Hypergeometric functions

A hypergeometric function is the sum of a hypergeometric series, which is dened as follows.

Denition 1. A series

c
n
is called hypergeometric if the ratio
c
n+1
c
n
is a rational function
of n.
By factorization this means that
c
n+1
c
n
=
(n + a
1
)(n + a
2
) (n + a
p
)z
(n + b
1
)(n + b
2
) (n + b
q
)(n + 1)
, n = 0, 1, 2, . . . . (1)
The factor z appears because the polynomials involved need not to be monic. The factor
(n + 1) in the denominator is convenient in the sequel. This factor may result from the
factorization, or it may not. If not, this extra factor can be compensated by one of the factors
(n + a
i
) in the numerator (choose a
i
= 1 for some i).
Iteration of (1) leads to
c
n
=
(a
1
)
n
(a
2
)
n
(a
p
)
n
z
n
(b
1
)
n
(b
2
)
n
(b
q
)
n
n!
c
0
, n = 0, 1, 2, . . . .
Recall that the shifted factorial (a)
n
is dened by
(a)
n
:= a(a + 1)(a + 2) (a + n 1), n = 1, 2, 3, . . . and (a)
0
:= 1.
Hence

n=0
c
n
= c
0

n=0
(a
1
)
n
(a
2
)
n
(a
p
)
n
(b
1
)
n
(b
2
)
n
(b
q
)
n

z
n
n!
.
This leads to
Denition 2. The hypergeometric function
p
F
q
(a
1
, a
2
, . . . , a
p
; b
1
, b
2
, . . . , b
q
; z) is dened by
means of a hypergeometric series as
p
F
q
_
a
1
, a
2
, . . . , a
p
b
1
, b
2
, . . . , b
q
; z
_
=

n=0
(a
1
)
n
(a
2
)
n
(a
p
)
n
(b
1
)
n
(b
2
)
n
(b
q
)
n

z
n
n!
.
Of course, the parameters must be such that the denominator factors in the terms of the
series are never zero. When one of the numerator parameters a
i
equals N, where N is a
nonnegative integer, the hypergeometric function is a polynomial in z (see below). Otherwise,
the radius of convergence of the hypergeometric series is given by
=
_

_
if p < q + 1
1 if p = q + 1
0 if p > q + 1.
This follows directly from the ratio test. In fact, we have
lim
n

c
n+1
c
n

=
_

_
0 if p < q + 1
|z| if p = q + 1
if p > q + 1.
1
In the case that p = q + 1 the situation that |z| = 1 is of special interest.
The hypergeometric series
q+1
F
q
(a
1
, a
2
, . . . , a
q+1
; b
1
, b
2
, . . . , b
q
; z) with |z| = 1 converges
absolutely if Re (

b
i

a
j
) > 0.
The series converges conditionally if |z| = 1 with z = 1 and 1 < Re (

b
i

a
j
) 0
and the series diverges if Re (

b
i

a
j
) 1.
Sometimes the most general hypergeometric function
p
F
q
is called a generalized hypergeo-
metric function. Then the words hypergeometric function refer to the special case
2
F
1
(a, b; c; z) =
2
F
1
_
a, b
c
; z
_
=

n=0
(a)
n
(b)
n
(c)
n

z
n
n!
.
Note that if a = N with N {0, 1, 2, . . .}, then we have
(a)
n
= (N)
n
= (N)(N + 1)(N + 2) (N + n 1) = 0
for n = N + 1, N + 2, N + 3, . . .. Hence
2
F
1
_
N, b
c
; z
_
=
N

n=0
(N)
n
(b)
n
(c)
n

z
n
n!
, N {0, 1, 2, . . .}.
Otherwise, the series converges for |z| < 1 and also for |z| = 1 if Re(c a b) > 0.
Many elementary functions have representations as hypergeometric series. An example is
ln(1 + z) =

n=0
(1)
n
n + 1
z
n+1
=

n=0
(1)
n
(1)
n
(2)
n

(1)
n
z
n+1
n!
= z
2
F
1
_
1, 1
2
; z
_
,
since (1)
n
= n! and (2)
n
= (n + 1)!. We also have
arctanz =

n=0
(1)
n
2n + 1
z
2n+1
=

n=0
(1/2)
n
(1)
n
(3/2)
n

(1)
n
z
2n+1
n!
= z
2
F
1
_
1/2, 1
3/2
; z
2
_
,
since
(1/2)
n
(3/2)
n
=
1
2

3
2

2n1
2
3
2

5
2

2n+1
2
=
1
2
2n+1
2
=
1
2n + 1
.
Note that the example ln(1 z) = z
2
F
1
(1, 1; 2; z) shows that though the series converges
for |z| < 1, it has an analytic continuation as a single-valued function in the complex plane
except for the (half) line joining 1 to . This describes the general situation; a
2
F
1
function
has an analytic continuation in the complex plane with branch points at 1 and .
Special cases lead to other elementary functions, such as
2
F
1
_
a, b
b
; z
_
=
1
F
0
_
a

; z
_
=

n=0
(a)
n
n!
z
n
=

n=0
_
a
n
_
(z)
n
= (1 z)
a
, |z| < 1 (2)
2
and
0
F
0
_

; z
_
=

n=0
z
n
n!
= e
z
, z C.
Note that we have
lim
b
2
F
1
_
a, b
c
;
z
b
_
= lim
b

n=0
(a)
n
z
n
(c)
n
n!

