U u 1+ (u-t

~ _(1, n),y 7 ) =V)lmulim 1bn= IiM (>8

lim (1 -s)F(a,
8s-1

,n ,- 1,n)

on account of TJ(yy a

) > 0, the theorem in question gives (3, y -1;

s)

0.

Thus we finallyobtain from (69) F(a, (, y; 1)

=

(Y(

)(

) )F(a,
y+ n
nF((,
-

,y+1;
-1

1)

and replacing y by y + 1, y + 2, .., correspondingequations F(a, (, 'y; 1)-

and multiplying the

-y+ n; 1)

(7)

e a)-na

The first factor to the right approaches the limit r(-y)r(yr(,y- a)r(y - () as n -> c, and for n > I ^y I, we have F(a,, ,y + n; 1) 1I
V=i

(, n) F(a, (y, n)( y -a ,y - a, n)Q(y-3n)

y+ n; 1).
a -()1

(1)(Qy + n)~

v=I (l)v(y + n),

<n I?eI

v=l(1),(n
+

)v
l)v .

y!

00

(1),(n+ 1 - II)v

1)v(l 0 I +

- 1 and is evidently a the last series converges forn > -y + a + r y ) - 0 as n - oo, we have of n, and since 1/(n decreasing function lim F(a, (, y + n; 1) = 1. We thereforeobtain the final result
n-> oo

(70)

F(a, 3, y; 1) =

I (,y-a)(-y 3)'aey-a-

> 0

From this formula we shall now derive the relation

(71)

JIt-( ta1

- t),s-ldt = F (a~f)' T~)() (()0,0)~j)0w(a)

> O.

13

> O.1

where the integral is known as Euler's integral of the firstkind15 Multiplying the binomial expansion, convergent for I t I < 1,
15

J10

(fora and , real and positive).

82
(1 - t),=
(_ ltv

T.

H.

GRONWALL.

= 0ft(a)v(l-

tv

fromE to s (O < by ta-1 and integrating uniformly seriesconverges

JE

< s < 1), we obtain,since the

)

tal(1

t)8-ldt

v=O

(a)V(l - fi (s (1),,(a)X(a + v')

