The gamma and the beta function

As mentioned in the book [1], see page 6, the integral representation (1.1.18) is often taken
as a definition for the gamma function (z). The advantage of this alternative definition is
that we might avoid the use of infinite products (see appendix A).
Definition 1.

Z
(z) =

et tz1 dt,

Re z > 0.

(1)

From this definition it is clear that (z) is analytic for Re z > 0. By using integration by
parts we find that
Z
Z
 Z
z
t
t z 
t z
et dtz
t de = e t  +
e t dt =
(z + 1) =
0
0
0
0
Z
et tz1 dt = z(z), Re z > 0.
= z
0

Hence we have
Theorem 1.
(z + 1) = z(z),
Further we have

(1) =

Re z > 0.

t 

dt = e 

(2)

= 1.

(3)

Combining (2) and (3), this leads to

(n + 1) = n!,

n = 0, 1, 2, . . . .

(4)

The functional relation (2) can be used to find an analytic continuation of the gamma
function for Re z 0. For Re z > 0 the gamma function (z) is defined by (1). The functional
relation (2) also holds for Re z > 0.
Let 1 < Re z 0, then we have Re (z + 1) > 0. Hence, (z + 1) is defined by the integral
representation (1). Now we define
(z) =

(z + 1)
,
z

1 < Re z 0,

z 6= 0.

Then the gamma function (z) is analytic for Re z > 1 except z = 0. For z = 0 we have
lim z(z) = lim (z + 1) = (1) = 1.

z0

z0

This implies that (z) has a single pole at z = 0 with residue 1.

This process can be repeated for 2 < Re z 1, 3 < Re z 2, etcetera. Then
the gamma function turns out to be an analytic function on C except for single poles at
z = 0, 1, 2, . . .. The residue at z = n equals
(z + 1)
1 1
1
(z + n + 1)
= lim (z + n)

zn
zn
z
zz+1
z+n1
z+n
(1)
(1)n
=
, n = 0, 1, 2, . . . .
=
(n)(n + 1) (1)
n!

lim (z + n)(z) =

zn

lim (z + n)

As indicated in the book [1], see page 8, the limit formula (1.1.5) can be obtained from
the integral representation (1) by using induction as follows. We first prove that
Z 1
n!
(1 t)n tz1 dt =
(5)
(z)n+1
0
for Re z > 0 and n = 0, 1, 2, . . .. Here the shifted factorial (a)k is defined by
Definition 2.
(a)k = a(a + 1) (a + k 1),

k = 1, 2, 3, . . .

and

(a)0 = 1.

(6)

In order to prove (5) by induction we first take n = 0 to obtain for Re z > 0

Z 1
tz 1 1
0!
z1
.
t
dt =  = =
z
z
(z)
0
1
0
Now we assume that (5) holds for n = k. Then we have
Z 1
Z 1
Z 1
Z 1
k+1 z1
k z1
k z1
(1 t) t
dt =
(1 t)(1 t) t
dt =
(1 t) t
dt
(1 t)k tz dt
0

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

=
(z + k + 1 z) =
,
(z)k+1 (z + 1)k+1
(z)k+2
(z)k+2

which is (5) for n = k + 1. This proves that (5) holds for all n = 0, 1, 2, . . ..
Now we set t = u/n into (5) to find that
Z n
Z n
u n z1
1
n!
u n z1
n! nz
1

u
du
=
=
1

u
du
=
.
nz 0
n
(z)n+1
n
(z)n+1
0
Since we have
lim

we conclude that

(z) =

u n
= eu ,
n
n! nz
.
n (z)n+1

eu uz1 du = lim

The beta function B(u, v) is also defined by means of an integral:

Definition 3.
Z
B(u, v) =

tu1 (1 t)v1 dt,

Re u > 0,

Re v > 0.

(7)

This integral is often called the beta integral. From the definition we easily obtain the
symmetry
B(u, v) = B(v, u),
(8)
since we have by using the substitution t = 1 s
Z 1
Z 0
Z
u1
v1
u1 v1
B(u, v) =
t (1 t)
dt =
(1 s) s
ds =
0

sv1 (1 s)u1 ds = B(v, u).

The connection between the beta function and the gamma function is given by the following theorem:
2

Theorem 2.
B(u, v) =

(u)(v)
,
(u + v)

Re u > 0,

Re v > 0.

