Polygamma function

In mathematics, the polygamma function of order $m$ is a meromorphic function on the complex numbers $ℂ$ defined as the $(m + 1)$ th derivative of the logarithm of the gamma function:

\psi ^{(m)}(z):={\frac {d^{m}}{dz^{m}}}\psi (z)={\frac {d^{m+1}}{dz^{m+1}}}\ln \Gamma (z).

Thus

\psi ^{(0)}(z)=\psi (z)={\frac {\Gamma '(z)}{\Gamma (z)}}

holds where $ψ (z)$ is the digamma function and $Γ(z)$ is the gamma function. They are holomorphic on $ℂ \ −ℕ0$ . At all the nonpositive integers these polygamma functions have a pole of order $m + 1$ . The function $ψ (1) (z)$ is sometimes called the trigamma function.

**The logarithm of the gamma function and the first few polygamma functions in the complex plane**

$ln Γ(z)$	$ψ (0) (z)$	$ψ (1) (z)$

$ψ (2) (z)$	$ψ (3) (z)$	$ψ (4) (z)$

Integral representation

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

{\begin{aligned}\psi ^{(m)}(z)&=(-1)^{m+1}\int _{0}^{\infty }{\frac {t^{m}e^{-zt}}{1-e^{-t}}}\,dt\\&=-\int _{0}^{1}{\frac {t^{z-1}}{1-t}}(\ln t)^{m}\,dt.\end{aligned}}

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

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

Recurrence relation

It satisfies the recurrence relation

\psi ^{(m)}(z+1)=\psi ^{(m)}(z)+{\frac {(-1)^{m}\,m!}{z^{m+1}}}

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

{\frac {\psi ^{(m)}(n)}{(-1)^{m+1}\,m!}}=\zeta (1+m)-\sum _{k=1}^{n-1}{\frac {1}{k^{m+1}}}=\sum _{k=n}^{\infty }{\frac {1}{k^{m+1}}}\qquad m\geq 1

and

\psi ^{(0)}(n)=-\gamma \ +\sum _{k=1}^{n-1}{\frac {1}{k}}

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

Reflection relation

(-1)^{m}\psi ^{(m)}(1-z)-\psi ^{(m)}(z)=\pi {\frac {d^{m}}{dz^{m}}}\cot {(\pi z)}=\pi ^{m+1}{\frac {P_{m}(\cos(\pi z))}{\sin ^{m+1}(\pi z)}}

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

{\begin{aligned}P_{0}(x)&=x\\P_{m+1}(x)&=-\left((m+1)xP_{m}(x)+\left(1-x^{2}\right)P'_{m}(x)\right).\end{aligned}}

Multiplication theorem

The multiplication theorem gives

k^{m+1}\psi ^{(m)}(kz)=\sum _{n=0}^{k-1}\psi ^{(m)}\left(z+{\frac {n}{k}}\right)\qquad m\geq 1

and

k\psi ^{(0)}(kz)=k\log(k)+\sum _{n=0}^{k-1}\psi ^{(0)}\left(z+{\frac {n}{k}}\right)

for the digamma function.

Series representation

The polygamma function has the series representation

\psi ^{(m)}(z)=(-1)^{m+1}\,m!\sum _{k=0}^{\infty }{\frac {1}{(z+k)^{m+1}}}

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

\psi ^{(m)}(z)=(-1)^{m+1}\,m!\,\zeta (m+1,z).

Alternately, the Hurwitz zeta can be understood to generalize the polygamma to arbitrary, non-integer order.

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

{\frac {1}{\Gamma (z)}}=ze^{\gamma z}\prod _{n=1}^{\infty }\left(1+{\frac {z}{n}}\right)e^{-{\frac {z}{n}}}.

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

\Gamma (z)={\frac {e^{-\gamma z}}{z}}\prod _{n=1}^{\infty }\left(1+{\frac {z}{n}}\right)^{-1}e^{\frac {z}{n}}.

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

\ln \Gamma (z)=-\gamma z-\ln(z)+\sum _{n=1}^{\infty }\left({\frac {z}{n}}-\ln \left(1+{\frac {z}{n}}\right)\right).