-F(a,
a

1 -,

a + 1; s) --F(a,

~~~~a

1-,

a + 1; e).

Now let e -) 0 and s -- 1; since J(a) > 0, J(3) > 0, the integral tends -> of towardthe leftmember (71), em 0 and on account of
T1(a + 1
-

(1

3)) = T (3)

>

0,

F(a, 1-,fi

series gives F(a, 1

so + 1; 1) is convergent, that Abel's theoremon power

-

obtain (70), we therefore

,gt'-

f, a + 1; s) ->F(a,

1-,f,

a + 1; 1).

Applying

t)-ldt

1- ,

+1;

1) = 1 r(a + 1)() ar (1)Pr(a + j3)

_r(a)r (o) r(a + f)

integral. series as a definite We may now express the hypergeometric s forO - t _ 1, Let s have a fixedvalue such that I s < 1, then stt I and the binomialexpansion
(1
-

st)-

v0

(1)T

in convergesuniformly t for 0 t_1. AssumingT (a) >0, T(Ty-a) >0, from 0 to 1, we may by multiplying tal(- t)V-0-l and integrating termby termon the rightside and obtain integrate therefore
jt

a-4l(

0- (ai) t)va1(1-st)-dt

00 () = E
1-0

ta+V-1(-_ t) ~aldt -Y- dt O v v~~~~~~~~~~~~;=O

+ P)r( y a) (a r + ) r(iX1y ?( by (71), or since r(a + v) = (ac)r(a) by (J2), - a) 1 r~~~~~~(a)r(,y F(a, f, y; s), - t)Y--1(1 - st)-dt = tQ-(1 r T(o) (72) r)v

J0

I sRI

<

1.

T(a)

>

O.2

w(,y-a)

>

O.

THE

THEORY

OF

THE

GAMMA

FUNCTION.

83

to formula log r(s + a) and 4I(s+ a). of 12. Application Euler'ssummation with which we shall of To secure the single-valuedness the logarithms a we deal in the following, introduce cut in the complexplane along the negativereal axis (from0 to - oo) and subject the complexvariable s that it shall nevercrossthiscut. Then everybranchof to the restriction the functionlog s is single-valued,and we shall definelog s as that branchwhichis real forreal and positivevalues of s. In parparticular ticular,we have log (s)n = log s + log (s + 1) + *** + log (s + n-1). We shall now apply (50) and (51) to the case F(s) = log s, b = 1 and obtain firsta proofthat (s, n) approaches a limit as n -) x for any s of not on the negativereal axis (that is, a new proofof the convergence product for F(s), J3 and 3', for these values of s) and Euler's infinite seriesforlog F(s). asymptotic second,Stirling's = log s, b = 1, 0 c a < 1 in (50), we find, since Making F(s) Jlog (s + t)dt= (s +- n) (log (s + n) -1)log (s + a),
n-1

tn,

s(log s -1) and F'(s) =-

E log (s + a + v)
-

(n + s + a

-) gs

log (s + n)
fP(t
-

v=O

n
=

(s + a

l)

a)

dt;

we in particular, findfors = 1, a log (n-1)!

n-2

n 0 and replacing by n
-

1 P1(t) dt.

= Elog (1 + v) = (n

1) logn

n + 1-

pn-i

we the first, Adding (s + a) log n to the last equation, and subtracting obtain log (s + a, n)
(73
=

log (n - 1)! + (s + a) logn - log (s + a)n + s + a-2)

1 f n4
1

-(n
+

log( 1 +
() dt +f

) + (s + a-2)
P(1t-

log s

a)

dt.

Since P1(t) a and as I P2

- dP2(t) by

dt

by (41), an integration parts gives

t( gr
n2

fn p,(t

t-

-a)

dt- P2(a) _P() b P s thn

t-t)2

)d

d
a) dt con-

(t-

a)

cP2(0)

by (42), the integral

"OP2 (t-

84

T.

H.

GRONWALL.

verges for every s not on the negative real axis (theor. XVI cor.). sequently (74)
rimf sP(t

Condt

- ) dt =
-I

Pi(t

a) dt = P2(a) _ pi(t)
I; 1

P2_(t-a) __

and similarly lim

lim (n
n-00o

im andimilrly
+ s+ a
)log

1 +(t)

,1*o

dt =+ P1 -dt

(1

Is

.L 1?t~
(n
1 - j'

exists; furthermore n
s and

substitut ng all this in (73) we find lim log (s+a,

+-)n

= lim
n->oo

+ s + a-2)-=
lP-t dt+

n) = (s+a-2

) log s-s+

f
P

Pl(

a) -t dt.

From the existence of the limit to the left we infer at once that rlim + a, n) = F(s + a) exist foreverys not on the cut, and that for (s such values of s (75) log r(s + a)
=

(s + a-

log 6

s + k' +f

+t a) dt,
-

where we now only have to evaluate the constant k' To this purpose we observe that

1 = -dt
1+ (

if

l+9tdt.

P(t)t dt

0 as n -

oo

of on account of the convergence

s = 2n in (75), we obtain 2 log r(n) log r(2n) and subtracting
=

dt; makinga = 0,

s = nand

(2n -1) (2n-

log n -2n )log n-2n

+ 2k' + 2 f4 < (t)tdt,

rW P1(t) dt, + k' + J2+t

k' +2 +

Sn

Pi Pd

+ t

dt - ;

2n + t

t)dt

=logPr(nfl2f2Th
g r(2n)
2(2 +

'

2Dr(n)n'
)***(2+

k' = log (2'r(2)) = log f2ir. This is essentially the so that, as n + yi, method given in J ? 4; another is the following: making s = + t, y > 0 and a = 0, so that for t 0, I s + t > y and Is + t > , t 1 2 > y( + t)2-,it follows from (74) that + I

n -1'

THE

THEORY

OF
(0

THE

GAMMA
00

FUNCTION.

f
P;

85

________2

t)+yi + t

P2(0)

+ 2 t)
dt__

Now, by (J6)

+ r(A + yi)r(A- yi) = sinw(A yi) = ewi(Yi)e 2_7r e + e'Y=

27re-ry

1+

and adding the two equations (75) for a = 0,= log 2rry -log (1 + e-2'y)
= yi log (2 +
yi)
-

A + yi and s=
yi log (A

2-yi,

(2 +

yi)

yi)-

-yi)

+ 2k' + k+ fA

P1 (t)

dt + dL 71i
-

Pi (t) dt. .i+t. 2 +2yi + introducing

But log (2 + yi)

log y + log i + log (1 +2yi)

=

= log y +

and similarlylog (A - yi) Thus (75) finally becomes16 log r(s + a) = (s + a -)

logy-

-2

**;

this in the preceding equation and letting y

co, we find 2k' = log 2r.

log s
)dt.

s + log 42w + c(s, a),

(76)

co(s,a) = fPt0) .Wo(S' =

+
dt

When a = 0,

f
v=o

ds (

Lfv

-l(t)

dt

0i> Pit) td
Ss + v + td
(-

VO

2
v +

tdt

and performing integrations the last expression, obtain Guderthe in we mann'sformula c(s, 0), (J 13). for In (76), we now integratethe expressionfor c(s, a) by parts; the resultmay be read offimmediately froma comparisonof (50) and (51),
observing that Fk(s)
16

1)

k-l(k

1) !/Sk.

Thus we obtain

For a = 0 and s real, this formulais due to Gilbert,Ph. (J22),and fora = 0 and s complex to Stieltjes, T. J., Sur le developpementde log r(a), Journ.de Math., ser. 4, vol. 5 (1889), pp. 425-444. For 0 c a < 1 and s complex, see Lindeldf,E., Le calcul des residus, Paris, 1905, pp. 95-97.

86
2m-1

T. H. GRONWALL.

(s, a)

(-_ 1)[(k-1)1/2

(k (

1)!Pk~l(a)
k

+ (- 1)m(2m-

1)!

J( (s+

t)2m)dt.
7r;

To form an estimate of the remainder, let s = j s I e0, - 7r < 0 < then

sin2 6 s + t 12= (I s j cos 0 + t)2 + I s 12 =

(js I + t)2 cos2 ?+

(I s

-t)2

sin2 2

(I sj + t)2 cos22

and since I P2m(t(

1)m(2m -

a) I c P2m(0), we obtain
t)dt

1)! f(P2m+

< <) (2m

!S2m(O)J

+ t)2m

COS2m6/2. s|

(2m

2) !P2m(0)

2m-1

Joining the term with k = 2m thereforewrite

(S, a)
=
2m-2

1 in (77) to the remainder, we may

-

(-_

)[k(k-1)1/2

(k

'1 !Pkil(a) kl

(2m - 2) ! P2,m(0) h ( 6/2m- I mm jhI <2.

and therefore, replacing k by 2k (79)

In the particular cases wherea = 0 or a =

-

1, (78) becomes
+ +

2, Pk+l(a)

0 for k + 1

odd,

ws, a)
(

n-1
=

(2k

-_2) !P2k(a)
82+ 2 k+1

(2m - 2) !P2m(O) h cO 2m0~ | '3 2m-1 /2< 1 1hI <2, a = 0or

2.

When s is real and positive, we may use the much more accurate remainder terms (56) and (60). In fact, for a = 0 and ao = - 1,

aF 2m)(S + t)

(2m - 1)! (S + t)2m

is positive and decreases as t increases from 0 to oo, and

a(F(2m)(s +
v +

t) +

F(2m)(s

+ v+ 1

t))
(2m
-

(s + v + t)2m +(S + v + 1 - t) 2m is positive and decreases as t increases from 0 to 1 (since the derivative

1)!

(2m

1)!

THE

THEORY

OF

THE

GAMMA

FUNCTION.

87

in respect to t is negative). Similarly we see that for a = 2 and a = -1, the conditions for the applicability of (60) are satisfied. Taking the and P2k(2) from (48), we thereforeobtain17 values of P2k(0)
(,0-

(80)

k=I

( 1) B,. (2k - 1) .2k

1
S2k-1+

1 (- 1)m-B (2m -1) .2m (s + h)2m-1I

0 < h <
2,

co , 12~h<, (s (81)
+
k=i 1

S >

0.

>O

22k-1)

(2k- 1) -2k )~~ (

S2k-1

~
X 1<

<,sO
2
>.

+(122m-1) (2m -

2m ) l (s +

h)2m

The infiniteseries
E
k=1 (-_

1)] 1 ) [k(k- /2 (
8

the first2m -2 terms of which occur in (78), does not converge for any 2, then the ratio of the terms value of s. First suppose a * 0 and a for which k = 2m + 2 and k = 2m may be written,using the expressions
*

(42) for P2m+3(a)

and

P2m+l(a):
_

sin 2nra
nm+2
2m

m(2m

27r2s2

1)

00sin 2nra'

I-

and since we have

Z

Z,

00 sin 2nria

converges uniformly in respect to m for m _ 1, 2ra as m o 0, so that the second factor in

sin 2nra
i2m

-sin

The first factor, however, apour ratio approaches unity as m - 00. proaches infinity,and consequently the series cannot converge. When a = 0 or a = 2, a similar argument applies to the ratio of the terms with = 2m+ 1. k = 2m+3andk Proceeding to the logarithmic derivative of the Gamma function, we find,making F(s) = sb = log (s+n) ZE 1 &,=s + a + v 1
ni-1

= 1 0 ca
-logs+('-a)

< 1 in (50), that

s +n, \
-<
00,

j (Pit) +t) 2 (s ,6(s + a)

=

and since the last integral converges as n

nm-

jogn

-og

V-O

ES
Z

and

+ a+

vJ

by (J 19'), it is seen that

17 (80) is due to Stirling (J21) and (81) to Gauss (J"), both without remainderterms. The formof the remainderterm given in (80) is due to Sonin.9 For a = 0, the remaindertermin 1). (who in this particularcase obtains I h I (79) was given by StieltjesW

88
(82)

T. H. GRONWALL.

VI(s + a) = log s 1a) =

w*(s, a)

a)

P1 Pi-(t- a)dt

Treatingthe integralin the same manneras the corresponding for one w(s,a), we readilyobtain (83)
w*(s, a) = (1a)
-

1
S

+ E

2m
(-

kk2

1) [(k-I

Xkl-2)] /2

(k - 1) !Pk(a)
S

(-

1)m(2m)!j
-

m0Pn(t
(S

a) dt

+ t)2m+1

(84)

C))*(, a)a)-+

co*(s,a) =

2m-1

_1[k]k212(

[(l2)/(

1)!PAk(a)
j|h i < 2,
1 0 < h <
22

+ and fors real and positive

(85)
cow 2) (o

(2m

cos2mea/2.|IsI2m

1)!P2m(O)h

0)

2s+
En(1

1~~~~(k