(9)

In order to prove this theorem we use the definition (1) to obtain

Z Z
Z
Z
s v1
t u1
e(t+s) tu1 sv1 dt ds.
e s
ds =
e t
dt
(u)(v) =
0

Now we apply the change of variables t = xy and s = x(1 y) to this double integral. Note
that t + s = x and that 0 < t < and 0 < s < imply that 0 < x < and 0 < y < 1.
The Jacobian of this transformation is


 y
(t, s)
x 

= xy x + xy = x.
=
(x, y)  1 y x 


 (t, s) 
 dx dy = x dx dy. Hence we have
Since x > 0 we conclude that dt ds = 
(x, y) 
Z 1Z
(u)(v) =
ex xu1 y u1 xv1 (1 y)v1 x dx dy
0
0
Z
Z 1
x u+v1
=
e x
dx
y u1 (1 y)v1 dy = (u + v)B(u, v).
0

This proves (9).

There exist many useful forms of the beta integral which can be obtained by an appropriate
change of variables. For instance, if we set t = s/(s + 1) into (7) we obtain
Z 1
Z
u1
v1
B(u, v) =
t (1 t)
dt =
su1 (s + 1)u+1 (s + 1)v+1 (s + 1)2 ds
0
0
Z
su1
=
ds, Re u > 0, Re v > 0.
(s + 1)u+v
0
This proves
Theorem 3.
Z
B(u, v) =
0

su1
ds,
(s + 1)u+v

If we set t = cos2 into (7) we find that

Z
Z 1
u1
v1
B(u, v) =
t (1 t)
dt = 2
0

Re u > 0,

Re v > 0.

(10)

(cos )2u2 (sin )2v2 cos sin d

/2

/2

(cos )2u1 (sin )2v1 d,

= 2

Re u > 0,

Re v > 0.

Hence we have
Theorem 4.
Z
B(u, v) = 2

/2

(cos )2u1 (sin )2v1 d,

Re u > 0,

Re v > 0.

(11)

Finally, the substitution t = (s a)/(b a) in (7) leads to

Z

tu1 (1 t)v1 dt

B(u, v) =
0

(s a)u1 (b a)u+1 (b s)v1 (b a)v+1 (b a)1 ds

a
Z b
uv+1
(s a)u1 (b s)v1 ds, Re u > 0, Re v > 0.
= (b a)
=

Hence we have
Theorem 5.
Z b
(s a)u1 (b s)v1 ds = (b a)u+v1 B(u, v),

Re u > 0,

Re v > 0.

(12)

The special case a = 1 and b = 1 is of special interest as we will see later:

Z 1
(1 + s)u1 (1 s)v1 ds = 2u+v1 B(u, v), Re u > 0, Re v > 0.
1

The different forms for the beta function have a lot of consequences. For instance, if we
set u = v = 1/2 in (9) we find that
B(1/2, 1/2) =

(1/2)(1/2)
= {(1/2)}2 .
(1)

On the other hand, we have by using (11)

/2

d = 2

B(1/2, 1/2) = 2
0

This implies that

(1/2) =

= .
2

(13)

By using the transformation x2 = t we now easily obtain the value of the normal integral
Z
Z
Z

2
2
ex dx = 2
ex dx =
et t1/2 dt = (1/2) = .
(14)

The combination of (9) and (11) can be used to compute integrals such as
Z

/2

(cos )5 (sin )7 d =

1
1 (3)(4)
1 2! 3!
1
2
1
B(3, 4) =
=
=
=
,
2
2
(7)
2 6!
2 456
120

/2

(cos )7 (sin )4 d =

1
1 (4)(5/2)
1
B(4, 5/2) =
=
2
2
(13/2)
2

1
6 24
16

=
2 5 7 9 11
1155
4

5
2

3!
92
7
2

11
2

and
/2

1
1 (5/2)(7/2)
B(5/2, 7/2) =
2
2
(6)
5 3 1
(1/2) 2 2 2 (1/2)
3
5 32
3
= 6
= 9 =
.
5!
2 2345
2
512

(cos )4 (sin )6 d =

3
2

1
2

Another important consequence of (9) and (11) is Legendres duplication formula for the
gamma function:
Theorem 6.

(z)(z + 1/2) = 212z (2z),

Re z > 0.

(15)

In order to prove this we use (11) and the transformation 2 = to find that
Z /2
Z /2
2z1
2z1
12z
(sin 2)2z1 d
(cos )
(sin )
d = 2 2
B(z, z) = 2
0

= 212z

(sin )2z1 d = 212z 2

/2

(sin )2z1 d = 212z B(z, 1/2).