(b)
n
b
n
=

n=0
(a)
n
(c)
n

z
n
n!
=
1
F
1
_
a
c
; z
_
and
lim
c
2
F
1
_
a, b
c
; cz
_
= lim
c

n=0
(a)
n
(b)
n
z
n
n!

c
n
(c)
n
=

n=0
(a)
n
(b)
n

z
n
n!
=
2
F
0
_
a, b

; z
_
.
For the hypergeometric function
2
F
1
we have an integral representation due to Euler:
Theorem 1. For Re c > Re b > 0 we have
2
F
1
_
a, b
c
; z
_
=
(c)
(b)(c b)
_
1
0
t
b1
(1 t)
cb1
(1 zt)
a
dt (3)
for all z in the complex plane cut along the real axis from 1 to . Here it is understood that
arg t = arg(1 t) = 0 and (1 zt)
a
has its principal value.
Proof. First suppose that |z| < 1, then the binomial theorem (2) implies that
(1 zt)
a
=

n=0
(a)
n
n!
z
n
t
n
.
This implies that
_
1
0
t
b1
(1 t)
cb1
(1 zt)
a
dt =

n=0
(a)
n
n!
z
n
_
1
0
t
n+b1
(1 t)
cb1
dt.
The latter integral is a beta integral which equals
_
1
0
t
n+b1
(1 t)
cb1
dt = B(n + b, c b) =
(n + b)(c b)
(n + c)
.
Now we use the fact that
(n + b)
(b)
= b(b + 1)(b + 2) (b + n 1) = (b)
n
, n = 0, 1, 2, . . .
to obtain
(c)
(b)(c b)
_
1
0
t
b1
(1 t)
cb1
(1 zt)
a
dt =
(c)
(b)

n=0
(n + b)
(n + c)
(a)
n
n!
z
n
=

n=0
(a)
n
(b)
n
(c)
n

z
n
n!
=
2
F
1
_
a, b
c
; z
_
,
which proves the theorem for |z| < 1. Since the integral is analytic in the cut plane C\(1, ),
the theorem holds in that region as well.
3
Eulers integral representation (3) can be used to prove Gausss summation formula:
Theorem 2. For Re(c a b) > 0 we have
2
F
1
_
a, b
c
; 1
_
=
(c)(c a b)
(c a)(c b)
. (4)
Proof. If we take the limit z 1 in Eulers integral representation we obtain
2
F
1
_
a, b
c
; 1
_
=
(c)
(b)(c b)
_
1
0
t
b1
(1 t)
cab1
dt =
(c)
(b)(c b)
B(b, c a b)
=
(c)
(b)(c b)
(b)(c a b)
(c a)
=
(c)(c a b)
(c a)(c b)
for Re c > Re b > 0 and Re(c a b) > 0. The condition Re c > Re b > 0 can be removed by
using analytic continuation.
If a = n with n {0, 1, 2, . . .} Gausss summation theorem reduces to a nite summation
theorem named after Chu-Vandermonde:
Theorem 3. For c = 0, 1, 2, . . . we have
2
F
1
_
n, b
c
; 1
_
=
(c b)
n
(c)
n
, n = 0, 1, 2, . . . .
Proof. For a = n with n {0, 1, 2, . . .} we have
(c)(c a b)
(c a)(c b)
=
(c)(c b + n)
(c + n)(c b)
=
(c b)
n
(c)
n
.
In view of (2) Eulers integral representation (3) can also be written as
2
F
1
_
a, b
c
; z
_
=
(c)
(b)(c b)
_
1
0
t
b1
(1 t)
cb1
1
F
0
_
a

; zt
_
dt
for Re c > Re b > 0. This can be generalized to
p+1
F
q+1
_
a
1
, a
2
, . . . , a
p
, a
p+1
b
1
, b
2
, . . . , b
q
, b
q+1
; z
_
=
(b
q+1
)
(a
p+1
)(b
q+1
a
p+1
)