1) klBk

2k

(-1) h)2m+

2m

mlBm

(s +

)k BA;

(86)
+t-22-

-lMBm

2m

(s + h)2

<h<

furthermore, same argumentas beforeshows the divergenceof the the infinite seriesof whichthe initialtermsoccurin (84). A divergent series
ao + a,+a2+
S
S2

+ a,+ Sf

'

in whichthe sum ofthe n + 1 first termsis Sn(S), is said to be an asymptotic expansionof a function fora givenrangeof values of 0 = arc s, f(s) if the expansion
Rn(s) = Sn(f(s) Sn(s))

satisfies the condition lim Rn(s)

1!-4 00

lim I Rn(s) = X co n7-w of asymptotic expansions (s, a), and (84) ofc* (s, a), for- + e c 6 _ sectornot wheree is as small as we please, i. e., fors insideof any infinite the containing negativereal axis.

for n fixed, even though when s is fixed. In this sense, (78) and (79) are
=

THE

THEORY

OF

THE

GAMMA

FUNCTION.

89

that a function It is clear fromthe definition f(s) cannot have two ~~~~~S valid in the same sector(or even fora singlecommonvalue of 0 = arc s), sincethenwe shouldhave
im en

differentasymptotic expansions ao + a,+ S

*.

and bo +

-i

*.

both

(ao - bo +

a-n

whenceao = bo, a, = bi, *- . This remarkwill be used in the following in for variousexpressions the coefficients (78) and (84). to identify 13. Integralsfor log r(s) and 41t(s)of Cauchy and Gauss. We begin that by showing
(87)
r~e-at -t _e-bt

O dt = log- forT (a) >0, J(b) > 0, a

we where log a is the principallogarithm. By directintegration find, a forx > 0,

ie.(X+io)
Jo

tdt E -e

1 (1 ~~x iy +
T

e-(x+jy)T),

and since x = +iy (88)

e(x+iy)T

exT

> O as T

that co, it follows

*je- (+iy)tdt = X + i'

the integral being uniformlyconvergentfor x _ e. Let 9Z(a) el and write x + iy = a(l -u) + bu where 0 c u c 1, then 9Z(b) ie of by x convergence our integralit follows, El and fromthe uniform theor.XX, that
a:

a + (b -a)u

(b-a)du_

l adu

(b - a)e-(a+(b-a)u)tdt

J dtJ
SX e-at
=

(b - a)e
- e-bt

(a+(b-a) u) tdu

dt. ~~t to is singleintegral foundby directintegration equal one of But the first

in the values of log , and since the real part of the denominator the 1 E, it followsthat the is integrand not less than e forT(a) :, E1 R(b)

90

T. H. GRONWALL.

integralis continuousforsuch values of a and b. Since the integralis a that the value of log obviouslyreal forreal values of a and b, it follows one,and (87) is proved. In theequation in questionmustbe theprincipal (J 19"), making a = 1, n1\
1(s) = im (log (n + 1) -

we now assume T(s) > 0; then we have, by (88) and (87), forv = 0, 1,

1
+

bo+o )
e-d

tt

log (n + 1)

_et
= d10

e-(n+l)t

dt,

and consequently (S) = lim-J

nea:)

rX-t

-e

e
t

(n+l)

t
-

n-1\ e-(+)t) v=O

dt.

this becomes seriesto the right, of geometric Upon summation the finite
(s)
= lim

j(

e t

e-t

(1e-

nt)dt.

Now let S(s) - e and I s I < A, where e < 1 is as small and A as large we as we please; usingthe powerseriesfore-t and e-st, see that the first in signis expansible a powerseriesin t,convergent undertheintegral factor of forI t ] < r, wherer is independent s, and consequently
e-t

Te
for0 = t < r. et e-t
t

e-st -et

< M1 = Ml(E, A)

On the otherhand, we have fort - r, since e < 1 e~~~~~~t et e-st 1e-t

1-et
= e-et {1 + 1

r
e-(t

e1e-

het -e

so that finally, t _ 0 and SR(s) _ E, I s j = A for

et

the Consequently integral

1-

e-t < M(,E, A).-e-ei.

(t

1 -e-t~d
E, I

in converges uniformly respectto s forSR(s)

(et J;

s j = A, and
M(e
e ) A) 0

-1

) e-ntdt < M(e) A) 1 _ r-t -eJ-tE,~ee~~d

-e-(,+n) tdt =

THE

THEORY

OF

THE

GAMMA

FUNCTION.

91

as n - oo, so that finally (89) = ,6r(s)

f
dt

(Se

- 1

eet)dt,

T (S) > 0.

We may transformthis integral by writing t = log (1 + u , A = es-1,

iI'(s) = lim and since

O

00 e-t

e-t

dt = lim

1C

e-t

u(l+u)8)

00

du

0 <Jt

e-t

<J-dt

log e- 6 1 >as 0lg

6 -0,

thismay be written (s) ,6 = lim

(J;
-

dt - fu(l

)
T(s)

u replacing by t in the last integral, or finally,

(90)

4I(s)

(6-t

(1

t)-8)

>

0.

e-t Again,replacing by t in (89), we obtain (91)

For s
=

4I(s)

Jbl(=

t-1 -C,

S(s)>0.

1, we have ,6(s)

whence by (89), (90), (91)

C=

Ie t~U

't1)e-tdt

and consequently

(1--t+

elogt~dt,

s + c=dt

p000-t.._...l-8t

dt

(1+

~ 41+Ct

J
-rl

11e- te-

t)-(1 dt

+ t)l)o

R()

>0

for Since (89) converges uniformly S(s) , E, s l A, the corresponding accordingto theor. for integral log F(s) may be obtained by integration

92

T. H. GRONWALL.

XX, but it is equally simpleto startfrom(J 3") fora = 1, or ratherthe equivalentformula log r(s) = lim [(s -1)
n-->

log (n + 1) -E

y= 1

log +

For S(s) > 0, (87) gives

log S+
v=-1 So
W

e-t

- e-(B+-')

t t

dt,

log (n + 1)
t)

We-t-e-(n+l)
-

dt,

lim log F(s) = n->oo FF(s o

= lim J(s

1) (e-t

e-(n+l)

v=l

(e-vt

e-(8+vl)

t)

1)e-t + eet
i

e-]

(1-ent)

dt

WhenST(s) i e (e < 1), I s

-

A, it is seen exactlyas beforethat

1e-t +?;_je-i7]

t<

M(e, A)e-et

fort (94)

0, whereM dependsonlyon E and A but not on s, and that log F~s~ = log r(S) = ([(s
-

1)e-t +

e-s ~e-tdt

1 - eFtJt

ST(s) > 0 A. In the

for the integralbeing uniformly convergent TY(s): e, s (90) was derivedfrom(89), we also find same manneras
(95) log F(s) =
[(sj,r00

1)et +

(1 +

-(1 + t)-1 dt t)8 ]t log (1 + t)

-

of of 14. Integrals Raabe and Binet. The integral Raabe'9 (96) flog F(s + a)da = s log s
1

s + log -'I7,

(s not on cut),

resultsmostreadilyfrom(76), whichgivesupon in egration flog F(s + a)da = s log s-s + log 2 + ,da

-(s
co o of

+ t)

vanishes,beingthe limitas n Here the double integral

18 Eq. (89) and (91) are due to Gauss (Jil), (90) to Dirichlet, P. G. L., Sur les integrales Euleriennes,Journ.f. Math., vol. 15 (1836), pp. 258-263 = Werke,vol. 1, pp. 271-278. The last of (93) was given by Legendre,A. M., Exercices de calcul int6gral,vol. 2 (1817), p. 45, and (94) and (95) by Cauchy, A. L., Exercices d'analyse et de physique mathematique, vol. 2 (Paris, 1841), p. 380. 19Raabe, J. L., Angendherte Bestimmungder Factorenfolge, etc., Journ.f. Math., vol. 25 (1843), pp. 146-159.

THE

THEORY

OF THE

GAMMA FUNCTION.

93

fdaf

P1(t
-

a)dt
-

fPI (t -a)da, + t
1)
-

and by (41), fPi(t

a)da = P2(t

P2(t)

0. Another proof

may be derivedby means of (J 3'): 0~~~~ 0~~~1 [lgn-itm')(~ Jlog P(s+a)da = lim J logr(n)+(s+a) log nn-E log(s + a~da] da log flog (s+a+) o) [lo 17(n)+ (s + =ourn
-

J(n) + (s + lim log =lim[logF(n) + (s +

nf-0

2)
2)

log n -

log (s + a)da

s log s -

log n- (s +n)log (s +n) + s log s + n] s + lim [log r(n)- (n - 2) log n + n],

n-00

as formula. We shall and the last limitis log -.2;7, is seen fromStirling's for a) for now derivean expression cw(s, similarto the integral log r(s) in (94). From (76) we obtain,since Pi(x) has the periodunity,
w(s, a)
= w n----) O

lim

fi7i(u-

du

lim
n-w

v=O

P(uu u S
+

da)u
V

and from(88), forTJ(s)> 0, 1 so that

w(s, a)
=

0
= e-(+u+v)tdt

lim
n-->

n-1I1 aoo
v=OO?

u +1

Ef du

Pi(u

a)e-(8+u+v)tdt

in may be XX, the orderofintegration the repeatedintegrals By theorem - x and inverted, sincePi(x) = - -X for-1 < x < O but Pi(x) = for0 < x < 1, we have
fPi(u
r1
-

a)e-utdu

)(a t[a

ra

u)e-tudu +
-t)e-t)

J(a +
I +eat]

1 -u)e-utdu

2-

by as is readilyseen upon integration parts,So that

no-I

w(s, a) = limZJ
=

r0oor/d

[(a

-2-)(1

-e-t)

e-at]e-(s+v)

00[ lim ~an0*o.41

e0

1 T?

l e-a ee]1

t
-

ent)e- t

dt

94

T. H. GRONWALL.

Exactly as in the proofof (89), we see that fort _ 0,

[a-i~
2

t+1-et]

eat

tt

for R(s) > 0, the limitingprocess may be perand that consequently, sign,so that finally20 underthe integral formed
(97) co(s, a)
a

Writing (98)

(a
=

T
-et

9(s)

> 0.

f(t, a)

(a

'

of in is this function holomorphic the neighborhood t = 0, and consequently

each termwill contain a negative for formula obtainingthis derivative, power of t as factor,and consequently-fd(t,a) - ? as t have therefore a kf (tja)<MfrMk for t _OO <
atk'

aIf (t, a) is bounded in this neighborhood. Using Leibniz's k

at

oo. We

where Mk is independent of t. Now integratingby parts in (97), we obtain (s, a)

a=
n 2
1

-1 +L

ak-1f(t, a) at

t e-8 +t=
8kJ

62m-2J

(t, a2m-2f a)
at2m-2

and since 9T(s) = s I cos 0 > 0 and the partial derivativesof f(t, a) are bounded,each termin the sum vanishesat the upperlimitand

--to (t, a) a92m-2f

E

_________

.10

at2m-2--e-8tdt
[dk-lf(t,

<
]

M2n-2e-I8IcoSe

tdt

lcoso
|h
j < 1

we see that
(99-a) (99) co(s, a)=E

atk~-1_

a)

h M2m-2 II i1m-lCoOS

a) expansionof co(s, for9(s) > 0, and (99) is an asymptotic Consequently whence coincidewith (78), musttherefore
[ak-lf(t, a) ]

Latk-i

(-

1)Ek(k)Ii3(k - 1)!Pk+l(a),

k = 1, 2,

we Using this in the expansionoff(t, a) by Taylor's theorem, obtain a identicalwith (49). whichis essentially formula
20 For

a = 0, this expressionis due to Binet

(J24).

THE

THEORY

OF THE

GAMMA FUNCTION.

95

It shouldbe notedthat thismethodof deriving asymptotic the expansion of co(s,a) only shows the expansion to be valid in the half-plane TJ(s)> 0, whereasthemethodof ? 12 is valid whens is noton the negative real axis. 15. The generalized Schaarintegral. To obtain this integral, shall we replaceeach termin the expression 24) (J
d_(s) _co

ds

1
(s
+ p)2

v=0

by an integralover a rationalfunction(instead of the exponential used in ?13). Lets = x+yiandx > O;then