Now we apply (9) to obtain

(z)(z)
(z)(1/2)
= B(z, z) = 212z B(z, 1/2) = 212z
,
(2z)
(z + 1/2)

Re z > 0.

Finally, by using (13), this implies that

(z)(z + 1/2) = 212z (2z),

Re z > 0.

This proves the theorem.

Legendres duplication formula can be generalized to Gausss multiplication formula:
Theorem 7.
(z)

n1
Y

(z + k/n) = n1/2nz (2)(n1)/2 (nz),

n {1, 2, 3, . . .}.

(16)

k=1

The case n = 1 is trivial and the case n = 2 is Legendres duplication formula.

Another property of the gamma function is given by Eulers reflection formula:
Theorem 8.

, z 6= 0, 1, 2, . . . .
(17)
sin z
This can be shown by using contour integration in the complex plane as follows. First we
restrict to real values of z, say z = x with 0 < x < 1. By using (9) and (10) we have
Z x1
t
(x)(1 x) = B(x, 1 x) =
dt.
t+1
0
(z)(1 z) =

In order to compute this integral we consider the contour integral

Z x1
z
dz,
C 1z
5

where the contour C consists of two circles about the origin of radii R and  respectively,
which are joined along the negative real axis from R to . Move along the outer circle
with radius R in the positive (counterclockwise) direction and along the inner circle with
radius  in the negative (clockwise) direction. By the residue theorem we have
Z x1
z
dz = 2i,
C 1z
when z x1 has its principal value. This implies that
Z
Z
Z
Z
z x1
z x1
z x1
z x1
dz +
dz +
dz +
dz,
2i =
C2 1 z
C3 1 z
C4 1 z
C1 1 z
where C1 denotes the outer circle with radius R, C2 denotes the line segment from R to ,
C3 denotes the inner circle with radius  and C4 denotes the line segment from  to R.
Then we have by writing z = Rei for the outer circle
Z
Z x1 i(x1) 
 Z iRx eix
z x1
R e
i
=
dz =
d Re
d.
i
1 Rei
1 Re
C1 1 z

In the same way we have by writing z = ei for the inner circle
Z x ix
Z
i e
z x1
dz =
d.
1

z
1
ei

C3
For the line segment from R to  we have by writing z = t = tei
Z  x1 i(x1)
Z  x1 ix
Z


t e
t e
z x1
i
dz =
d te
=
dt.
1+t
1+t
R
R
C2 1 z
In the same way we have by writing z = t = tei
Z
Z R x1 ix
z x1
t e
dz =
dt.
1+t
C4 1 z

Since 0 < x < 1 we have
Z
iRx eix
lim
d = 0
R 1 Rei
Hence we have
Z
2i =

Z
and

0 x1 ix
t e

1+t

lim
0

ix eix
d = 0.
1 ei

x1 ix
t e

Z
dt +
0

1+t

dt,

or
ix

2i = e

ix

Z
0

tx1
dt
1+t

Z
=
0

tx1
2i

dt = ix
=
.
ix
1+t
e e
sin x

This proves the theorem for real values of z, say z = x with 0 < x < 1. The full result follows
by analytic continuation. Alternatively, the result can be obtained as follows. If (17) holds
for real values of z with 0 < z < 1, then it holds for all complex z with 0 < Re z < 1 by
6

analyticity. Then it also holds for Re z = 0 with z 6= 0 by continuity. Finally, the full result
follows for z shifted by integers using (2) and sin(z + ) = sin z. Note that (17) holds for
all complex values of z with z 6= 0, 1, 2, . . .. Instead of (17) we may write
1
sin z
=
,
(z)(1 z)

(18)

which holds for all z C.

Now we will prove an asymptotic formula which is due to Stirling. First we define
Definition 4. Two functions f and g of a real variable x are called asymptotically equal,
notation
f (x)
f g for x , if
lim
= 1.
x g(x)
Now we have Stirlings formula:
Theorem 9.

(x + 1) xx+1/2 ex 2,

x .

(19)

Here x denotes a real variable. This can be proved as follows. Consider

Z
(x + 1) =
et tx dt,
0

where x R. Then we obtain by using the transformation t = x(1 + u)

Z
Z
x(1+u) x
x
x+1 x
(x + 1) =
e
x (1 + u) x du = x e
exu (1 + u)x du
1
1
Z
= xx+1 ex
ex(u+ln(1+u)) du.
1

The function f (u) = u + ln(1 + u) equals zero for u = 0. For other values of u we have
f (u) < 0. This implies that the integrand of the last integral equals 1 at u = 0 and that this
integrand becomes very small for large values of x at other values of u. So for large values of
x we only have to deal with the integrand near u = 0. Note that we have
1
f (u) = u + ln(1 + u) = u2 + O(u3 )
2

for u 0.

