incomplete gamma functions

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1: 8.23 Statistical Applications

§8.23 Statistical Applications

►The functions $P(a,x)$ and $Q(a,x)$ are used extensively in statistics as the probability integrals of the gamma distribution; see Johnson et al. (1994, pp. 337–414). …In queueing theory the Erlang loss function is used, which can be expressed in terms of the reciprocal of $Q(a,x)$; see Jagerman (1974) and Cooper (1981, pp. 80, 316–319).

2: 8.16 Generalizations

§8.16 Generalizations

►For a generalization of the incomplete gamma function, including asymptotic approximations, see Chaudhry and Zubair (1994, 2001) and Chaudhry et al. (1996). …

3: 8.24 Physical Applications

§8.24 Physical Applications

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§8.24(i) Incomplete Gamma Functions

►The function $\gamma (a,x)$ appears in: discussions of power-law relaxation times in complex physical systems (Sornette (1998)); logarithmic oscillations in relaxation times for proteins (Metzler et al. (1999)); Gaussian orbitals and exponential (Slater) orbitals in quantum chemistry (Shavitt (1963), Shavitt and Karplus (1965)); population biology and ecological systems (Camacho et al. (2002)). …

4: 7.16 Generalized Error Functions

… ►These functions can be expressed in terms of the incomplete gamma function $\gamma (a,z)$ (§8.2(i)) by change of integration variable.

5: 8.2 Definitions and Basic Properties

§8.2 Definitions and Basic Properties

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§8.2(ii) Analytic Continuation

►In this subsection the functions $\gamma$ and $\mathrm{\Gamma }$ have their general values. ►The function ${\gamma }^{\ast }(a,z)$ is entire in $z$ and $a$. … ►

§8.2(iii) Differential Equations

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6: 6.11 Relations to Other Functions

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Incomplete Gamma Function

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6.11.1 $$E_1\left(z\right)=\mathrm{\Gamma }(0,z).$$

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Symbols:

$E_1\left(z\right)$: exponential integral, $\mathrm{\Gamma }(a,z)$: incomplete gamma function and $z$: complex variable

A&S Ref:

5.1.45 (special case of)

Referenced by:

§6.11

Permalink:

http://dlmf.nist.gov/6.11.E1

Encodings:

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See also:

Annotations for §6.11, §6.11 and Ch.6

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7: 8.22 Mathematical Applications

§8.22 Mathematical Applications

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§8.22(i) Terminant Function

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§8.22(ii) Riemann Zeta Function and Incomplete Riemann Zeta Function

►The function $\mathrm{\Gamma }(a,z)$, with $|\mathrm{ph}a|\le \frac{1}{2}\pi$ and $\mathrm{ph}z=\frac{1}{2}\pi$, has an intimate connection with the Riemann zeta function $\zeta \left(s\right)$ (§25.2(i)) on the critical line $\mathrm{\Re }s=\frac{1}{2}$. See Paris and Cang (1997). …

8: 8.7 Series Expansions

§8.7 Series Expansions

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8.7.2 $$\gamma (a,x+y)-\gamma (a,x)=\mathrm{\Gamma }(a,x)-\mathrm{\Gamma }(a,x+y)={\mathrm{e}}^{-x}{x}^{a-1}\sum _{n=0}^{\mathrm{\infty }}\frac{{\left(1-a\right)}_n}{{(-x)}^n}(1-{\mathrm{e}}^{-y}{e}_n(y)),$$ .

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Symbols:

${\left(a\right)}_n$: Pochhammer’s symbol (or shifted factorial), $\mathrm{e}$: base of natural logarithm, $\mathrm{\Gamma }(a,z)$: incomplete gamma function, $\gamma (a,z)$: incomplete gamma function, $x$: real variable, $a$: parameter, $n$: nonnegative integer and $e_n(z)$: functions

A&S Ref:

6.5.30

Permalink:

http://dlmf.nist.gov/8.7.E2

Encodings:

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See also:

Annotations for §8.7 and Ch.8

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8.7.4 $$\gamma (a,x)=\mathrm{\Gamma }\left(a\right)x^{\frac{1}{2}a}{\mathrm{e}}^{-x}\sum _{n=0}^{\mathrm{\infty }}{e}_n(-1)x^{\frac{1}{2}n}{I}_{n+a}\left(2x^{1/2}\right),$$ $a\ne 0,-1,-2,\mathrm{\dots }$.

