1

EULER’S INFINITE LIMIT FOR GAMMA FUNCTIONS

For any real or complex ‘z’, the gamma function is defined as:

𝑛! 𝑛 𝑧
Γ 𝑧 = lim
𝑛→∞ 𝑧 𝑧 + 1 𝑧 + 2 − − − − − −(𝑧 + 𝑛)

Replacing 𝑧 by 𝑧 + 1 :

𝑛! 𝑛 𝑧+1
Γ 𝑧 + 1 = lim
𝑛→∞ 𝑧 + 1 𝑧 + 2 − − − − − −(𝑧 + 𝑛 + 1)

𝑧𝑛
Γ 𝑧 + 1 = lim Γ 𝑧
𝑛→∞ (𝑧 + 𝑛 + 1)
𝑧
= lim Γ 𝑧
𝑛→∞ 𝑧 1
𝑛+1+𝑛

Γ 𝑧+1 =𝑧Γ 𝑧

Γ 𝑧 = 𝑧−1 Γ 𝑧−1

EULER’S DEFINITE INTEGRAL FORM OF GAMMA FUNCTION

For a ‘z’ such that Re (z) >0, the gamma function is defined as the integral
∞

Γ 𝑧 = 𝑒 −𝑥 𝑥 𝑧−1 𝑑𝑥 −−− 1
0

Integrating by parts keeping 𝑥 𝑧−1 as the first function:

∞
∞
Γ 𝑧 = −𝑥 𝑧−1 𝑒 −𝑥 0 + 𝑧 − 1 𝑥 𝑧−2 𝑒 −𝑥 𝑑𝑥
0

-------(2)

Now

𝑥 𝑧−1
lim 𝑥 𝑧−1 𝑒 −𝑥 = lim =0
𝑥→0 𝑥→0 𝑒 𝑥
 2

𝑥 𝑧−1
lim 𝑥 𝑧−1 𝑒 −𝑥 = lim
𝑥→∞ 𝑥→∞ 𝑒 𝑥

𝑥 𝑧−1
= lim
𝑥→∞ 𝑥2 𝑥3 𝑥𝑧
1 + 𝑥 + 2! + 3! + − − − − 𝑧!

1
= lim
𝑥→∞ 1 1 1 𝑥
+ + − − − − − 𝑧!
𝑥 𝑧−1 𝑥 𝑧−2 2! 𝑥 𝑧−3

1
= =0
∞

Thus eqn (2) reduces to:

∞

Γ 𝑧 =0+ 𝑧−1 𝑥 𝑧−2 𝑒 −𝑥 𝑑𝑥

0

Γ 𝑧 = 𝑧−1 Γ 𝑧−1 −−− 3

Similarly

Γ 𝑧−1 = 𝑧−2 Γ 𝑧−2

It follows:

Γ 𝑧 = 𝑧−1 z−2 Γ 𝑧−2

Proceeding this step repeatedly:

Γ 𝑧 = 𝑧 − 1 z − 2 z − 3 … … 3.2. Γ 1

But
∞

Γ 1 = 𝑒 −𝑥 𝑥 1−1 𝑑𝑥
0

∞
∞
= 𝑒 −𝑥 𝑑𝑥 = −𝑒 −𝑥 0 = − 0−1 =1
0
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Therefore

Γ 𝑧 = 𝑧 − 1 z − 2 z − 3 … … 3.2.1

= 𝑧−1 !

or

Γ 𝑧 = 𝑧−1 Γ 𝑧−1

= 𝑧−1 ! − − − (4)

This is the fundamental property of gamma functions.

From above:

Γ 𝑧+1 = 𝑧Γ 𝑧

i.e.

𝑧! = 𝑧 𝑧 − 1 !

𝑧!
𝑧−1 !=
𝑧

For 𝑧 = 1

1!
1 − 1 ! = 0! = =1
1
For 𝑧=0

0! 1
0−1 ! = −1 ! = = → ∞
0 0

For 𝑧 = −1

−1 ! ∞
−1 − 1 ! = −2 ! = = → −∞
−1 −1
For 𝑧 = −2

−2 ! −∞
−2 − 1 ! = −3 ! = = → ∞
−2 −2
:

For 𝑧 = −𝑛
 4

𝑛
−𝑛 − 1 ! = −1 ∞

Hence we can evaluate negative factorials.

Ex. Prove that:

1 1
Γ = − ! = 𝜋
2 2

THE BETA FUNCTION

It is defined by the definite integral:

1

𝛽 𝑚, 𝑛 = 𝑥 𝑚 −1 1 − 𝑥 𝑛−1
𝑑𝑥 ; 𝑚, 𝑛 > 0
0

Symmetry property of 𝛽 function

𝛽 𝑚, 𝑛 = 𝑥 𝑚 −1 1 − 𝑥 𝑛−1
𝑑𝑥 𝑚, 𝑛 > 0
0

Substitute

𝑥 =1−𝑦

⟹ 𝑦 =1−𝑥

∴ limits of integral change as

𝑥=0 ; 𝑦=1

𝑥=1 ; 𝑦=0

&

𝑑𝑥 = −𝑑𝑦

Hence
 5

0
𝑚 −1
𝛽 𝑚, 𝑛 = 1−𝑦 𝑦 𝑛−1 – 𝑑𝑦
1

1
𝑚 −1
= 1−𝑦 𝑦 𝑛−1 𝑑𝑦
0

Since ‘y’ is a dummy variable

∴
1
𝑚 −1
𝛽 𝑚, 𝑛 = 1−𝑥 𝑥 𝑛−1 𝑑𝑥
0

or

𝛽 𝑚, 𝑛 = 𝛽 𝑛, 𝑚

Evaluation of Beta Function

1

𝛽 𝑚, 𝑛 = 𝑥 𝑚 −1 1 − 𝑥 𝑛−1
𝑑𝑥 𝑚, 𝑛 > 0
0

𝑛−1
Integrate by parts keeping 1 − 𝑥 as first function:

1 1
𝑛−1
𝑥𝑚 𝑛−2
𝑥𝑚
𝛽 𝑚, 𝑛 = 1−𝑥 + 𝑛−1 1−𝑥 𝑑𝑥
𝑚 0 𝑚
0

1
𝑛−1 𝑛−2
=0+ 1−𝑥 𝑥 𝑚 𝑑𝑥
𝑚
0

Integrating again by parts:

1
𝑛−1 𝑛−2 𝑛−3
𝛽 𝑚, 𝑛 = 1−𝑥 𝑥 𝑚 +1 𝑑𝑥
𝑚 𝑚+1
0

Continuing the process of integration and assuming ‘n’ is a positive integer

 6

1
𝑛 − 1 𝑛 − 2 … … 2.1
𝛽 𝑚, 𝑛 = 𝑥 𝑚 +𝑛−2 𝑑𝑥
𝑚 𝑚 + 1 … … . (𝑚 + 𝑛 − 2)
0

1
𝑛 − 1 𝑛 − 2 … … 2.1 𝑥 𝑚 +𝑛−1
=
𝑚 𝑚 + 1 … … . (𝑚 + 𝑛 − 2) 𝑚+𝑛−1 0

𝑛−1 !
=
𝑚 𝑚 + 1 ………. 𝑚 + 𝑛 − 2 𝑚 + 𝑛 − 1

If ‘m’ is also a +ve integer

𝛽 𝑚, 𝑛

𝑛 − 1 ! 1.2 … … 𝑚 − 2 𝑚 − 1
=
1.2 … … 𝑚 − 2 𝑚 − 1 𝑚 𝑚 + 1 … 𝑚 + 𝑛 − 2 (𝑚 + 𝑛 − 1)

or

𝑛−1 ! 𝑚−1 !
𝛽 𝑚, 𝑛 =
𝑚+𝑛−1 !

Transform equation of 𝛽 𝑚, 𝑛 :
1

𝛽 𝑚, 𝑛 = 𝑥 𝑚 −1 1 − 𝑥 𝑛−1
𝑑𝑥
0

Substitute
𝑦
𝑥=
𝑦+1

1 𝑑𝑦
1−𝑥 = & 𝑑𝑥 = 2
1+𝑦 1+𝑦

∴
∞
𝑦 𝑚 −1 1 𝑑𝑦
𝛽 𝑚, 𝑛 = 𝑚 −1 𝑛−1 2
1+𝑦 1+𝑦 1+𝑦
0
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∞
𝑦 𝑚 −1
𝛽 𝑚, 𝑛 = 𝑑𝑦
1 + 𝑦 𝑚 +𝑛
0

Relation between Beta and Gamma functions

Γ 𝑚 Γ 𝑛
𝛽 𝑚, 𝑛 =
Γ 𝑚+𝑛

Proof: Consider gamma function

∞

Γ 𝑚 = 𝑒 −𝑥 𝑥 𝑚 −1 𝑑𝑥
0

Substitute 𝑥 =𝜆𝑦

⟹ 𝑑𝑥 = 𝜆 𝑑𝑦

∴
∞

Γ 𝑚 = 𝑒 − 𝜆𝑦 𝜆𝑚−1 𝑦 𝑚 −1 𝜆 𝑑𝑦
0

∞
𝑚
=𝜆 𝑒 − 𝜆𝑦 𝑦 𝑚 −1 𝑑𝑦 −−− 1
0

⟹
∞
Γ 𝑚
𝑒 − 𝜆𝑦 𝑦 𝑚−1 𝑑𝑦 = − − − (2)
𝜆𝑚
0

Eqn (2) is called the transformation equation of gamma function.

Consider
∞

Γ 𝑚 = 𝜆𝑚 𝑒 − 𝜆𝑦 𝑦 𝑚 −1 𝑑𝑦
0
 8

Multiply both sides by 𝑒 −𝜆 𝜆𝑛−1 and integrating w.r.t 𝜆 between limits 0 & ∞

∞ ∞ ∞
−𝜆 𝑛−1
Γ 𝑚 𝑒 𝜆 𝑑𝜆 = 𝑒 −𝜆 1+𝑦
𝜆𝑚+𝑛−1 𝑑𝜆 𝑦 𝑚 −1 𝑑𝑦
0 0 0

……….(3)

But from the definition of gamma function:

𝑒 −𝜆 𝜆𝑛−1 𝑑𝜆 = Γ 𝑛
0

And from eqn (2)  transform eqn of gamma fn.

∞
Γ 𝑚+𝑛
𝑒 −𝜆 1+𝑦
𝜆𝑚 +𝑛−1 𝑑𝜆 =
1 + 𝑦 𝑚 +𝑛
0

Substitute these values in eq. (3)

∞
Γ 𝑚+𝑛
Γ 𝑚 Γ 𝑛 = 𝑦 𝑚 −1 𝑑𝑦
1 + 𝑦 𝑚 +𝑛
0

∞
y m−1
=Γ 𝑚+𝑛 𝑑𝑦
1 + 𝑦 𝑚 +𝑛
0

From transformation equation of 𝛽 𝑚, 𝑛 this gives:

Γ 𝑚 Γ 𝑛 = Γ 𝑚 + 𝑛 𝛽 𝑚, 𝑛

Γ 𝑚 Γ 𝑛
𝛽 𝑚, 𝑛 =
Γ m+n