This implies that

Z

x(u+ln(1+u))

e
1

If we set u = t

du

2 /2

exu

du for x .

p
2/x we have by using the normal integral (14)
Z
Z t2

2
exu /2 du = x1/2 2
e dt = x1/2 2.

Hence we have

(x + 1) xx+1/2 ex 2,

which proves the theorem.

7

x ,

Note that Stirlings formula implies that

n! nn en 2n for n
and that

(n + a)
nab
(n + b)

for n .

The theorem can be extended for z in the complex plane:

Theorem 10. For > 0 we have

(z + 1) z z+1/2 ez 2

for

|z|

with

| arg z| .

(20)

Stirlings asymptotic formula can be used to give an alternative proof for Eulers reflection
formula (17) for the gamma function. Consider the function
f (z) = (z)(1 z) sin z.
Then we have
f (z + 1) = (z + 1)(z) sin (z + 1) = z(z)

(1 z)
sin z = f (z).
z

Hence, f is periodic with period 1. Further we have

lim f (z) = lim (z)(1 z) sin z = lim (z + 1)(1 z)

z0

z0

z0

sin z
= ,
z

(21)

which implies that f has no poles. Hence, f is analytic and periodic with period 1. Now we
want to apply Liouvilles theorem for entire functions, id est functions which are analytic on
the whole complex plane:
Theorem 11. Every bounded entire function is constant.
Therefore, we want to show that f is bounded. Since f is periodic with period 1 we consider
0 Re z 1, say z = x + iy with x and y real and 0 x 1. Then we have
sin z =

eiz eiz
1
i
eiz = eiz
2i
2i
2

for y .

Now we apply Stirlings formula to obtain

i

f (z) = (z)(1 z) sin z z z1/2 ez 2 (z)z+1/2 ez 2 eiz .

2
For y > 0 we have z/z = ei . Hence, f (z) for y . This implies that f is bounded.
So, Liouvilles theorem implies that f is constant. By using (21) we conclude that f (z) = ,
which proves Eulers reflection formula (17) or (18).
Stirlings formula can also be used to give an alternative proof for Legendres duplication
formula (15). Consider the function
g(z) = 22z1

(z)(z + 1/2)
.
(1/2)(2z)
8

Then we have by using (2)

g(z + 1) = 22z+1

(z + 1)(z + 3/2)
z(z)(z + 1/2)(z + 1/2)
= 22z+1
= g(z).
(1/2)(2z + 2)
(1/2)(2z + 1)2z(2z)

Further we have by using (13) and Stirlings asymptotic formula (20)

z1/2 ez 2 z z ez 2
2z1 z
g(z) 2
2z1/2 2z1/2 2z = 1.
2
z
e
2
This implies that
lim g(z + n) = 1,

also for integer values for n. On the other hand we have g(z + n) = g(z) for integer values of
n. This implies that g(z) = 1 for all z. This proves (15).

Finally we have the digamma function (z) which is related to the gamma function. This
function (z) is defined as follows.
Definition 5.

0 (z)
d
=
ln (z), z 6= 0, 1, 2, . . . .
(22)
(z)
dz
A property of this digamma function that is easily proved by using (2) is given by the following
theorem:
(z) =

Theorem 12.

1
(z + 1) = (z) + .
z

(23)

By using (2) we have

d
d
d
d
1
ln (z + 1) =
ln (z(z)) =
ln z +
ln (z) = + (z).
dz
dz
dz
dz
z
This proves the theorem. Iteration of (23) easily leads to
(z + 1) =

Theorem 13.
1
1
1
+
+ ... +
,
z z+1
z+n1
Another property of the digamma function is given by
(z + n) = (z) +

n = 1, 2, 3, . . . .

(24)

Theorem 14.

, z 6= 0, 1, 2, . . . .
tan z
The proof of this theorem is based on (17). We have
(z) (1 z) =

(z) (1 z) =
=

(25)

d
d
d
ln (z) +
ln (1 z) =
ln ((z)(1 z))
dz
dz
dz
d

sin z 2 cos z

ln
=

=
.
2
dz sin z

tan z
(sin z)

References
[1] G.E. Andrews, R. Askey and R. Roy, Special Functions. Encyclopedia of Mathematics and its Applications 71, Cambridge University Press, 1999.