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Digamma function

From Wikipedia, the free encyclopedia
Mathematical function
For Barnes' gamma function of two variables, seedouble gamma function.
The digamma functionψ(z){\displaystyle \psi (z)},
visualized usingdomain coloring
Plots of the digamma and the next three polygamma functions along the real line (they are real-valued on the real line)

Inmathematics, thedigamma function is defined as thelogarithmic derivative of thegamma function:[1][2][3]

ψ(z)=ddzlnΓ(z)=Γ(z)Γ(z).{\displaystyle \psi (z)={\frac {d}{dz}}\ln \Gamma (z)={\frac {\Gamma '(z)}{\Gamma (z)}}.}

It is the first of thepolygamma functions. This function isstrictly increasing andstrictly concave on(0,){\displaystyle (0,\infty )},[4] and itasymptotically behaves as[5]

ψ(z)lnz12z,{\displaystyle \psi (z)\sim \ln {z}-{\frac {1}{2z}},}

for complex numbers with large modulus (|z|{\displaystyle |z|\rightarrow \infty }) in thesector|argz|<πε{\displaystyle \left|\arg z\right|<\pi -\varepsilon } for anyε>0{\displaystyle \varepsilon >0}.

The digamma function is often denoted asψ0(x),ψ(0)(x){\displaystyle \psi _{0}(x),\psi ^{(0)}(x)} orϜ[6] (the uppercase form of the archaic Greek letterdigamma meaningdouble-gamma).

Relation to harmonic numbers

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The gamma function obeys the equation

Γ(z+1)=zΓ(z).{\displaystyle \Gamma (z+1)=z\Gamma (z).\,}

Taking the logarithm on both sides and using the functional equation property of the log-gamma function gives:

logΓ(z+1)=log(z)+logΓ(z),{\displaystyle \log \Gamma (z+1)=\log(z)+\log \Gamma (z),}

Differentiating both sides with respect toz gives:

ψ(z+1)=ψ(z)+1z{\displaystyle \psi (z+1)=\psi (z)+{\frac {1}{z}}}

Since theharmonic numbers are defined for positive integersn as

Hn=k=1n1k,{\displaystyle H_{n}=\sum _{k=1}^{n}{\frac {1}{k}},}

the digamma function is related to them by

ψ(n)=Hn1γ,{\displaystyle \psi (n)=H_{n-1}-\gamma ,}

whereH0 = 0, andγ is theEuler–Mascheroni constant. For half-integer arguments the digamma function takes the values

ψ(n+12)=γ2ln2+k=1n22k1=γ2ln2+2H2nHn.{\displaystyle \psi \left(n+{\tfrac {1}{2}}\right)=-\gamma -2\ln 2+\sum _{k=1}^{n}{\frac {2}{2k-1}}=-\gamma -2\ln 2+2H_{2n}-H_{n}.}

Integral representations

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If the real part ofz is positive then the digamma function has the followingintegral representation due to Gauss:[7]

ψ(z)=0(ettezt1et)dt.{\displaystyle \psi (z)=\int _{0}^{\infty }\left({\frac {e^{-t}}{t}}-{\frac {e^{-zt}}{1-e^{-t}}}\right)\,dt.}

Combining this expression with an integral identity for theEuler–Mascheroni constantγ{\displaystyle \gamma } gives:

ψ(z+1)=γ+01(1tz1t)dt.{\displaystyle \psi (z+1)=-\gamma +\int _{0}^{1}\left({\frac {1-t^{z}}{1-t}}\right)\,dt.}

The integral is Euler'sharmonic numberHz{\displaystyle H_{z}}, so the previous formula may also be written

ψ(z+1)=ψ(1)+Hz.{\displaystyle \psi (z+1)=\psi (1)+H_{z}.}

A consequence is the following generalization of the recurrence relation:

ψ(w+1)ψ(z+1)=HwHz.{\displaystyle \psi (w+1)-\psi (z+1)=H_{w}-H_{z}.}

An integral representation due to Dirichlet is:[7]

ψ(z)=0(et1(1+t)z)dtt.{\displaystyle \psi (z)=\int _{0}^{\infty }\left(e^{-t}-{\frac {1}{(1+t)^{z}}}\right)\,{\frac {dt}{t}}.}

Gauss's integral representation can be manipulated to give the start of the asymptotic expansion ofψ{\displaystyle \psi }.[8]

ψ(z)=logz12z0(121t+1et1)etzdt.{\displaystyle \psi (z)=\log z-{\frac {1}{2z}}-\int _{0}^{\infty }\left({\frac {1}{2}}-{\frac {1}{t}}+{\frac {1}{e^{t}-1}}\right)e^{-tz}\,dt.}

This formula is also a consequence of Binet's first integral for the gamma function. The integral may be recognized as aLaplace transform.

Binet's second integral for the gamma function gives a different formula forψ{\displaystyle \psi } which also gives the first few terms of the asymptotic expansion:[9]

ψ(z)=logz12z20tdt(t2+z2)(e2πt1).{\displaystyle \psi (z)=\log z-{\frac {1}{2z}}-2\int _{0}^{\infty }{\frac {t\,dt}{(t^{2}+z^{2})(e^{2\pi t}-1)}}.}

From the definition ofψ{\displaystyle \psi } and the integral representation of the gamma function, one obtains

ψ(z)=1Γ(z)0tz1ln(t)etdt,{\displaystyle \psi (z)={\frac {1}{\Gamma (z)}}\int _{0}^{\infty }t^{z-1}\ln(t)e^{-t}\,dt,}

withz>0{\displaystyle \Re z>0}.[10]

Infinite product representation

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The functionψ(z)/Γ(z){\displaystyle \psi (z)/\Gamma (z)} is anentire function,[11] and it can be represented by the infinite product

ψ(z)Γ(z)=e2γzk=0(1zxk)ezxk.{\displaystyle {\frac {\psi (z)}{\Gamma (z)}}=-e^{2\gamma z}\prod _{k=0}^{\infty }\left(1-{\frac {z}{x_{k}}}\right)e^{\frac {z}{x_{k}}}.}

Herexk{\displaystyle x_{k}} is thekth zero ofψ{\displaystyle \psi } (see below), andγ{\displaystyle \gamma } is theEuler–Mascheroni constant.