rX.sdt

1 rX is s2 Jot2+ Jo2 at- y+ xi i fe t-y-X% 2 O 2

7r

t + y- xi~
( t+y)+x)
X2 (t +

X
x

(t

y) 2 + y) 2

y) 2 +2

dt dt
xY
-

log

(t

++X2 -i

arctan

i arctan +x Y ]

=2 u Now let a
=

+ ji and t > 0, then

-r(

_ S

whence

,fG( 2 (
~
u2) '

,-2

+-2

1
a=

8? +

rn
2C

t~dt
s2)(t2 +

i;J

(t2 +

T()

?s

,~~)>0
2

>

and thisis also trueforo- = 0, since the integral thenreducesto the prein cedingone. Differentiating respectto x, we obtain
(100)

(100)

(s +

1
u) 2=7J

___

(t2 + S2)2(t2 ? u2)

M2stdt

s> R(s) >

0,

T 0>0>
(o)

0,

and this is also trueforo- = 0. In factwe have 21 (101) | t2 s21 |(t2 + and fors=s
21 +

+I|s12)cos 0 for t a=

O. s = Is eo,

-2

< 2< 6,

0 , -2, A _js a Ieli, -2 + e I j j _ 6, the integrand (100) is consequently than in less I

I e,

Since
I s

I t2 +
12)2

S2 12 =

I t2 +

I s 12e2' 12 =

(t2 +

I s 12 cos 20)2 +

(I s 12 sin 20)2 =

(t2 +

Is 12)2 cos2 0

(t2 -

sinf2 0.

96

T.

H.

GRONWALL.

2At2

sin3 E(t2

62)3

so that the integral (100) is uniformlyconvergent in respect to s in the region considered, and theorem XXI is applicable; a similar proof applies to the case o- = 0. In order to obtain a formula applying to all values of ir-2e; s except those on the negative real axis, let us assume - r+2e=0 then we may determine an angle a such that+ e-2
Pe -fi, -

+ e =- a

-=

=2

7r

and

a2-e.

In (100) now replace s by se-i and o- by

=

where v is a positive integer or zero, and formthe sum from v to v = n - 1; we obtain _1 n-1d 2 f 1 2se3ait2

n
v0

(s +

v)2 ,2

Jo

(t2e2i

42 s2)2 '= t2e2ai +

d?

But by (101), t2e2f?

It2e2ai +

v _ (t2 +

2)

cos a v2
+

sin E, and for s

S2

=t2

+ S2e-2ai |

(t2 + I S 2) COS (0O)

62)sinE

consequently
|J

12(t2

fW 2se3ait2 E
(t2e24-ais2)2

1 t2e2ai +

,2

= sin3 E v

2-- I m1 . s
v2

(t2 +

t2dt
62)2

as n

o, since the last integral converges and I

1
00

is a convergent series; 1
+

therefore

1t

,
(8)

1
d(S + )2

2'
J(t2

2se
2ai

ait2
+

s2)2 1:t2e2ai

p2dt

But fromthe partial fractionexpansion of the cotangent it follows (see ? 8) that 0 1 2r 2t

V= t2 + p2 = e22re-1 + +
W,

and changing t into tea, we find

-

41)1(s)

(t2e2ai +

seaidt2
2)

21 ~~~~+

se2aitdt +
(t2e2ai + s2) 2

+ 4

Jo

(t2e

2ai

se2ait
+
S2)2

dt
e2-teoai_ 1

The firstof these integrals is found, by (100) for o- = 0, to equal 1/2S2, the value 1/sof the second is obtained by direct integration,and the third 6 as is seen from (100) and the fact s 8, converges uniformlyfor A | that

THE THEORY

OF THE

GAMMA FUNCTION. -Efor 0 <

97

-.

t< 1
12

(103)

e2,,teati

<

t2 sin3 efor

frt>

t >

Hence the application of theorem XXI to the third integral gives

1
s +

1
-

__

la xJ

2___i e

tdt
S'
e27ra

t2e2ai +

1 '

and integration in respect to x,

41 (S) =

log s

- -+cy)-2

1 + c(y)

2a

t2

eai

S2

tai

d -1

where we have denoted the integration constant by c(y). Now in. s = x + yi let x -* oo; then 0 = arctan y/x ->0, so that for any a where a e 7r/2 c and a has the same sign as y, we have Io - a I 7/2for x sufficiently large. Then, by (102) and (103)

IJ
as x

00
t2-2ai

e2ai

tdt
+
82
e-2rtea

<

1
12

sinE
->

(l

J0sin +J
tdt td_
<

dt

_dt
t2sinr3
)J

-* oo, and since also 41(s) - log s for all values of y. Consequently

0 by (84), it follows that c(y) = 0

41)(s) = (104)

log s-

-i -

2s 2f

aW

t2

e~ai+
< t7,

e2i

S2

e27rtea1i

0 and upon integration by parts

-

<a

(105)

4t(s) =

log s

?-+

1 C0 ~eai(S2
1
( e2ai

-+

t2 e2ai)a
2)2

log 1

(1

e-2,rti)dt.

Since I a I < sequently

w/2, we

have

I e-27rIea

e-27rtcosa

<
e-27rt

for t >
o

0, and

con-

(106)

log (1

e27teat)

00

e-27rte" V

C08a

log (1 -

e-27r

tcos

a);

log t for t

the last two expressions show that log (1 - e-27rteai) becomes infinite as -* 0 and vanishes as e-2rtcosa when t -) oo. Together with Since Ierteasin (27rt E)3 3! 1 _ 1
e2ftcoa
1 _e2fftsin e-1

_ either of 27rt e or sin

98

T. H. GRONWALL.

in uniformly respect in (102), thisshowsthat the integral (105) converges integrate and we may therefore considered, to s in the regionpreviously (105) in respectto x, obtaining 1 C0 se t2e2ai + s2 log (1,-ae-27')dt log r(s) = (s - ) log s -s + c(y) -

the last integral approaches zero as x - co, and from (76) and (78) log r(s) - (s - 1) + s -: log -12ir,so that c(y) equals the latter constant

it remarkson the logarithm followsthat From (102) and the preceding obtain and we finally log r(s) (107)
-

(s - 2) log s - s + log -27r 1 00 seai

+
2

t2e2e1

log (1

te)dt, e-27m

< -T)

a Ile

<

a2

Il <2

(s, where,by (76), the last integralequals W 0).23 Makings = 1 and a = 0 in (104) and (105), we obtaintwoexpressions24 forEuler's constant
C
=

+ 2Jt2
1
_

+1

tdt__ 12 log (1 --2rt)dt.

2

(108)
-

1
2

,lr

0(t2+

-+

expansionof w(s,0) from(107), we expand the To obtainthe asymptotic signin negativepowersof s: underthe integral first factor
seai t2e2ai m-i (2 k 1)

k-le(4k-3)
s2 k-i

ait2 k-2

(-

e(4m-3)ait2m-2 + S2)

S2m-3 (t2e2al

and obtain
7t(.1 W(s, 0)

)k =

2 k1

ec4k-3)ait2k-2

(+Rm

log (1 (1
log (1
-

-e

ta

)dt + RmY
)dt

= Rm

(-1

2m3

)m

1fo
Jr

e(4m-3)ait2m-2 t2e2ai + S2

that From (102) and (106) it follows

1 1
3 T

00
S 12

t2m-2

iS

log(1e2tcosa)dt

2ra

23 For a = 0, T(s) > 0, (107) is due to Schaar, Memoire sur les integraleseul'riennes et sur la convergenced'une certaine classe de series,Mem. Ac. Belgique, vol. 22 (1848), pp. 3-25. Journ. de l'cole Polytechn., cahier 24 Poisson, S. D., Memoire sur les int6gralesddfinies, 18 (1813), p. 305.

THE THEORY

OF THE

GAMMA FUNCTION.

99

or introducing t cos

as integration variable

R -=-:=1 s

Cos2m-la cos (O - a) * I 12m-1

1C

J -tn1lg(1-e')t log (1
- t2m-2

e2)d

Hence I s -2 I Rm I -* 0 as I s I < so and the expansionabove is asymp1s totic, so that it must coincide with (79) for a = 0. Expressing P2k(0) we in terms of Bk and identifyingcoefficients, thereforeobtain
(109)

2k- 1) .2k

Bk

e(4

k-3)att2k-2

log (1

e2wte

)dt;

making k = m, a = 0 and introducing in the last expression for I Rm | we find

Cos2m-1a cos (0a-a) I8 12m1 l).2m By choosing a for a given 0 so as to make the second denominator a maximum, this form of the remainder will frequently be much smaller than the one in (79).25 16. Sonin's form of the remainder in Stirling's formula. In the remainder term in w(s, 0) obtained at the end of the preceding paragraph, we now assume s real and positive and make a = 0, whence

(110)

R.mI

I(2rn-

Bm

1
or writingt = su,

__

t2M-2

82m-3 7J
= 1 0_

t2 + 82 lg1
_ _

e-2t du

(_ 1) M-R,
For s > 0, u > 0, 0 <
lo1

-leoru u2m-2.og1

*1 +

u2

e-2ru

< 1, and
X = E e-_2nsu
X0 e-2 n 7 (s+X) _ u ________
E

e2u

. e2n rku;

assuming X > 0, e2nnAu

is positive and increases with n, whence 1 ; > e2rku .

=

log 1-e-2

00 e-2n

r(s+A)

e2vAulog

1 e-2

r(s+A)

Now assume X so large that for every u O 0

25For further details on this point, compare Lindelof,Calcul des rdsidus,pp. 98-102.

100

T. H. GRONWALL.

(111) 1L
2m2l

1 + U2

then the last expression for Rmgives

> (-

1)m-1R,
1 C 2m-21

>

og1

_ -

-2(r(,+A)udu

and introducingthe new integration variables su in the firstand (s + X)u in the second of these integrals

1 S-2-l*1,(t2m-

-2

log l

11 -e_7--dt

> (-

1)m- Rm
X,)2m-l

(
J 7r,(
t2m-2log

> (s +

Making k = m and a = 0 in (109), it follows that

_Bm_

_e27rt

dt.

(2m-1)-2m

* s)m-1

M-

(2m - 1).2m

Bm

1 (s + X)2m-1

To secure as close a limitation of Rm as poss ble, we have to find the smallest value of X which will satisfy (111). It is clear that for this smallest value of X, the equality sign in (111) must obtain for one or more values of u besides u = 0, and consequently the smallest admissible value of X equals the maximum of
X =
_ u2) -* 2wr u log (1 +

This maximum must satisfy the equation

d(27 =-) du + U2log (1 + U2) + 1+u2u2
= ?

let
so that

f(u2)-=

2d(2wX)

du

1 2+u22-log 1+ U
=1_

(1 + u2),

1t(U2)

and consequently f(u2) increases for u < 1 and decreases for u > 1. But f(u2) = 0 can have for u small, f(u2) = u2 + *-- > 0, so that finally only one root, for which u > 1. The numerical calculation of this root gives 1 + u2 = 4.92154 ... and the correspondingvalue of X is 0.12808.**, so that we may now replace (80) by the following:

THE
'r-'

THEORY
(

OF

THE

GAMMA (-1)

FUNCTION.

101

(112)

wo(sO?)= Z(2k

- 1) .2k s2k1+(2m

1 ) k1Bk

1 mlBm, - 1) .2m (s + h) s > 0.

-

0 < h < 0.12808--,

series. The function r(1 17. Kummer's and Lerch's trigonometric is holomorphic for 0 < s < 1, and becomes infiniteas log 1/s when s and as og (1-s) as s 1, so that

s)
->

F(s) log r(1 - s) ds exists. Conse-

quently, this functionis expansible in a Fourier series (35) uniformlyconare given by (34): vergent for e c s _ 1 - E, where the coefficients
= an = 2

1og F(1 -r s) - cos 2nrsds, () lo10g

.

bn

= 2

1og rjagP(

- 2nFsds, sin - s)si2nd,

and replacing s by 1

s in the expression for any it is seen that

1 a-

=2 log jg

s) s) cos 2nsds=

-an

or an

we 0. To calculate bn, observethat,by (J 3'), F (1 -s)

r(s)

lim m2s-l
m-*oo

so that

(1-

+S

) (2 * s)*
..(M

(m

+S

s)

bn = lim log m*F

(2s - 1) sin 2n7rsds +

log (v - s) sin2nwsds
E log (v + s) sin 2nrsds

+
Integrating parts, by

m1
v=Oo

lo