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Symbols:

$\mathrm{\Gamma }\left(z\right)$: gamma function, $\mathrm{e}$: base of natural logarithm, $\gamma (a,z)$: incomplete gamma function, $I_{\nu }\left(z\right)$: modified Bessel function of the first kind, $x$: real variable, $a$: parameter, $n$: nonnegative integer and $e_n(z)$: functions

Permalink:

http://dlmf.nist.gov/8.7.E4

Encodings:

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See also:

Annotations for §8.7 and Ch.8

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8.7.6 $$\mathrm{\Gamma }(a,x)=x^a{\mathrm{e}}^{-x}\sum _{n=0}^{\mathrm{\infty }}\frac{L_n^{(a)}\left(x\right)}{n+1},$$ $x>0$, .

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Symbols:

$L_n^{(\alpha )}\left(x\right)$: Laguerre (or generalized Laguerre) polynomial, $\mathrm{e}$: base of natural logarithm, $\mathrm{\Gamma }(a,z)$: incomplete gamma function, $\mathrm{\Re }$: real part, $x$: real variable, $z$: complex variable, $a$: parameter and $n$: nonnegative integer

Proof sketch:

Integrate (18.12.13) from $z=0$ to $z=1$ and for the integral on the left-hand side use the substitution $z=\frac{t}{1+t}$. The resulting integral is (8.6.5). The constraint follows from (18.15.14).

Referenced by:

Erratum (V1.1.8) for Equation (8.7.6)

Permalink:

http://dlmf.nist.gov/8.7.E6

Encodings:

pMML, png, TeX

Addition (effective with 1.1.8):

The constraint was updated to include .

Suggested 2022-10-14 by Walter Gautschi

See also:

Annotations for §8.7 and Ch.8

►For an expansion for $\gamma (a,\mathrm{i}x)$ in series of Bessel functions $J_n\left(x\right)$ that converges rapidly when $a>0$ and $x$ ($\ge 0$) is small or moderate in magnitude see Barakat (1961).

9: 8.3 Graphics

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§8.3(i) Real Variables

… ►Some monotonicity properties of ${\gamma }^{\ast }(a,x)$ and $\mathrm{\Gamma }(a,x)$ in the four quadrants of the ($a,x$)-plane in Figure 8.3.6 are given in Erdélyi et al. (1953b, §9.6). ►

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Figure 8.3.7: $x^{-a}-{\gamma }^{\ast }(a,x)$ (= $x^{-a}Q(a,x)$), $0\le x\le 4$, $-5\le a\le 5$. Magnify 3D Help

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§8.3(ii) Complex Argument

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Figure 8.3.16: ${\gamma }^{\ast }(2.5,x+\mathrm{i}y)$, $-3\le x\le 3$, $-3\le y\le 3$. Magnify 3D Help

10: 8.27 Approximations

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§8.27(i) Incomplete Gamma Functions

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DiDonato (1978) gives a simple approximation for the function $F(p,x)=x^{-p}{\mathrm{e}}^{x^2/2}{\int }_x^{\mathrm{\infty }}{\mathrm{e}}^{-t^2/2}{t}^{p}dt$ (which is related to the incomplete gamma function by a change of variables) for real $p$ and large positive $x$. This takes the form $F(p,x)=4x/h(p,x)$, approximately, where $h(p,x)=3(x^2-p)+\sqrt{{(x^2-p)}^2+8(x^2+p)}$ and is shown to produce an absolute error $O\left(x^{-7}\right)$ as $x\to \mathrm{\infty }$.

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Luke (1969b, pp. 25, 40–41) gives Chebyshev-series expansions for $\mathrm{\Gamma }(a,\omega z)$ (by specifying parameters) with , and $\gamma (a,\omega z)$ with $0\le \omega \le 1$; see also Temme (1994b, §3).

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