Note: This is also equal toddz1Γ(z){\displaystyle -{\frac {d}{dz}}{\frac {1}{\Gamma (z)}}} due to the definition of the digamma function:Γ(z)Γ(z)=ψ(z){\displaystyle {\frac {\Gamma '(z)}{\Gamma (z)}}=\psi (z)}.

Series representation

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Series formula

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Euler's product formula for the gamma function, combined with the functional equation and an identity for the Euler–Mascheroni constant, yields the following expression for the digamma function, valid in the complex plane outside the negative integers (Abramowitz and Stegun 6.3.16):[1]

ψ(z+1)=γ+n=1(1n1n+z),z1,2,3,,=γ+n=1(zn(n+z)),z1,2,3,.{\displaystyle {\begin{aligned}\psi (z+1)&=-\gamma +\sum _{n=1}^{\infty }\left({\frac {1}{n}}-{\frac {1}{n+z}}\right),\qquad z\neq -1,-2,-3,\ldots ,\\&=-\gamma +\sum _{n=1}^{\infty }\left({\frac {z}{n(n+z)}}\right),\qquad z\neq -1,-2,-3,\ldots .\end{aligned}}}

Equivalently,

ψ(z)=γ+n=0(1n+11n+z),z0,1,2,,=γ+n=0z1(n+1)(n+z),z0,1,2,.{\displaystyle {\begin{aligned}\psi (z)&=-\gamma +\sum _{n=0}^{\infty }\left({\frac {1}{n+1}}-{\frac {1}{n+z}}\right),\qquad z\neq 0,-1,-2,\ldots ,\\&=-\gamma +\sum _{n=0}^{\infty }{\frac {z-1}{(n+1)(n+z)}},\qquad z\neq 0,-1,-2,\ldots .\end{aligned}}}

Evaluation of sums of rational functions

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The above identity can be used to evaluate sums of the form

n=0un=n=0p(n)q(n),{\displaystyle \sum _{n=0}^{\infty }u_{n}=\sum _{n=0}^{\infty }{\frac {p(n)}{q(n)}},}

wherep(n) andq(n) are polynomials ofn.

Performingpartial fraction decomposition onun in the complex field, in the case when all roots ofq(n) are simple roots,

un=p(n)q(n)=k=1makn+bk.{\displaystyle u_{n}={\frac {p(n)}{q(n)}}=\sum _{k=1}^{m}{\frac {a_{k}}{n+b_{k}}}.}

For the series to converge,

limnnun=0,{\displaystyle \lim _{n\to \infty }nu_{n}=0,}

otherwise the series will be greater than theharmonic series and thus diverge. Hence

k=1mak=0,{\displaystyle \sum _{k=1}^{m}a_{k}=0,}

and

n=0un=n=0k=1makn+bk=n=0k=1mak(1n+bk1n+1)=k=1m(akn=0(1n+bk1n+1))=k=1mak(ψ(bk)+γ)=k=1makψ(bk).{\displaystyle {\begin{aligned}\sum _{n=0}^{\infty }u_{n}&=\sum _{n=0}^{\infty }\sum _{k=1}^{m}{\frac {a_{k}}{n+b_{k}}}\\&=\sum _{n=0}^{\infty }\sum _{k=1}^{m}a_{k}\left({\frac {1}{n+b_{k}}}-{\frac {1}{n+1}}\right)\\&=\sum _{k=1}^{m}\left(a_{k}\sum _{n=0}^{\infty }\left({\frac {1}{n+b_{k}}}-{\frac {1}{n+1}}\right)\right)\\&=-\sum _{k=1}^{m}a_{k}{\big (}\psi (b_{k})+\gamma {\big )}\\&=-\sum _{k=1}^{m}a_{k}\psi (b_{k}).\end{aligned}}}

With the series expansion of higher rankpolygamma function a generalized formula can be given as

n=0un=n=0k=1mak(n+bk)rk=k=1m(1)rk(rk1)!akψ(rk1)(bk),{\displaystyle \sum _{n=0}^{\infty }u_{n}=\sum _{n=0}^{\infty }\sum _{k=1}^{m}{\frac {a_{k}}{(n+b_{k})^{r_{k}}}}=\sum _{k=1}^{m}{\frac {(-1)^{r_{k}}}{(r_{k}-1)!}}a_{k}\psi ^{(r_{k}-1)}(b_{k}),}

provided the series on the left converges.

Taylor series

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The digamma has arational zeta series, given by theTaylor series atz = 1. This is

ψ(z+1)=γk=1(1)kζ(k+1)zk,{\displaystyle \psi (z+1)=-\gamma -\sum _{k=1}^{\infty }(-1)^{k}\,\zeta (k+1)\,z^{k},}

which converges for|z| < 1. Here,ζ(n) is theRiemann zeta function. This series is easily derived from the corresponding Taylor's series for theHurwitz zeta function.

Newton series

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TheNewton series for the digamma, sometimes referred to asStern series, derived byMoritz Abraham Stern in 1847,[12][13][14] reads

ψ(s)=γ+(s1)(s1)(s2)22!+(s1)(s2)(s3)33!,(s)>0,=γk=1(1)kk(s1k),(s)>0.{\displaystyle {\begin{aligned}\psi (s)&=-\gamma +(s-1)-{\frac {(s-1)(s-2)}{2\cdot 2!}}+{\frac {(s-1)(s-2)(s-3)}{3\cdot 3!}}\cdots ,\quad \Re (s)>0,\\&=-\gamma -\sum _{k=1}^{\infty }{\frac {(-1)^{k}}{k}}{\binom {s-1}{k}}\cdots ,\quad \Re (s)>0.\end{aligned}}}

where(s
k
)
is thebinomial coefficient. It may also be generalized to

ψ(s+1)=γ1mk=1m1mks+k1mk=1(1)kk{(s+mk+1)(sk+1)},(s)>1,{\displaystyle \psi (s+1)=-\gamma -{\frac {1}{m}}\sum _{k=1}^{m-1}{\frac {m-k}{s+k}}-{\frac {1}{m}}\sum _{k=1}^{\infty }{\frac {(-1)^{k}}{k}}\left\{{\binom {s+m}{k+1}}-{\binom {s}{k+1}}\right\},\qquad \Re (s)>-1,}

wherem = 2, 3, 4, ...[13]