J(2s
and taking E
-

1) sin2nwsds =

variables s and v + s respectively new integration as

log (v
-

s) sin 2nwsds =
-

I s sin Iog 2nwsds s sin 2n7rsds,

-j

flog
fv-F

v=O

log log (v + s) sin2nrsds

M-1

E log slog s sin 2n7rsds

log s sin 2nrsds,

102

T.

H.

GRONWALL.

whence
1b= lim [ _ log m
-

log s sin 2nlrsdsl,

and integrating last integral parts the by

b=
1
=

lim [Js 1-cos

r1/21

2nirsds
s

log

ml
mn + logn

lim

[Jo

cos

4mn7rs

ds-log

so that finally, replacingmnby m in the limit, where K

n + 2bn-=n1 fir (log
-r1/21 = limIl L m-> O
-

K),

cos
S

4mirs1 ds -log

m.

To calculate K, we shall replace the integralby one whichmay be evalterms. Observing uated in finite that
S
1 7r

sin irs

is holomorphic 0 _ s c for
'1/2

2,

we may write
1 -

1-

cos 4m7rs
S

r1/2

cos 4mr
sin 7rs
=

ds

11/2 fJ/2

(p(s)ds

f
{1

p(s) cos 4mrsds.

Now , / (s)d='1-_-p
L 1/2

~
tan s

s=1/2

= log

+ log2

log 27r -3 log 2,

]8?0

and integrating parts by

J1/2

(s) cos4mrsds =
=

------p(s)

sin 4mrs

=11i2
r/2 1 1fo 9'(s) sin 4mrsds

-40

as m

->

oo,

sinceso(s)and sp'(s)are holomorphic, therefore and bounded,in theinterval of integration. Consequently

THE

K =lim

'Ir

THEORY

OF THE

GAMMA FUNCTION.

103 g

1 -cos 4m~d rs

]+ -log m

log 27

and sincewe have

11-cosm1rCos 4mirs 2 =
sin 7rs
I

V=1

m sin

(2v -1)7rs,

is the integral readilyevaluated, giving K = im

E 2v - 1-log

m + log 27r- 3 log 2.

of By the definition Euler's constant,

E--2
as m
->

4m 2

log 4m -4 2C,

2m1

log 2m

and by subtraction, 2m 2 2_2v _1-log m -3 log2 ~ so that finally K = C + log 2r, and consequently
oo,

C,

r(s) P (1 -s)

log n + C + log 2s
1nirns

s1

But by (40) we have, for0 < s < 1 +nlg 2sin 2nrs = (C + log 27r)( and furthermore, (J 6), by
lglog(j s),

s)

2lg log(s)r(1

s)

log r(S) +

2 2

logsin 7 71S

whencewe obtain Kummer'sseries26 log r(s) + I logsin + (C + log 27r)(s=

flog

sin 2nws,

0 <S < 1, - s -- 1 - e. for convergent e the seriesbeinguniformly The differentiation by termof the series (113) gives a divergent term
26Kummer, E. E., Beitrag zur Theorie der Function r(x), Journ.f. Math., vol. 35 (1847), pp. 1-4.

104

T.

H.

GRONWALL.

series; a trigonometric expansion of 4'(s) is howeverfurnished the by following theorem:27 Let

f(x) =

00

=n

,n

sin 2r 2nwx

for be convergent 0 < x < 1; thenthe derivativeoff(x) is givenin this intervalby 0 X sin ir = (cn - cn+1) sin (2n + 1)irx, f(x) -- 1rn=O
__

for where co = 0, provided that the last series convergesuniformly e c x c 1- E, whereE is as small as we please. Writing g(x)
=
n0O N

Z (cn 00

cn+1)sin (2n + 1)7rx

Z (cn n=O
N
n=1

c,,1) sin (2n + 1)rx + RN,

1 NV+ - ECn
n=1

=E

cn sin (2n + 1)rx

Cn
*

sin (2n

1)rx +

RN

N
= n=I

2 sin rxcos 2nrx - CN+1 sin (2N + 1) rx +

RN,

where,on account of the uniform convergence, RN I may be made as I 1 - E by taking N sufficiently small as we please for Ec x large, we have sin wx betweenthe limitsE and x and integrating
n1snr

s-1n g(x)

1r

N
=

ECn

2r cos 2n7rx 7rCN+1 sin WX

sin (2N + 1) rx

sin irx' i x

rRN

. g(x)dx = e sin Wx

oX

n=1 n

(sin 2n7rx sin 2nwre)

Integrating parts, by
CN+1I

( r sin 1 ~CN,+ Cv~lJe

N+1

(2N + 1)drx + + d)x +

sin rx

RNdx. Jesin rx

rRN

sin (2N + 1) rx sinwrdx

2N
sin wx

cos (2N + 1)Ersin wr_ irX

cos (2N + 1)7x

27

cos cos (2N + 1)l7rx lrX

sin2i rx

Ann. Ec. Norm., d'une classe de series trigonometriques, Lerch, M., Sur la diff6rentiation ser. 3, vol. 12 (1895), pp. 351-361.

THE

THEORY

OF

THE

GAMMA

FUNCTION.

105 x c
-CN+1

and here the expressionin brackets is evidently bounded forec and all N. so that our integralvanishes as N Furthermore,
5111 rx -> ox,since

1-

then

2N+ 1

-4028.

IrR--d| <

sin

RN
irE

I dx

->O as N -4 oo

on account of the uniformconvergence of the series g(x), and we therefore have, letting N -4 oo,

F(sin lrXn(x)dx g Sin1f

n (sin 2n7rx- sin 2n7rE)=

f(x)

-f()

whence our proposition follows by differentiation. In the special case cn = log n/-r,

g(x) =-ZE log n+

7 n=1

n+

sin (2n + 1)urx,

and since log n+-is by (38)

positive and decreases as n increases, we have sin (2v + 1)7rx | 1- lrE fl sin *logfl+l

Zlog E log

so that the series g(x) converges uniformlyfor c x 1 - e. We may thereforeapply Lerch's theorem to (113) and obtain Lerch's series (1. c.) (114) ,p(s) sin irs + 2 cos 7rs+ (C + log 2r) sin irs 2 =Z
n=1

0 < s < 1, *sin (2n + 1) rs, n+1 the series being uniformlyconvergent for e c s _ 1 -e. It should be noted that this series is not a Fourier series according to the definition in ? 7. log CHAPTER III.

The Gamma function definedas a definite integral. 18. The Euler integralsof the first and second kind and theirelementary properties. In the preceding chapter, the various integrals connected
28This is an immediateconsequence of the convergenceof the series for f(x) in (0, 1) and the followingtheorem,due to Cantor: When Y, (an cos nx t bn sin nx) converges in an interval 0 (a, b), then an -4 0, b -4 0 as n -4 oo. We omit the proof,since we shall apply Lerch's theorem only to the case c, = log n/ir,where it is evident that cn+1/(2n + 1) -40 as n-> oo.

106

T. H. GRONWALL.

of with the Gamma function were derived fromthe definition r(s) as Euler's infinite product. As we shall now proceed to show, the same resultsmay also be obtainedby defining r(s) by meansofEuler's integral of the second kind (61) (115)

r(s)

e-jtt8-ldt,

9R(s) > 0.

As shown in ? 10, the integralconvergesuniformly e c 9R(s)_ A, for e is as small and A as large as we please, but does not converge where for to s SR(s) < 0. Since therefore mustbe restricted thehalf-plane 9R(s)> 0 throughout present the chapter, certainformulas(forinstance,the asymptotic expansionsin ? 12, whichwere there proved for all s not on the negativereal axis) will have a largerregionof validitythan that shown by the proofs be givenin the following. Integrating parts,we find to by
00 t=00

or (116)

e-tt'dt =

e-tt8 _t=Oe

+ s

we

e-tt-ldt = s fe-t-ldt,

r(s + 1) = sr(s),

of whichis one ofthe fundamental properties the Gamma function (J4a). By direct integration, (61) gives r(1) = 1, whence from (116), for a positiveintegraln, r(n) = (n - 1)! The formulas(62) and (63) (117) (118)
(s) = e-atta-ldt a >

0,

drP(s)
ds

e-tt81-

log tdt

are derivedfrom(115) exactlyas in ? 10. Euler's integral the first of kind is defined as
o .~~~~~~~~~ the new integration variable u introducing

ta-1( - t)P-'dt,

9Z(a) > 0,
=

9(3) > O; 1
u)a+

whence t = 1+us du.

we find (119)

t-1(1

t)-l

J (1 +

To express this integral in terms of the Gamma functionwe write a = 1 + u, s = a + j in (117):

THE THEORY

OF THE

GAMMA FUNCTION.
= (1 +

107

4
raw

e-(l+u)tta+P-ldt

r(a + i3)
U)a+9

from to oc, whichgives 0 by multiply u'-1du and integrate du

ra4 e-(+
)ta-ta9 e-(1")tualta+-ldt = r(a + fl)f (1 + u)a+ ua-1

to If we replacetheintegrand theleftby its absolutevalue (whichamounts by to replacinga and 13 theirreal parts), the new repeatedintegralconverges,since it equals the righthand memberwith9(a) and 9(,B) subreversethe stitutedfor a and 1; by theoremXXII, we may therefore and obtain in orderof integration the repeatedintegral

Udt Ue-(l+u)tUa-lta+-1du =
J0 J0 But by (117) and consequently

r(a + A)

UO ua-+ .~~~~~~~ U) (1 +

du.

a-1 ~~feutud~d J:e-utu du2

P(a) (o
ua-1 rx~~~~~ du)

r(a)f

ox e-tt-ldt =

r(a+ I+

(1 + u)a+U

or finally, using (115)

(120)

(120)

J(1+ u)a?+, Ax (1 +u _du = 1(a + 3) P(a)P(3)

9(a)

>

0,

T (1) >

0,

whichby (119), is equivalentto (71). To provethat (121) r()r(

- s)

sin s'

<9 (s) < 1,

on (whichis J 6 with a restriction SR(s)imposed by the methodof the present chapter), we make a = s, = 1 - s in (117), so that and showthat (122)
r(a + 1)
=

r(m) = 1,
0 < 9(s)

Udu

sins,

< 1.

for by The integralto the left convergesuniformly e c (s) _ 1 u theorem XIX, since u8-1/(1 + u) U u -1 for0 < u < 1 and Iu-31/(1 + u)
u-1

for u > 1, and the integrals

108

T.

H.

GRONWALL.

fuC-1du,

C-d

definesa both converge. By theoremXXIII, our integral therefore for function s whichis holomorphic 0 < SR(s) < 1, and the expression of in to the rightin (121) is also holomorphic the same region. To show it this thatbothsidesin (121) are equal throughout region, is consequently of to sufficient prove theirequality foran infinity values of s having at least one limitingvalue interiorto the region,for instance the values such that p < q. $ = (2p + 1)/2q, wherep and q are any positiveintegers to sufficient showthat Making u = t2q in (119), it is therefore Jol

Re0 tip
+ t2qdt

00 tip
=J2
1+t2qdt

q sin

2p+1 2q
-

(n and tn e-(2n+l)tiI2s (2 The roots of 1 + t = 0 are t2 = e+l)ti/2 1, *, q - 1), and decomposing into partial fraction,, we have
t2P _q
=

0,

n _An

where
An A-

1 + t~t 1

=o Vt - tn
1- tn21

+ t - tn t-4
An A

2qtn2q-1=

t2Pq

- qtn2P+l

2q

n 2p+1.

Now tntn= 1,
tn + tn =
-

2 cos

~2n+ 1

is real, and
t-tn

2q

hence
t - tn

2i

-sn

1 si 2n +

2q

An

t - tn

An

(An + An)t1

t2 - (tn + tn)t + 1

(Antn + Antn)

(An + An)(2t -tn - tn) t2 - (tn+ tn)t+ 1 1 +

(An-An)?(tn

2an dn
and

tn+

-tn)

tn

THE

THEORY

OF

THE

GAMMA

FUNCTION.

109

(t-tn Jty +

+ -n )dt = 2(An An) limlog t2 -(tn + t )t + 1

+

_
2(An
-An)(tn

-tn)