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

\psi ^{(n)}(z)={\frac {d^{n+1}}{dz^{n+1}}}\ln \Gamma (z)=-\gamma \delta _{n0}-{\frac {(-1)^{n}n!}{z^{n+1}}}+\sum _{k=1}^{\infty }\left({\frac {1}{k}}\delta _{n0}-{\frac {(-1)^{n}n!}{(k+z)^{n+1}}}\right)

Where $δ n 0$ is the Kronecker delta.

Also the Lerch transcendent

\Phi (-1,m+1,z)=\sum _{k=0}^{\infty }{\frac {(-1)^{k}}{(z+k)^{m+1}}}

can be denoted in terms of polygamma function

\Phi (-1,m+1,z)={\frac {1}{(-2)^{m+1}m!}}\left(\psi ^{(m)}\left({\frac {z}{2}}\right)-\psi ^{(m)}\left({\frac {z+1}{2}}\right)\right)

Taylor series

The Taylor series at $z = 1$ is

\psi ^{(m)}(z+1)=\sum _{k=0}^{\infty }(-1)^{m+k+1}{\frac {(m+k)!}{k!}}\zeta (m+k+1)z^{k}\qquad m\geq 1

and

\psi ^{(0)}(z+1)=-\gamma +\sum _{k=1}^{\infty }(-1)^{k+1}\zeta (k+1)z^{k}

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

Asymptotic expansion

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

\psi ^{(m)}(z)\sim (-1)^{m+1}\sum _{k=0}^{\infty }{\frac {(k+m-1)!}{k!}}{\frac {B_{k}}{z^{k+m}}}\qquad m\geq 1

and

\psi ^{(0)}(z)\sim \ln(z)-\sum _{k=1}^{\infty }{\frac {B_{k}}{kz^{k}}}

where we have chosen $B1 = .mw-parser-output .sfrac{white-space:nowrap}.mw-parser-output .sfrac.tion,.mw-parser-output .sfrac .tion{display:inline-block;vertical-align:-0.5em;font-size:85%;text-align:center}.mw-parser-output .sfrac .num{display:block;line-height:1em;margin:0.0em 0.1em;border-bottom:1px solid}.mw-parser-output .sfrac .den{display:block;line-height:1em;margin:0.1em 0.1em}.mw-parser-output .sr-only{border:0;clip:rect(0,0,0,0);clip-path:polygon(0px 0px,0px 0px,0px 0px);height:1px;margin:-1px;overflow:hidden;padding:0;position:absolute;width:1px}⁠1/2⁠$ , i.e. the Bernoulli numbers of the second kind.

Inequalities

The hyperbolic cotangent satisfies the inequality

{\frac {t}{2}}\operatorname {coth} {\frac {t}{2}}\geq 1,

and this implies that the function

{\frac {t^{m}}{1-e^{-t}}}-\left(t^{m-1}+{\frac {t^{m}}{2}}\right)

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

(-1)^{m+1}\psi ^{(m)}(x)-\left({\frac {(m-1)!}{x^{m}}}+{\frac {m!}{2x^{m+1}}}\right)

is completely monotone. The convexity inequality $e^{t}\geq 1+t$ implies that

\left(t^{m-1}+t^{m}\right)-{\frac {t^{m}}{1-e^{-t}}}

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

\left({\frac {(m-1)!}{x^{m}}}+{\frac {m!}{x^{m+1}}}\right)-(-1)^{m+1}\psi ^{(m)}(x).

Therefore, for all $m \geq 1$ and $x > 0$ ,

{\frac {(m-1)!}{x^{m}}}+{\frac {m!}{2x^{m+1}}}\leq (-1)^{m+1}\psi ^{(m)}(x)\leq {\frac {(m-1)!}{x^{m}}}+{\frac {m!}{x^{m+1}}}.

References

Abramowitz, Milton; Stegun, Irene A. (1964). "Section 6.4". Handbook of Mathematical Functions. New York: Dover Publications. ISBN 978-0-486-61272-0. {{cite book}}: External link in |chapterurl= (help); Unknown parameter |chapterurl= ignored (|chapter-url= suggested) (help)