Series with Gregory's coefficients, Cauchy numbers and Bernoulli polynomials of the second kind

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There exist various series for the digamma containing rational coefficients only for the rational arguments. In particular, the series withGregory's coefficientsGn is

ψ(v)=lnvn=1|Gn|(n1)!(v)n,(v)>0,{\displaystyle \psi (v)=\ln v-\sum _{n=1}^{\infty }{\frac {{\big |}G_{n}{\big |}(n-1)!}{(v)_{n}}},\qquad \Re (v)>0,}
ψ(v)=2lnΓ(v)2vlnv+2v+2lnvln2π2n=1|Gn(2)|(v)n(n1)!,(v)>0,{\displaystyle \psi (v)=2\ln \Gamma (v)-2v\ln v+2v+2\ln v-\ln 2\pi -2\sum _{n=1}^{\infty }{\frac {{\big |}G_{n}(2){\big |}}{(v)_{n}}}\,(n-1)!,\qquad \Re (v)>0,}
ψ(v)=3lnΓ(v)6ζ(1,v)+3v2lnv32v26vln(v)+3v+3lnv32ln2π+123n=1|Gn(3)|(v)n(n1)!,(v)>0,{\displaystyle \psi (v)=3\ln \Gamma (v)-6\zeta '(-1,v)+3v^{2}\ln {v}-{\frac {3}{2}}v^{2}-6v\ln(v)+3v+3\ln {v}-{\frac {3}{2}}\ln 2\pi +{\frac {1}{2}}-3\sum _{n=1}^{\infty }{\frac {{\big |}G_{n}(3){\big |}}{(v)_{n}}}\,(n-1)!,\qquad \Re (v)>0,}

where(v)n is therising factorial(v)n =v(v+1)(v+2) ... (v+n-1),Gn(k) are theGregory coefficients of higher order withGn(1) =Gn,Γ is thegamma function andζ is theHurwitz zeta function.[15][13]Similar series with the Cauchy numbers of the second kindCn reads[15][13]

ψ(v)=ln(v1)+n=1Cn(n1)!(v)n,(v)>1,{\displaystyle \psi (v)=\ln(v-1)+\sum _{n=1}^{\infty }{\frac {C_{n}(n-1)!}{(v)_{n}}},\qquad \Re (v)>1,}

A series with theBernoulli polynomials of the second kind has the following form[13]

ψ(v)=ln(v+a)+n=1(1)nψn(a)(n1)!(v)n,(v)>a,{\displaystyle \psi (v)=\ln(v+a)+\sum _{n=1}^{\infty }{\frac {(-1)^{n}\psi _{n}(a)\,(n-1)!}{(v)_{n}}},\qquad \Re (v)>-a,}

whereψn(a) are theBernoulli polynomials of the second kind defined by the generatingequation

z(1+z)aln(1+z)=n=0znψn(a),|z|<1,{\displaystyle {\frac {z(1+z)^{a}}{\ln(1+z)}}=\sum _{n=0}^{\infty }z^{n}\psi _{n}(a)\,,\qquad |z|<1\,,}

It may be generalized to

ψ(v)=1rl=0r1ln(v+a+l)+1rn=1(1)nNn,r(a)(n1)!(v)n,(v)>a,r=1,2,3,{\displaystyle \psi (v)={\frac {1}{r}}\sum _{l=0}^{r-1}\ln(v+a+l)+{\frac {1}{r}}\sum _{n=1}^{\infty }{\frac {(-1)^{n}N_{n,r}(a)(n-1)!}{(v)_{n}}},\qquad \Re (v)>-a,\quad r=1,2,3,\ldots }

where the polynomialsNn,r(a) are given by the following generating equation

(1+z)a+m(1+z)aln(1+z)=n=0Nn,m(a)zn,|z|<1,{\displaystyle {\frac {(1+z)^{a+m}-(1+z)^{a}}{\ln(1+z)}}=\sum _{n=0}^{\infty }N_{n,m}(a)z^{n},\qquad |z|<1,}

so thatNn,1(a) =ψn(a).[13] Similar expressions with the logarithm of the gamma function involve these formulas[13]

ψ(v)=1v+a12{lnΓ(v+a)+v12ln2π12+n=1(1)nψn+1(a)(v)n(n1)!},(v)>a,{\displaystyle \psi (v)={\frac {1}{v+a-{\tfrac {1}{2}}}}\left\{\ln \Gamma (v+a)+v-{\frac {1}{2}}\ln 2\pi -{\frac {1}{2}}+\sum _{n=1}^{\infty }{\frac {(-1)^{n}\psi _{n+1}(a)}{(v)_{n}}}(n-1)!\right\},\qquad \Re (v)>-a,}

and

ψ(v)=112r+v+a1{lnΓ(v+a)+v12ln2π12+1rn=0r2(rn1)ln(v+a+n)+1rn=1(1)nNn+1,r(a)(v)n(n1)!},{\displaystyle \psi (v)={\frac {1}{{\tfrac {1}{2}}r+v+a-1}}\left\{\ln \Gamma (v+a)+v-{\frac {1}{2}}\ln 2\pi -{\frac {1}{2}}+{\frac {1}{r}}\sum _{n=0}^{r-2}(r-n-1)\ln(v+a+n)+{\frac {1}{r}}\sum _{n=1}^{\infty }{\frac {(-1)^{n}N_{n+1,r}(a)}{(v)_{n}}}(n-1)!\right\},}

where(v)>a{\displaystyle \Re (v)>-a} andr=2,3,4,{\displaystyle r=2,3,4,\ldots }.