~~~1
tn

2i

-tn

tX
=

tn

arctan
L

tn

t=00

j t=-00

2i

iri(An 7r (-

n) =

27r9R(iAn)

2) ie(2n+l) (2p+1) fri/

so that finally
t2p 4-

dt T
q

E
= -

ie(2n+1)(2p+l)wii2q\ e2q(2p+l)7iI2q-1 2(2p+l)wi/2q

_ je(2p+l)rii2q

e~~~~~~

7r~~~2~l7i~ -i e(2p+-) *
1

i/2q

e-(2p+1)i/2q)

7r

. 2p+l1 s5n 2q

which proves our proposition.29

29 From (121) we may obtain the expansionin partial fractions /srSin of 7r8. For decomposing the integralin two with limits 0, 1 and 1, oo, and changingu into 1/u in the second of these we integrals, obtain sin7

JO
nO v(=+

1 +U
1)vuv+

du,

O < 9(s) < 1

1)n 1 +

and since it is seen that

7r
1

1
+U

n-I

8in r8

1)V

V=O s ? +

+ J~~~~n I U8+7-l
1) +.u

un-sd'

V=0 }' +1

$ +

For e

9?s)

e, we have
+ un-

I uno

du

<J

(ue+n-l+un-(l*))ds=

-40

as n-

, oc

and consequently
sinirs 8 + ,+ 0
+1-& .-0, +v+

110

T. H. GRONWALL.

In (120), we now make a

r(2s) =

r(s)2

CIUs81

u( + U)28du+
-

= s, obtaining Go u1 6 1

(1 + U)(sd

= 2

u U-1 1+ U)2sdu

u and writing = (1

tl/2)/(l + t1'2)

in the last integral, -(

P(2s)2= 22 -1 r7(2s) 2 2s- ot-'(l

- tOa-ldt = 1 2s'

+ r~)2(s) 1)

we by (119) and (120). Since (121) gives r(4) = '17r, obtain Legendre's (J13) formula
(123) r(s)r(s +
2) =

r1P(2s),

T(S) > 0.

productfor r(s). (s). The infinite for y6 19. Integrals replacelog t by the expression
iog t

In (118), we

w e-u

'-tu

du

obtainedfrom(87), and find

P'(s)
=

fdt

Go r4

e-tt-le

eu - e-tudu =
e roO

dt

f(t, u)du;

since e-u
so that

e-tuas t : 1, we have

If(t, u)

-=

4 e-tt-(8)-1

as t
rX

1), rX

J'dtf

r0

,s0

f(t,u) Idu =

fdtf
I
-

If(t,u) I du
e-tt(8)

dt

If(t,u) I du

dt

e'

-e

du

eu rX rX ~~~e-U_e-eu du dt e-tt(8)10-e

and performing the integrations in respect to u

Go

dtJ If(t,u) I du
00

=-J

e-tt(8)-l

log t dt +

J e-tt(8)1-log t dt.
G

in for 0 < S(s) < 1, but since the infiniteseries converges uniformly any finiteregion of the . s-plane to which the points s = 0, - 1, :1: 2, * are exterior,and consequentlythe series is a in functionof s holomorphic this region,the above equation is valid for all values of s distinct * from0, 1 1, :1:2, *- . Conversely,we may deduce this partial fractionexpansionfromthat of the cotangent by means of the identity 2/sin7rs = cot 7rs/2+ cot [7r(1- s)]/2, and then the above expansionof the integralgives us a new proofof (121).

THE THEORY

OF THE

GAMMA FUNCTION.

111

Bothofthelast integrals converge since9?(s) > 0; hencefdtif

(t,u) Idu

converges and by theorem XXII, we may reverse the orderofintegration in the repeatedintegral P'(s), whence for

'(s)

=J du
(uOO[

Goffta-i e--t du
[er(s)
Jt-

e-(l+u)tct du

-(1+u)8

Fr(s)

by (115) and (117), or finally, writing insteadof u in the integral, t (124)

= APt(S) r(s)

=f
(1)
=

(e-' - (1 + t)-8) t

9?() >0)

which is identical with (90). We now defineEuler's constant by the relation

(125) - C
=

'(1)

(e-t
-

(1 + t-1) dt

whenceby subtraction
I/'(s) + C
=

((i + t)-

(1 + 0-8) t

and replacing1 + t by et (126)

IP + C (s)
=

e-t

dt.

underthe integral Differentiating sign, dt +'e(s) = 1 te 1~ ~ ~ 1-e whereevidently 1- e < M fort O. so that forSR(s)
(127)

f0te-t e-t
1

dt

00M

Mte-dt

=f2

for Consequentlythe integralin (127) convergesuniformly S?(s)( so that the differentiation underthe integral signis legitimate theorem by XXI. We have 1es and
teaSt
=--

= Ze+t, X8V

2:

00te-t
te-

Ie 1e-

fol=

--t 1 s

teN(8) -t
-

et

-I

ta- (91(8)+^?

sincef 1

e-t dt convergesfor W(s) > 0, theoremXXII

cor.

112 gives

T.

H.

GRONWALL.

e +t1s)= v=O
=

te-(+,) tdt,

or evaluatingthe integrals means of (117) by

Z0(8?v)2dso(1+v
_

s+v)

$ for wherethe last seriesis uniformly convergent S(s) _ (, s l c A, since

1+

1
v

1
+ v

(1 +v)

Is-11

A+1
v I (1 + v)(E+v)-

A+1
V2

Is+

and consequently, rememberingthat t,'(1)= -C,

A(s) + C

4 +
4(

4 +)
8 _log 8 + V)

This may also be written d log r(s + 1) d

as as the last seriesbeinguniformly convergent before, is readilyseen by that and the expanding logarithm, sincefors = 0, r(s + 1) = 1, it follows

log r(s + 1) + Cs = (
For s = 1, we obtain,since r(2) = 1,
C

-log(1

?-)).

= E

00

-log(1 11+

+-))
+n-1 g )

=lim

of which is the definition Euler's constant given in J ? 1, and passing from logarithms to numbers, the preceding equation gives, since
r(s + 1) = sr(s), F(s)
1

= e s1s 11 (l
CST0

LS~a~ + -e-8V)

> 0.

Except forthe condition R(s) > 0, thisis the productformula(J 5). for 20. Integrals log r(s). Raabe's integral. In the same way as in the case of (89), we may showthat the integral(126) converges uniformly forSR(s)i E, I s I c A, and consequently

THE THEORY

OF THE

GAMMA FUNCTION.

113

(s - 1)6t'(1 + u(s

1)) + C(s-1)

f(s-1)

r0

e-t e- t U t (8-1)

dt

for A, 0 c u c 1. By theorem convergesuniformly St(s) e, | s | in XX, the integration respectto u betweenthe limits0 and 1 may thereunder the integralsign to the rightand gives, since forebe performed r (1) = 1,
log r(s) + C(s -1) For s
= =

(s-1)te-t +

e-8t

e-t

2 we obtain, since r(2) = 1,

ltilye-itn b Can mu
and multiplyingby (s (128) log F(s)
= -

1) and subtracting fromthe preceding equation,

-

J(s

1)e-t +

e Jt ]

9(s) > 0

whichis identicalwith (94) and is seen,as in the case of (89), to converge for 9?(s) e, | s l A. We shall now evaluate Raabe's uniformly integral

log r(s + a)da,

9?(s) > 0,

of on convergence (128), log r(s + a) is conwhere, accountoftheuniform tinuousfor9?(s)> 0 and O a_ 1. Fromlog I'(a) = log 12(1+ a) - log a and the existenceof exists. The integral I = flog
rJ(us+ a)da,

3 log ada it thereforefollowsthat 3 log I'(a)da

01 pl

where9?(s) small) may be A, 8 u c 1 (8 being arbitrarily , I sl integral differentiated underthe integralsign,since the resulting s{l(us + a)da for uniformly the values ofs and u considered. But integrating converges in respectto a and applying(116), we find

aI = s(log r(us + 1) - log ip(us)) = s log us,

whenceintegrating respectto u betweenthe limits0 and 1, in

114 log r(s + a)da Now, replacing a by 1 -a,

T.