_
1
0
t
a
p+1
1
(1 t)
b
q+1
a
p+1
1
p
F
q
_
a
1
, a
2
, . . . , a
p
b
1
, b
2
, . . . , b
q
; zt
_
dt
for Re b
q+1
> Re a
p+1
> 0.
4
As an application of Eulers integral representation (3) we will prove Pfas transformation
formula for the
2
F
1
:
Theorem 4.
2
F
1
_
a, b
c
; z
_
= (1 z)
a
2
F
1
_
a, c b
c
;
z
z 1
_
. (5)
Proof. We start with Eulers integral represenation (3)
2
F
1
_
a, b
c
; z
_
=
(c)
(b)(c b)
_
1
0
t
b1
(1 t)
cb1
(1 zt)
a
dt
for Re > Re b > 0. We use the substitution t = 1 s in the integral to obtain
_
1
0
t
b1
(1 t)
cb1
(1 zt)
a
dt =
_
0
1
(1 s)
b1
s
cb1
(1 z + zs)
a
ds
= (1 z)
a
_
1
0
s
cb1
(1 s)
b1
_
1
zs
z 1
_
a
ds,
which proves Pfas transformation formula (5) for Re > Re b > 0. These conditions can be
removed by using analytic continuation.
Another result is Eulers transformation formula for the
2
F
1
:
Theorem 5.
2
F
1
_
a, b
c
; z
_
= (1 z)
cab
2
F
1
_
c a, c b
c
; z
_
. (6)
Proof. Apply Pfas transformation twice:
2
F
1
_
a, b
c
; z
_
= (1 z)
a
2
F
1
_
a, c b
c
;
z
z 1
_
= (1 z)
a

_
1
z
z 1
_
bc
2
F
1
_
c a, c b
c
;
z
z1
z
z1
1
_
= (1 z)
cab
2
F
1
_
c a, c b
c
; z
_
.
Note that Eulers transformation formula can also be written in the form
(1 z)
c+a+b
2
F
1
_
a, b
c
; z
_
=
2
F
1
_
c a, c b
c
; z
_
=

n=0
(c a)
n
(c b)
n
(c)
n

z
n
n!
.
The left-hand side can be written as
(1 z)
c+a+b
2
F
1
_
a, b
c
; z
_
=

j=0
(c a b)
j
j!
z
j

k=0
(a)
k
(b)
k
(c)
k

z
k
k!
=

n=0
n

k=0
(a)
k
(b)
k
(c a b)
nk
(c)
k
k! (n k)!
z
n
.
5
Comparing the coecients of z
n
we conclude that
n

k=0
(a)
k
(b)
k
(c a b)
nk
(c)
k
k! (n k)!
=
(c a)
n
(c b)
n
(c)
n
n!
, n = 0, 1, 2, . . . .
Note that
n!
(n k)!
= n(n 1) (n k + 1) = (1)
k
(n)(n + 1) (n + k 1) = (1)
k
(n)
k
and
(c a b)
nk
=
(c a b)
n
(c a b + n k)(c a b + n k + 1) (c a b + n 1)
=
(c a b)
n
(1)
k
(1 + a + b c n)
k
for k {0, 1, 2, . . . , n} and n = 0, 1, 2, . . .. This implies that
n

k=0
(n)
k
(a)
k
(b)
k
(c)
k
(1 + a + b c n)
k
k!
=
(c a)
n
(c b)
n
(c)
n
(c a b)
n
, n = 0, 1, 2, . . . .
This is the Pfa-Saalsch utz summation formula for a terminating
3
F
2
:
Theorem 6.
3
F
2
_
n, a, b
c, 1 + a + b c n
; 1
_
=
(c a)
n
(c b)
n
(c)
n
(c a b)
n
, n = 0, 1, 2, . . . .
Note that the limit case for n of the Pfa-Saalsch utz summation formula reduces to
Gausss summation formula (4) for the
2
F
1
. In fact we have
(a)
n
= a(a + 1)(a + 2) (a + n 1) =
(a + n)
(a)
.
This implies that
(c a)
n
(c b)
n
(c)
n
(c a b)
n
=
(c a + n)(c b + n)(c)(c a b)
(c a)(c b)(c + n)(c a b + n)
=
(c)(c a b)
(c a)(c b)

(c a + n)(c b + n)
(c + n)(c a b + n)
Now we have by Stirlings asymptotic formula
(c a + n)(c b + n)
(c + n)(c a b + n)
n
ca+cbcc+a+b
= n
0
= 1 for n .
This implies that
lim
n
(c a)
n
(c b)
n
(c)
n
(c a b)
n
=
(c)(c a b)
(c a)(c b)
.
Hence
2
F
1
_
a, b
c
; 1
_
= lim
n
3
F
2
_
n, a, b
c, 1 + a + b c n
; 1
_
= lim
n
(c a)
n
(c b)
n
(c)
n
(c a b)
n
=
(c)(c a b)
(c a)(c b)
.
6