Reflection formula

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The digamma and polygamma functions satisfyreflection formulas similar to that of thegamma function:

ψ(1x)ψ(x)=πcotπx{\displaystyle \psi (1-x)-\psi (x)=\pi \cot \pi x}.
ψ(x)+ψ(x)=π2sin2(πx)+1x2{\displaystyle \psi '(-x)+\psi '(x)={\frac {\pi ^{2}}{\sin ^{2}(\pi x)}}+{\frac {1}{x^{2}}}}.
ψ(x)ψ(x)=2π3cot(πx)sin2(πx)+2x3{\displaystyle \psi ''(-x)-\psi ''(x)={\frac {2\pi ^{3}\cot(\pi x)}{\sin ^{2}(\pi x)}}+{\frac {2}{x^{3}}}}.

Recurrence formula and characterization

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The digamma function satisfies therecurrence relation

ψ(x+1)=ψ(x)+1x.{\displaystyle \psi (x+1)=\psi (x)+{\frac {1}{x}}.}

Thus, it can be said to "telescope"1/x, for one has

Δ[ψ](x)=1x{\displaystyle \Delta [\psi ](x)={\frac {1}{x}}}

whereΔ is theforward difference operator. This satisfies the recurrence relation of a partial sum of theharmonic series, thus implying the formula

ψ(n)=Hn1γ{\displaystyle \psi (n)=H_{n-1}-\gamma }

whereγ is theEuler–Mascheroni constant.

Actually,ψ is the only solution of the functional equation

F(x+1)=F(x)+1x{\displaystyle F(x+1)=F(x)+{\frac {1}{x}}}

that ismonotonic onR+ and satisfiesF(1) = −γ. This fact follows immediately from the uniqueness of theΓ function given its recurrence equation and convexity restriction[citation needed]. This implies the useful difference equation:

ψ(x+N)ψ(x)=k=0N11x+k{\displaystyle \psi (x+N)-\psi (x)=\sum _{k=0}^{N-1}{\frac {1}{x+k}}}

Some finite sums involving the digamma function

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There are numerous finite summation formulas for the digamma function. Basic summation formulas, such as

r=1mψ(rm)=m(γ+lnm),{\displaystyle \sum _{r=1}^{m}\psi \left({\frac {r}{m}}\right)=-m(\gamma +\ln m),}
r=1mψ(rm)exp2πrkim=mln(1exp2πkim),kZ,mN, km{\displaystyle \sum _{r=1}^{m}\psi \left({\frac {r}{m}}\right)\cdot \exp {\dfrac {2\pi rki}{m}}=m\ln \left(1-\exp {\frac {2\pi ki}{m}}\right),\qquad k\in \mathbb {Z} ,\quad m\in \mathbb {N} ,\ k\neq m}
r=1m1ψ(rm)cos2πrkm=mln(2sinkπm)+γ,k=1,2,,m1{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot \cos {\dfrac {2\pi rk}{m}}=m\ln \left(2\sin {\frac {k\pi }{m}}\right)+\gamma ,\qquad k=1,2,\ldots ,m-1}
r=1m1ψ(rm)sin2πrkm=π2(2km),k=1,2,,m1{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot \sin {\frac {2\pi rk}{m}}={\frac {\pi }{2}}(2k-m),\qquad k=1,2,\ldots ,m-1}

are due to Gauss.[16][17] More complicated formulas, such as

r=0m1ψ(2r+12m)cos(2r+1)kπm=mln(tanπk2m),k=1,2,,m1{\displaystyle \sum _{r=0}^{m-1}\psi \left({\frac {2r+1}{2m}}\right)\cdot \cos {\frac {(2r+1)k\pi }{m}}=m\ln \left(\tan {\frac {\pi k}{2m}}\right),\qquad k=1,2,\ldots ,m-1}
r=0m1ψ(2r+12m)sin(2r+1)kπm=πm2,k=1,2,,m1{\displaystyle \sum _{r=0}^{m-1}\psi \left({\frac {2r+1}{2m}}\right)\cdot \sin {\dfrac {(2r+1)k\pi }{m}}=-{\frac {\pi m}{2}},\qquad k=1,2,\ldots ,m-1}
r=1m1ψ(rm)cotπrm=π(m1)(m2)6{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot \cot {\frac {\pi r}{m}}=-{\frac {\pi (m-1)(m-2)}{6}}}
r=1m1ψ(rm)rm=γ2(m1)m2lnmπ2r=1m1rmcotπrm{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot {\frac {r}{m}}=-{\frac {\gamma }{2}}(m-1)-{\frac {m}{2}}\ln m-{\frac {\pi }{2}}\sum _{r=1}^{m-1}{\frac {r}{m}}\cdot \cot {\frac {\pi r}{m}}}
r=1m1ψ(rm)cos(2+1)πrm=πmr=1m1rsin2πrmcos2πrmcos(2+1)πm,Z{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot \cos {\dfrac {(2\ell +1)\pi r}{m}}=-{\frac {\pi }{m}}\sum _{r=1}^{m-1}{\frac {r\cdot \sin {\dfrac {2\pi r}{m}}}{\cos {\dfrac {2\pi r}{m}}-\cos {\dfrac {(2\ell +1)\pi }{m}}}},\qquad \ell \in \mathbb {Z} }
r=1m1ψ(rm)sin(2+1)πrm=(γ+ln2m)cot(2+1)π2m+sin(2+1)πmr=1m1lnsinπrmcos2πrmcos(2+1)πm,Z{\displaystyle \sum _{r=1}^{m-1}\psi \left({\frac {r}{m}}\right)\cdot \sin {\dfrac {(2\ell +1)\pi r}{m}}=-(\gamma +\ln 2m)\cot {\frac {(2\ell +1)\pi }{2m}}+\sin {\dfrac {(2\ell +1)\pi }{m}}\sum _{r=1}^{m-1}{\frac {\ln \sin {\dfrac {\pi r}{m}}}{\cos {\dfrac {2\pi r}{m}}-\cos {\dfrac {(2\ell +1)\pi }{m}}}},\qquad \ell \in \mathbb {Z} }
r=1m1ψ2(rm)=(m1)γ2+m(2γ+ln4m)lnmm(m1)ln22+π2(m23m+2)12+m=1m1ln2sinπm{\displaystyle \sum _{r=1}^{m-1}\psi ^{2}\left({\frac {r}{m}}\right)=(m-1)\gamma ^{2}+m(2\gamma +\ln 4m)\ln {m}-m(m-1)\ln ^{2}2+{\frac {\pi ^{2}(m^{2}-3m+2)}{12}}+m\sum _{\ell =1}^{m-1}\ln ^{2}\sin {\frac {\pi \ell }{m}}}

are due to works of certain modern authors (see e.g. Appendix B in Blagouchine (2014)[18]).