H.

GRONWALL.

log r(a)da

slog usdu

s log s

s.

J log r(a)da
and consequently, applying (121)

log r1( - a)da

J log r(a)da

= 2
=

J (log r(a)

+ log r(1 - a))da

ir-

2 I

(log r - log sin ra)da = log

2j~ log sin rada.

o

To the last integral, we apply the formula sin 7a = 2 whence log sin irada = log 2 + = log 2 + 2 = log 2 + 2 = log 2 + 2 so that J'log sin rada =-log and and finally (129) 2 r

sin ira = 2
logsin

ira

sin

r(1+a) )da

log sin 2 da + log sin 7rada+ 2 log sin irada + 2 log sin irada,

(1+

log sin

+ 7ra) da

Il log sin rada

rlog r (a)da = log

- + I log2 = log 12r,

jlog

*1

r(s + a)da = s log s

s + log 2-,,

1(s) > 0.

We may obtain another expression for Raabe's integral by replacing s by s + ain (128):

(130)

logr(s + a) =I

(s + a -1

)eet

1-

e-

]t

THE THEORY

OF THE

GAMMA FUNCTION.

115

in 0 to and integrating respectto a from to 1; the integral the rightbeing in convergent respectto a from0 _ a c 1, we may perform uniformly underthe integralsign and obtain the integration
(131) flog

r(s + a)da =f;[(s

-)e-

-t

- 1-

e-t]'t

9?(s) > O.

of expansion log r(s+a) andV/(s+a). and integral theasymptotic 21. Binet's From (130) we subtract(131) and findby the aid of (129): log rI(s + a)
-

(s log s

s + log n27r) 0 - D)e-t = ,[(a

Js
coe-t -e-8t

from(87) we obtain
og

i~

- eS + t+1

e-s-at

-e-t ]dt T;

edt,

and multiplying a by
log r(s + a) = (s + a

-2
- 2)

fromthe precedingequation, and subtracting

log s
1'(
-

s + log is1-J7
1 em'at

e-Stdt

equations (97) and (98), Rewriting (132)

(133)

co(s a) ,

i(a

2
2

t + l -e t+ 1 e

') t

t'

by we findas in ? 14, upon successiveintegration parts in (132), (134) c(s, a) =

e-Et
]tkk ] + 2 - I
t2m-2

It is now proposed to show that this formulayields the asymptotic expansion (78) for 9?(s) > 0, and the proofwill be conducted without of any comparison (134) to (77) (since we have not establishedthe latter formulaby the methodsof the presentchapter). To this purpose,we for of note thatf(t, a) is a function a holomorphic 0 c a c 1, and may in convergent this be therefore expanded in a Fourier series uniformly interval f(t,a) =
=

x: cos 2n7ra+ (an

e2nria

bnsin 2n7ra)

+ +E (A

+ A-ne-2nfia),

116 where, by (34),

T.

H.

GRONWALL.

An= 2(an+ ibn)=J'f(ta)e2nwiada, =fJf(t, An=2(an-ibn) a)e-2nfriada,

From (133) we find
ao=2

f2(t,

a)da

= 0

and

An=

(a-

e_)e2nfriada
e(2ri )a]a=

1r 1

t L2nri
t (2n~ri

a=1 ae2nffia +

2nr -t Ja=o t L2n7ri -t

-e-t

Ja=o

2n7ri -

2n7ri(2n7ri -t)

Anis obtained fromthis by changing the sign of i, so that Go e-2n ria e2nrixt
(135) f(t,a) =
-E

+ 2n7ri(2n7ri t) + 1(

2n7ri(2n7ri -t)

Differentiatingterm by term in respect to t, which is legitimate since the series obtained are uniformlyconvergent for t : 0, it is seen that (136)

a f(t,a)
atk-1

-(k-1)!
-

El

((

1)c k-le2n7ria+ k +

*(2i

t)

2n~ri(2n~ri-t)

e-2n7ria

k/c

a and fromthe uniformconvergence for t _ 0 it follows that -1f(t, a) 40

as t-

oo. For t = 0, we obtain a) a k-1f(t, at JeI

= (=O

(k

1)!

E ~~~n=1

1)k-1e2n7ria e-2n7ria + (2n7ri) k+1

and comparing the cases k odd and k even separately to (42), we find

[a-f(t, a)k
Since I 2n7ri? t I f 82m-

1)k(k1)'2(k

1)!Pk+l(a).
-

it 2n7r, follows from (136) for k = 2m a)|< (2m

-

1 that

a) a2m!.-2f(ty
and for s =

2)! E

"O 2

(2n)2m

(2m

2) !P2m(O),

since 9?(s) > 0), s e' (- 7r/2 < 0 < 7r/2

THE THEORY

OF THE

GAMMA FUNCTION.

117
cotdt

"O a~-2f (t, a)

e-stdt <

(2m - 2) !P2m(O)fe181
-

=(2m

2)!

P2m(O) js ICos 0

all Introducing thisin (134), we finally obtain

(us, a) (137)
|h I<
= E-

1)k(k-)I2(k

1)!Pk+l(a)

(2m - 2)!P2m(O) h

1,

0 ca

< 1,

12

6 < 72r

which,except for the slightlydifferent formof the remainder term,is identicalto (78). We have W*(s, = log s a)
-

V(s + a) = (2-a) 2

1
s

(s, a) O9s

and by theorem to in XXI, it is legitimate differentiate respectto s under the integral signin (132), whence (138)
C)*(s, a) = (2 2

a) - + i so

tf(t,a)e-stdt,

T (s) > 0.

Integrating parts, and using (135) in the same manneras above, we by find
c*(s, a) = (1
-

a)

+ E

k=2

(-

1) (k-1)(k-2)2 (k

1)!Pk(a) S

(139)
hIh < 1,

+ (2m - 1)!P2m(O)*h 0 Pa
<

1,

<

<

'

whichdiffers from(84) onlyin the formof the remainder term. 22. The integrals Schaar and Landsberg. Let us first of assume s real and positive and replacef(t, a) in (132) by the series(135), so that
= co(s a)
-'

co 0

( ___eniaeni e2n~ria

an=

+ 2n-iri(2n-iri t) + 2n-7ri(2n-7rit))

e-2 n7ria

e..tdt.

Since I 2nri ?

I _ 2n-r,the absolute value of the gene-al termin the

seriesdoes not exceed ((2n)2

+ (2n

)2)

e-8t,

and the integral

118

T.

H.

GRONWALL.

JI 27r1n2e-Lt

E 27r2S

12

the beingconvergent, same is the case with

'-'

XXII cor.,we may therefore reversethe orderof integration By theorem in for and summation the expression w(s,a), and write
wo(s,a)

go (

L1

e-2n7wia e2nfia + 2n7ri(2n7ri -t) 2nri(2n~ri + t)

tdt.

=~l

e2nfria (' V e) ( 2n'ri(2n ri +

t) + 2n7ri(2n7ri-

e-2nfria

) e)
\

dt

in since s Replacing t by 2nirt/s each integral(this is a real substitution is real), we obtain

c) cos}a)=

lJo2nr ss+

20 e1

2nffia

e2nf ia

e2nfft

ti + s-ti)

-8dt

since Is i ti I s, the absolutevalue of each integrand does not exceed and the series (1/n7rs)e-2nw',

00 coe-2nff t EJ 7rsdt

W1

27rsEn2

the beingconvergent, same is the case withthe series

E -n=l

ti 2n7r(s + + + s-ti fli-s

+2I
+ti

)e-2nlr sdt.
)e2wt|d

again reverse the order of By theoremXXII cor., we may therefore in and integration wcs,a), whichgives summation
co(s, a) = Jo
2fl7 A

s-ti

)dt

the series and summing infinite

(4

(140)

(s, a)

7(

ti

log

-2 7r(t1

1
+a

-ti log 1 -

e-2r(t-ai)

dt.

Passing to the case of s complex,we may now writeforST(s) > 0

co(s, a) =
s

log 1

e-2f (t+ai)dt

(141)

(141)

+1

1 1 dt -~ ~~~~~~~~~~~~~~~+log 1

~~a)dt.

THE

THEORY

OF

THE

GAMMA

FUNCTION.

119

In fact, 1/(s + ti) and 1/(s - ti) are holomorphicin s for R(s) -, s j c A and t : 0; since j s i ti l e and
log 1l eg
e-27r(t=1ai)

-wta)=og

Cg

_e-2,w

(whichis seen by expansionin series,as in (106)), and furthermore 00 d 1 1 f log -e-2dt converges (the integrand becominginfinite log t fort -* 0 and vanishas ing as e-27rtfor t -+ co), both integralsin (141) convergeuniformly for s I c A. The applicationof theorem XXIII now showsthat E) I T(s) the rightside in (141) is a function s holomorphic T(s) > 0; the of for same beingthe case withcw(s, and both sides in (141) beingequal fors a), real and positive by (140), it followsthat the equality subsists in the entire half-plane ?(s) > 0. Writing1 - e-2fr(tIai) = rekei, have r2 = 1 e-2ert cos 27ra+ e47t we
0
=

and making (142)

sin 27ra arctan e2fft cos 2ra (1 - e-2rt cos 27ra+ e-4fr t), sin 27ra aretan e2ff-cos 2-a'

a1t(t, = 4-log a)

x(t, a)

= -

we findby a simplealgebraictransformation (141) of

(143)
co(s, a) =

C2tx (t a) dt -, ,28+'ta) t
J2o

Js2

+t2

dt

9 (s) > 0.