We also have[19]

1+12+13+...+1k1γlnk=1kn=0k1ψ(1+nk),k=2,3,...{\displaystyle 1+{\frac {1}{2}}+{\frac {1}{3}}+...+{\frac {1}{k-1}}-\gamma -\ln k={\frac {1}{k}}\sum _{n=0}^{k-1}\psi \left(1+{\frac {n}{k}}\right),k=2,3,...}

Gauss's digamma theorem

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For positive integersr andm (r <m), the digamma function may be expressed in terms ofEuler's constant and a finite number ofelementary functions[20][21]

ψ(rm)=γln(2m)π2cot(rπm)+2n=1m12cos(2πnrm)lnsin(πnm){\displaystyle \psi \left({\frac {r}{m}}\right)=-\gamma -\ln(2m)-{\frac {\pi }{2}}\cot \left({\frac {r\pi }{m}}\right)+2\sum _{n=1}^{\left\lfloor {\frac {m-1}{2}}\right\rfloor }\cos \left({\frac {2\pi nr}{m}}\right)\ln \sin \left({\frac {\pi n}{m}}\right)}

which holds, because of its recurrence equation, for all rational arguments.

Multiplication theorem

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Themultiplication theorem of theΓ{\displaystyle \Gamma }-function is equivalent to[22]

ψ(nz)=1nk=0n1ψ(z+kn)+lnn.{\displaystyle \psi (nz)={\frac {1}{n}}\sum _{k=0}^{n-1}\psi \left(z+{\frac {k}{n}}\right)+\ln n.}

Asymptotic expansion

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The digamma function has the asymptotic expansion

ψ(z)lnz+n=1ζ(1n)zn=lnzn=1Bnnzn,{\displaystyle \psi (z)\sim \ln z+\sum _{n=1}^{\infty }{\frac {\zeta (1-n)}{z^{n}}}=\ln z-\sum _{n=1}^{\infty }{\frac {B_{n}}{nz^{n}}},}

whereBk is thekthBernoulli number andζ is theRiemann zeta function. The first few terms of this expansion are:

ψ(z)lnz12z112z2+1120z41252z6+1240z81132z10+69132760z12112z14+.{\displaystyle \psi (z)\sim \ln z-{\frac {1}{2z}}-{\frac {1}{12z^{2}}}+{\frac {1}{120z^{4}}}-{\frac {1}{252z^{6}}}+{\frac {1}{240z^{8}}}-{\frac {1}{132z^{10}}}+{\frac {691}{32760z^{12}}}-{\frac {1}{12z^{14}}}+\cdots .}

Although the infinite sum does not converge for anyz, any finite partial sum becomes increasingly accurate asz increases.

The expansion can be found by applying theEuler–Maclaurin formula to the sum[23]

n=1(1n1z+n){\displaystyle \sum _{n=1}^{\infty }\left({\frac {1}{n}}-{\frac {1}{z+n}}\right)}

The expansion can also be derived from the integral representation coming from Binet's second integral formula for the gamma function. Expandingt/(t2+z2){\displaystyle t/(t^{2}+z^{2})} as ageometric series and substituting an integral representation of the Bernoulli numbers leads to the same asymptotic series as above. Furthermore, expanding only finitely many terms of the series gives a formula with an explicit error term:

ψ(z)=lnz12zn=1NB2n2nz2n+(1)N+12z2N0t2N+1dt(t2+z2)(e2πt1).{\displaystyle \psi (z)=\ln z-{\frac {1}{2z}}-\sum _{n=1}^{N}{\frac {B_{2n}}{2nz^{2n}}}+(-1)^{N+1}{\frac {2}{z^{2N}}}\int _{0}^{\infty }{\frac {t^{2N+1}\,dt}{(t^{2}+z^{2})(e^{2\pi t}-1)}}.}

Inequalities

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Whenx > 0, the function

lnx12xψ(x){\displaystyle \ln x-{\frac {1}{2x}}-\psi (x)}

is completely monotonic and in particular positive. This is a consequence ofBernstein's theorem on monotone functions applied to the integral representation coming from Binet's first integral for the gamma function. Additionally, by the convexity inequality1+tet{\displaystyle 1+t\leq e^{t}}, the integrand in this representation is bounded above byetz/2{\displaystyle e^{-tz}/2}. Consequently

1xlnx+ψ(x){\displaystyle {\frac {1}{x}}-\ln x+\psi (x)}

is also completely monotonic. It follows that, for allx > 0,

lnx1xψ(x)lnx12x.{\displaystyle \ln x-{\frac {1}{x}}\leq \psi (x)\leq \ln x-{\frac {1}{2x}}.}

This recovers a theorem of Horst Alzer.[24] Alzer also proved that, fors ∈ (0, 1),

1sx+s<ψ(x+1)ψ(x+s),{\displaystyle {\frac {1-s}{x+s}}<\psi (x+1)-\psi (x+s),}

Related bounds were obtained by Elezovic, Giordano, and Pecaric, who proved that, forx > 0,

ln(x+12)1x<ψ(x)<ln(x+eγ)1x,{\displaystyle \ln(x+{\tfrac {1}{2}})-{\frac {1}{x}}<\psi (x)<\ln(x+e^{-\gamma })-{\frac {1}{x}},}

whereγ=ψ(1){\displaystyle \gamma =-\psi (1)} is theEuler–Mascheroni constant.[25] The constants (0.5{\displaystyle 0.5} andeγ0.56{\displaystyle e^{-\gamma }\approx 0.56}) appearing in these bounds are the best possible.[26]

Themean value theorem implies the following analog ofGautschi's inequality: Ifx >c, wherec ≈ 1.461 is the unique positive real root of the digamma function, and ifs > 0, then

exp((1s)ψ(x+1)ψ(x+1))ψ(x+1)ψ(x+s)exp((1s)ψ(x+s)ψ(x+s)).{\displaystyle \exp \left((1-s){\frac {\psi '(x+1)}{\psi (x+1)}}\right)\leq {\frac {\psi (x+1)}{\psi (x+s)}}\leq \exp \left((1-s){\frac {\psi '(x+s)}{\psi (x+s)}}\right).}

Moreover, equality holds if and only ifs = 1.[27]

Inspired by theharmonic mean value inequality for the classical gamma function, Horzt Alzer and Graham Jameson proved, among other things, a harmonic mean-value inequality for the digamma function:

γ2ψ(x)ψ(1x)ψ(x)+ψ(1x){\displaystyle -\gamma \leq {\frac {2\psi (x)\psi ({\frac {1}{x}})}{\psi (x)+\psi ({\frac {1}{x}})}}} forx>0{\displaystyle x>0}

Equality holds if and only ifx=1{\displaystyle x=1}.[28]

Computation and approximation

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The asymptotic expansion gives an easy way to computeψ(x) when the real part ofx is large. To computeψ(x) for smallx, the recurrence relation

ψ(x+1)=1x+ψ(x){\displaystyle \psi (x+1)={\frac {1}{x}}+\psi (x)}

can be used to shift the value ofx to a higher value. Beal[29] suggests using the above recurrence to shiftx to a value greater than 6 and then applying the above expansion with terms abovex14 cut off, which yields "more than enough precision" (at least 12 digits except near the zeroes).

Asx goes to infinity,ψ(x) gets arbitrarily close to bothln(x1/2) andlnx. Going down fromx + 1 tox,ψ decreases by1/x,ln(x1/2) decreases byln(x +1/2) / (x1/2), which is more than1/x, andlnx decreases byln(1 +1/x), which is less than1/x. From this we see that for any positivex greater than1/2,

ψ(x)(ln(x12),lnx){\displaystyle \psi (x)\in \left(\ln \left(x-{\tfrac {1}{2}}\right),\ln x\right)}

or, for any positivex,

expψ(x)(x12,x).{\displaystyle \exp \psi (x)\in \left(x-{\tfrac {1}{2}},x\right).}

The exponentialexpψ(x) is approximatelyx1/2 for largex, but gets closer tox at smallx, approaching 0 atx = 0.

Forx < 1, we can calculate limits based on the fact that between 1 and 2,ψ(x) ∈ [−γ, 1 −γ], so

ψ(x)(1xγ,11xγ),x(0,1){\displaystyle \psi (x)\in \left(-{\frac {1}{x}}-\gamma ,1-{\frac {1}{x}}-\gamma \right),\quad x\in (0,1)}

or

expψ(x)(exp(1xγ),eexp(1xγ)).{\displaystyle \exp \psi (x)\in \left(\exp \left(-{\frac {1}{x}}-\gamma \right),e\exp \left(-{\frac {1}{x}}-\gamma \right)\right).}

From the above asymptotic series forψ, one can derive an asymptotic series forexp(−ψ(x)). The series matches the overall behaviour well, that is, it behaves asymptotically as it should for large arguments, and has a zero of unbounded multiplicity at the origin too.

1expψ(x)1x+12x2+543!x3+324!x4+47485!x55166!x6+{\displaystyle {\frac {1}{\exp \psi (x)}}\sim {\frac {1}{x}}+{\frac {1}{2\cdot x^{2}}}+{\frac {5}{4\cdot 3!\cdot x^{3}}}+{\frac {3}{2\cdot 4!\cdot x^{4}}}+{\frac {47}{48\cdot 5!\cdot x^{5}}}-{\frac {5}{16\cdot 6!\cdot x^{6}}}+\cdots }

This is similar to a Taylor expansion ofexp(−ψ(1 /y)) aty = 0, but it does not converge.[30] (The function is notanalytic at infinity.) A similar series exists forexp(ψ(x)) which starts withexpψ(x)x12.{\displaystyle \exp \psi (x)\sim x-{\frac {1}{2}}.}

If one calculates the asymptotic series forψ(x+1/2) it turns out that there are no odd powers ofx (there is nox−1 term). This leads to the following asymptotic expansion, which saves computing terms of even order.

expψ(x+12)x+14!x3786!x3+10313728!x5550912138410!x7+{\displaystyle \exp \psi \left(x+{\tfrac {1}{2}}\right)\sim x+{\frac {1}{4!\cdot x}}-{\frac {37}{8\cdot 6!\cdot x^{3}}}+{\frac {10313}{72\cdot 8!\cdot x^{5}}}-{\frac {5509121}{384\cdot 10!\cdot x^{7}}}+\cdots }

Similar in spirit to theLanczos approximation of theΓ{\displaystyle \Gamma }-function isSpouge's approximation.

Another alternative is to use the recurrence relation or the multiplication formula to shift the argument ofψ(x){\displaystyle \psi (x)} into the range1x3{\displaystyle 1\leq x\leq 3} and to evaluate the Chebyshev series there.[31][32]

Special values

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The digamma function has values in closed form for rational numbers, as a result ofGauss's digamma theorem. Some are listed below:

ψ(1)=γψ(12)=2ln2γψ(13)=π233ln32γψ(14)=π23ln2γψ(16)=π322ln23ln32γψ(18)=π24ln2π+ln(2+1)ln(21)2γ.{\displaystyle {\begin{aligned}\psi (1)&=-\gamma \\\psi \left({\tfrac {1}{2}}\right)&=-2\ln {2}-\gamma \\\psi \left({\tfrac {1}{3}}\right)&=-{\frac {\pi }{2{\sqrt {3}}}}-{\frac {3\ln {3}}{2}}-\gamma \\\psi \left({\tfrac {1}{4}}\right)&=-{\frac {\pi }{2}}-3\ln {2}-\gamma \\\psi \left({\tfrac {1}{6}}\right)&=-{\frac {\pi {\sqrt {3}}}{2}}-2\ln {2}-{\frac {3\ln {3}}{2}}-\gamma \\\psi \left({\tfrac {1}{8}}\right)&=-{\frac {\pi }{2}}-4\ln {2}-{\frac {\pi +\ln \left({\sqrt {2}}+1\right)-\ln \left({\sqrt {2}}-1\right)}{\sqrt {2}}}-\gamma .\end{aligned}}}