Differentiating (141) in respectto x = 9S(s), we find

(2 -a)

-co*(s,

a) =-(s,
-

)
8

(144)

i) 2 log 1-e-2

(t+ai) dt

(s X1 -

ti)2

log 1 -e-27rt-ai) dt; (

the differentiation underthe integralsign is legitimate theorem by XXI, since the integralsobtained convergeuniformly 9?(s) e, I s I A, for as is seen in exactlythe same way as forthe corresponding integralsin

120 0 < a < 1

-

T.

H.

GRONWALL.

by (141). Integrating parts in the formulajust obtained, we findfor

(s + 271J7 dt = [2ri
-

ti)'2

e-2(t+ai)

s+ tilog 1

e-2f ( t+ai)
1-2

termto the rightequals and the first

JOs+
2ei

IL

e-2ff (t+ai)

ti /

e27r(t+ai)

1 log (1 lo 2-ris 1-e-2,ff

-

2iras
ai)

=2-i

log ~2e ff.(1I2a)i

(/

2i

2is [w(4 - a)i + log (2 sin ra)]. The second integralin (144) is foundby changingthe sign of i, and we see finally that (t+ai) d 1 e-2ff ,a) = ?0 s + ti 1 - e-''tai)

(145)
or writing (146)

s0 Jo
a) alt'1(t, Xi(t, a)

00 1
ti
=e2fft
-

e-2r(t-ai)
* 1_e2r(t-ai)

dt, 9?(s) > 0, O < a < 1,

e-2fft

cos 2wa -

2 cos 2ra +

e2fft-

sin 2wa 2 cos 2ra + e-2wrt'

a) + Jo 2t4f1,(t, dt, s +td 82 + t2

(145) algebraically and transforming

(14) (147) c * s, a) wo*(s,)
=
=

2sx, (t, a) d 2dt s J 82 + t2

~(S) 9

() > 0.

(147) is also seen to be true fora = 0 by makinga = 0 in (143), differby entiatingin respectto x and integrating parts. In the special cases and we simplified, a = 0 and a = 2 these expressionsare considerably obtain
c(8, 0)
?) sO*(S'
W(S, 2)
=

=
-

('

s2+

2log 1

e irdtX 1

2t

dt

(148)

J8s2
7J

+ t2e2'f t.
S2 + 1 +

t2log

e-2wrdt'

@*(S,

2)

+1 82+ t e2irt

+2

2t e dt

THE THEORY

OF THE

GAMMA FUNCTION.

121

and (148) are due to Schaar,23 (143) and (147) to Landsberg.30 The integrals Usingthe identity
1
2 + t2k (1) k-lt2k-2
82k

(_

l)m-lt2m-2 + t2)

82m-2(82

in in (143) and (147), and proceeding the same manneras at the end of expansionswhichmust coincidewith (137) ? 15, thereresultasymptotic we coefficients, readilyobtain and (139). Comparing
P2k(a)

(2k 2

2)!f
p00

a1(t, a)t2 2dt

(149)2
P2k+l(a)

(2k
-

-1)

1(t, a)t2k-ldt, '

X

(2k-1j-,J' a)t2k-ldt X(tj

(2k) xi (t, a)t2kdt. !J2

e

series. Let s be real and trigonometric 23. Kummer's we thenobtain from(128)

log 1

1 -e

og

rF(s) -- s) s

0~ l0

e-st

1-et

e(-Btd

+ (2s -)e-t

by and subtracting (125) multiplied 2s - 1 (150) log 1(1s) + C(2s -1)

f+[e

t=e-t-)+

21

Jt]

We now have the Fourierexpansion

e-st

1-_ etz

~e-(l8) t2s

+ 1 + t = 2?+ Z(an

-1

ao00

cos 2nrs + bn sin 2nrs)

for uniformly convergent 0 _ s c 1 and a fixedvalue of t, since the left functionof s. It is seen from(34) that ao = 0 side is a holomorphic and that forn > 0
30 Landsberg,G., Sur un nouveau developpementde la fonctiongamma, M6m. Ac. Belgique, vol. 55 (1897).

122
an

T.

H.

GRONWALL.

+ ibn

2,(+

1+ t
t 2 + 2nwri t t

e2nriads

2 1-e-tL2nwri
_(2nri-t)

e-t+(2nvi+t)s-1

2=

2 re(2s-l)e2nsi8=1 + 1 + t( 2nwri

8=

2 2nri-t 8nri
4n27r2 +

2i n7r(1 + t)

t2

n(1

2i + t)'

so that
(151)
[

[e-st
1e-t

e-(l8)t
+
0

2s -1]
+

1
t t

,0
=

(t)

sin 2nws n7r

S- _1

where (152)
1 / Cn(t) =t4

2 +

27_2

t2-1+t

1+t4n22

2t

t2

positivevalue oft. We shallnowprovethat withn forany fixed increases termby term, to it is permissible substitute(151) in (150) and integrate or in otherwords,that

J7tEcv(t)
(

00 00

sin 2vwrS

r)

dt - 0

as

-*

oo

uniformlyfor e c s

e.

Writing ? sin 2yrS

so that

sin 2v7s
v7r

SV-

SV+1

it follows from (38) that for e _ s

1SI -v7r

-e

sin re'

by of the and from identity summation parts

n+p n+p Cv'(Sv' Sv'+,) =

v=ZS+l

I:

v=Z++l

I:

(Cv' -

CV-l)SY

CnSn+l

-Cn+p+lSn+p+l

we conclude,since c,(t)

c,+1(t) > 0 fort > 0, that

THE

THEORY

OF

THE

GAMMA

FUNCTION.
-

123

(13
(153)

|n~p P

c i1+ V(t)

tsin 2vrs c

sinr

.~

(c^(t)
,+

1 n+ 1
n(t) | + IcCn+p+l(t)|

L v~~1

From (152) we obtain (154)

('cn(t)dt
=

n+ p+1

t 12 [o4n2 2++ t2
00

and since cn(t) ' 0 as t 4n

t=o

2 log 2n7r,

r0 f
o

Cn(t) idt = J
* o

e/4n2,,2

Cn(t)dt

~~~~~~~~~~~~4n2ir2

Cn(t)dt

=2 log (1 +4 so that,by (153)

ZCv(t)

+ 2 log 2nr <4 log2n,

s2

dt< w sin

+2 log 2n~r+2 + n+ 1 +

log 2(n + p + 1)7r n+p +1

Letting p
00

-*

, and observing that log (1 +

= -' we finallysee that

_1)

<

and

00 00

sin 2vwrs

f((v=+t)

) dt

2 1 2log2nw rsin7rE( n+ n+1 )

*O as n

for uniformly e c s

1 - e. Substituting (151) in (150) and integrating termwiththe aid of (154), we findfor0 < s < 1 termby

log r(s) roa(

+ C(2s -1) s) +r

2l
e

nl
5 s

sin 2nwrs,

the series being uniformly convergent for

1 - e. Using (40) and (121) (the latter being identical with J 6), we now immediately obtain Kummer'sseries (113). to Additional note. Application complexintegration the theoryof of the Gamma function.We observed at the beginningof chapter III of is that whenthe Gamma function defined means of Euler's integral by to the second kind,we are therebyrestricted the regionof convergence is of thisintegral, viz.,the halfplane 9?(s) > 0. This difficulty overcome and othermoreadvanced parts of the by the use of complexintegration

124

T.

H.

GRONWALL.

theory of functions of a complex variable. The author's original intention to devote a fourth chapter to an exposition of these methods had to be abandoned through lack of space, and it was found feasible only to give the followingbriefreferencesto the literature. A paper by Birkhoff3'contains what is probably the shortest way of arriving at the main properties of the Gamma functionfromthe function theoretic point of view. Starting fromthe definition

+n F(s)== lim (o(s1) +1)+ n)' (s 8m(s + , n-;s)

p(s)
=

S8-1/2e-8

2w,

arc s < or,

which is essentially equivalent to (J 15), Birkhoff firstproves the formula (J 14) log r(s) = (s 2)

log s - s + log >I2w+ W(S)

with the Gudermann expansion of c)(s) (J 13) and the fundamental property of this function, viz. Ic)(s) I < K/p, where K is a constant and p the distance of s fromthe nearest point on the negative real axis. Next, the formula r(s) r (1 - s) = 7r/sin (J 6), the infinite products for 7rs r(s) (J 3 and 5), and Euler's integral of the firstkind are established, ic*(s) i < K/p2, Birkand after a digression on i/i(s) = log s -co*(s), hoff'spaper closes with the expression of Euler's integral of the firstkind in terms of the Gamma function (71 in the present paper). By the use of Cauchy's integral, a systematic study may be made of a whole class of summation formulas, containing that of Euler, and as an application, the formulas (76) and (82), Binet's integral (97) and those of Schaar (143, 147) may be derived froma common point of view, together with the various asymptotic expansions to which they lead. An excellent exposition of this aspect of the theory is given by Lindelof.32 Attention is finallycalled to an important paper by Mellin,33in which is set forththe intimate connection of the Gamma function with a large class of other transcendental functions (for instance, the Riemann Zeta function). The main purpose of Mellin's paper is however to apply the Gamma function to the systematic solution of a class of linear difference equations (the simplest case of which is solved in J ? 11) as well as to a corresponding class of linear differentialequations, the coefficientsof which are polynomials of the firstdegree.
31 Birkhoff, D., Note on the Gamma function, Bulletin Am. Math. Soc., vol. 20 (1913-14), G. pp. 1-10. 1905 (Collection Borel). 32 Lindel6f,E., Le calcul des residus,Paris, Gauthier-Villars, 33 Mellin, H., Abriss einer einheitlichenTheorie der Gamma- und der hypergeometrischen Funktionen,Math. Annalen, vol. 68 (1910), pp. 305-337.