Moreover, by taking the logarithmic derivative of|Γ(bi)|2{\displaystyle |\Gamma (bi)|^{2}} or|Γ(12+bi)|2{\displaystyle |\Gamma ({\tfrac {1}{2}}+bi)|^{2}} whereb{\displaystyle b} is real-valued, it can easily be deduced that

Imψ(bi)=12b+π2coth(πb),{\displaystyle \operatorname {Im} \psi (bi)={\frac {1}{2b}}+{\frac {\pi }{2}}\coth(\pi b),}
Imψ(12+bi)=π2tanh(πb).{\displaystyle \operatorname {Im} \psi ({\tfrac {1}{2}}+bi)={\frac {\pi }{2}}\tanh(\pi b).}

Apart from Gauss's digamma theorem, no such closed formula is known for the real part in general. We have, for example, at theimaginary unit the numerical approximationOEISA248177

Reψ(i)=γn=0n1n3+n2+n+10.09465.{\displaystyle \operatorname {Re} \psi (i)=-\gamma -\sum _{n=0}^{\infty }{\frac {n-1}{n^{3}+n^{2}+n+1}}\approx 0.09465.}

Roots of the digamma function

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The roots of the digamma function are the saddle points of the complex-valued gamma function. Thus they lie all on thereal axis. The only one on thepositive real axis is the unique minimum of the real-valued gamma function onR+ atx0 =1.46163214496836234126.... All others occur single between the poles on the negative axis:

x1 =−0.50408300826445540925...
x2 =−1.57349847316239045877...
x3 =−2.61072086844414465000...
x4 =−3.63529336643690109783...
{\displaystyle \vdots }

Already in 1881,Charles Hermite observed[33] that

xn=n+1lnn+O(1(lnn)2){\displaystyle x_{n}=-n+{\frac {1}{\ln n}}+O\left({\frac {1}{(\ln n)^{2}}}\right)}

holds asymptotically. A better approximation of the location of the roots is given by

xnn+1πarctan(πlnn)n2{\displaystyle x_{n}\approx -n+{\frac {1}{\pi }}\arctan \left({\frac {\pi }{\ln n}}\right)\qquad n\geq 2}

and using a further term it becomes still better

xnn+1πarctan(πlnn+18n)n1{\displaystyle x_{n}\approx -n+{\frac {1}{\pi }}\arctan \left({\frac {\pi }{\ln n+{\frac {1}{8n}}}}\right)\qquad n\geq 1}

which both spring off the reflection formula via

0=ψ(1xn)=ψ(xn)+πtanπxn{\displaystyle 0=\psi (1-x_{n})=\psi (x_{n})+{\frac {\pi }{\tan \pi x_{n}}}}

and substitutingψ(xn) by its not convergent asymptotic expansion. The correct second term of this expansion is1/2n, where the given one works well to approximate roots with smalln.

Another improvement of Hermite's formula can be given:[11]

xn=n+1logn12n(logn)2+O(1n2(logn)2).{\displaystyle x_{n}=-n+{\frac {1}{\log n}}-{\frac {1}{2n(\log n)^{2}}}+O\left({\frac {1}{n^{2}(\log n)^{2}}}\right).}

Regarding the zeros, the following infinite sum identities were recently proved by István Mező and Michael Hoffman[11][34]

n=01xn2=γ2+π22,n=01xn3=4ζ(3)γ3γπ22,n=01xn4=γ4+π49+23γ2π2+4γζ(3).{\displaystyle {\begin{aligned}\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{2}}}&=\gamma ^{2}+{\frac {\pi ^{2}}{2}},\\\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{3}}}&=-4\zeta (3)-\gamma ^{3}-{\frac {\gamma \pi ^{2}}{2}},\\\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{4}}}&=\gamma ^{4}+{\frac {\pi ^{4}}{9}}+{\frac {2}{3}}\gamma ^{2}\pi ^{2}+4\gamma \zeta (3).\end{aligned}}}

In general, the function

Z(k)=n=01xnk{\displaystyle Z(k)=\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{k}}}}

can be determined and it is studied in detail by the cited authors.

The following results[11]

n=01xn2+xn=2,n=01xn2xn=γ+π26γ{\displaystyle {\begin{aligned}\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{2}+x_{n}}}&=-2,\\\sum _{n=0}^{\infty }{\frac {1}{x_{n}^{2}-x_{n}}}&=\gamma +{\frac {\pi ^{2}}{6\gamma }}\end{aligned}}}

also hold true.

Regularization

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The digamma function appears in the regularization of divergent integrals

0dxx+a,{\displaystyle \int _{0}^{\infty }{\frac {dx}{x+a}},}

this integral can be approximated by a divergent general Harmonic series, but the following value can be attached to the series

n=01n+a=ψ(a).{\displaystyle \sum _{n=0}^{\infty }{\frac {1}{n+a}}=-\psi (a).}

In applied mathematics

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Many notable probability distributions use the gamma function in the definition of their probability density or mass functions. Then in statistics when doingmaximum likelihood estimation on models involving such distributions, the digamma function naturally appears when the derivative of the log-likelihood is taken for finding the maxima.

See also

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References

[edit]
  1. ^abAbramowitz, M.; Stegun, I. A., eds. (1972)."6.3 psi (Digamma) Function.".Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (10th ed.). New York: Dover. pp. 258–259.
  2. ^"NIST. Digital Library of Mathematical Functions (DLMF), Chapter 5".
  3. ^Weisstein, Eric W."Digamma function".MathWorld.
  4. ^Alzer, Horst; Jameson, Graham (2017)."A harmonic mean inequality for the digamma function and related results"(PDF).Rendiconti del Seminario Matematico della Università di Padova.137:203–209.doi:10.4171/RSMUP/137-10.
  5. ^"NIST. Digital Library of Mathematical Functions (DLMF), 5.11".
  6. ^Pairman, Eleanor (1919).Tables of the Digamma and Trigamma Functions. Cambridge University Press. p. 5.
  7. ^abWhittaker and Watson, 12.3.
  8. ^Whittaker and Watson, 12.31.
  9. ^Whittaker and Watson, 12.32, example.
  10. ^"NIST. Digital Library of Mathematical Functions (DLMF), 5.9".
  11. ^abcdMező, István; Hoffman, Michael E. (2017). "Zeros of the digamma function and its BarnesG-function analogue".Integral Transforms and Special Functions.28 (11):846–858.doi:10.1080/10652469.2017.1376193.S2CID 126115156.
  12. ^Nörlund, N. E. (1924).Vorlesungen über Differenzenrechnung. Berlin: Springer.
  13. ^abcdefgBlagouchine, Ia. V. (2018)."Three Notes on Ser's and Hasse's Representations for the Zeta-functions"(PDF).INTEGERS: The Electronic Journal of Combinatorial Number Theory.18A:1–45.arXiv:1606.02044.Bibcode:2016arXiv160602044B.doi:10.5281/zenodo.10581385.
  14. ^"Leonhard Euler's Integral: An Historical Profile of the Gamma Function"(PDF).Archived(PDF) from the original on 2014-09-12. Retrieved11 April 2022.
  15. ^abBlagouchine, Ia. V. (2016). "Two series expansions for the logarithm of the gamma function involving Stirling numbers and containing only rational coefficients for certain arguments related toπ−1".Journal of Mathematical Analysis and Applications.442:404–434.arXiv:1408.3902.Bibcode:2014arXiv1408.3902B.doi:10.1016/J.JMAA.2016.04.032.S2CID 119661147.
  16. ^R. Campbell.Les intégrales eulériennes et leurs applications, Dunod, Paris, 1966.
  17. ^H.M. Srivastava and J. Choi.Series Associated with the Zeta and Related Functions, Kluwer Academic Publishers, the Netherlands, 2001.
  18. ^Blagouchine, Iaroslav V. (2014). "A theorem for the closed-form evaluation of the first generalized Stieltjes constant at rational arguments and some related summations".Journal of Number Theory.148:537–592.arXiv:1401.3724.doi:10.1016/j.jnt.2014.08.009.
  19. ^Classical topi s in complex function theorey. p. 46.
  20. ^Choi, Junesang; Cvijovic, Djurdje (2007). "Values of the polygamma functions at rational arguments".Journal of Physics A.40 (50): 15019.Bibcode:2007JPhA...4015019C.doi:10.1088/1751-8113/40/50/007.S2CID 118527596.
  21. ^Jensen, J. L. W. V.; Gronwall, T. H. (1916). "An elementary exposition of the theory of the Gamma Function".Ann. Math.17 (3):124–166.doi:10.2307/2007272.JSTOR 2007272.
  22. ^Gradshteyn, I. S.; Ryzhik, I. M. (2015). "8.365.5".Table of integrals, series and products. Elsevier Science.ISBN 978-0-12-384933-5.LCCN 2014010276.
  23. ^Bernardo, José M. (1976)."Algorithm AS 103 psi(digamma function) computation"(PDF).Applied Statistics.25:315–317.doi:10.2307/2347257.JSTOR 2347257.
  24. ^Alzer, Horst (1997)."On Some Inequalities for the Gamma and Psi Functions"(PDF).Mathematics of Computation.66 (217):373–389.doi:10.1090/S0025-5718-97-00807-7.JSTOR 2153660.
  25. ^Elezović, Neven; Giordano, Carla; Pečarić, Josip (2000)."The best bounds in Gautschi's inequality".Mathematical Inequalities & Applications (2):239–252.doi:10.7153/MIA-03-26.
  26. ^Guo, Bai-Ni; Qi, Feng (2014). "Sharp inequalities for the psi function and harmonic numbers".Analysis.34 (2).arXiv:0902.2524.doi:10.1515/anly-2014-0001.S2CID 16909853.
  27. ^Laforgia, Andrea; Natalini, Pierpaolo (2013)."Exponential, gamma and polygamma functions: Simple proofs of classical and new inequalities".Journal of Mathematical Analysis and Applications.407 (2):495–504.doi:10.1016/j.jmaa.2013.05.045.
  28. ^Alzer, Horst; Jameson, Graham (2017)."A harmonic mean inequality for the digamma function and related results"(PDF).Rendiconti del Seminario Matematico della Università di Padova.70 (201):203–209.doi:10.4171/RSMUP/137-10.ISSN 0041-8994.LCCN 50046633.OCLC 01761704.S2CID 41966777.
  29. ^Beal, Matthew J. (2003).Variational Algorithms for Approximate Bayesian Inference(PDF) (PhD thesis). The Gatsby Computational Neuroscience Unit, University College London. pp. 265–266.
  30. ^If it converged to a functionf(y) thenln(f(y) /y) would have the sameMaclaurin series asln(1 /y) −φ(1 /y). But this does not converge because the series given earlier forφ(x) does not converge.
  31. ^Wimp, Jet (1961). "Polynomial approximations to integral transforms".Math. Comp.15 (74):174–178.doi:10.1090/S0025-5718-61-99221-3.JSTOR 2004225.
  32. ^Mathar, R. J. (2004). "Chebyshev series expansion of inverse polynomials".Journal of Computational and Applied Mathematics.196 (2):596–607.arXiv:math/0403344.doi:10.1016/j.cam.2005.10.013. App. E
  33. ^Hermite, Charles (1881). "Sur l'intégrale Eulérienne de seconde espéce".Journal für die reine und angewandte Mathematik (90):332–338.doi:10.1515/crll.1881.90.332.S2CID 118866486.
  34. ^Mező, István (2014). "A note on the zeros and local extrema of Digamma related functions".arXiv:1409.2971 [math.CV].

External links

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OEISA047787 psi(1/3),OEISA200064 psi(2/3),OEISA020777 psi(1/4),OEISA200134 psi(3/4),OEISA200135 toOEISA200138 psi(1/5) to psi(4/5).
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