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Let a>1 and define Ga(x)=+n=0Γ(2n+1a)Γ(2n+1)Γ(1a)xn where Γ is the Gamma function. This series is convergent on R thanks to a ratio test and Stirling's formula.

For a=2, using Legendre duplication formula Γ(z)Γ(z+12)=212zΓ(12)Γ(2z) with z=n+12 shows that G2(x)=ex4.

Can we get a somewhat explicit formula for other integer values of a, or even for arbitrary real values a>1? Has this series been studied somewhere?

For context, I am computing the Laplace transform of generalised Gaussian distributions [1], i.e their log-densities are |x|a (hence the case a=2 corresponds to the usual Gaussian measures). The above power series is related to the moment-generating function of such distributions.

I tried my luck a bit with hypergeometric functions and the multiplication theorem for the Gamma function (generalisation of the duplication formula) for small integer values of a but did not quite make it.

References: [1] https://jsdajournal.springeropen.com/track/pdf/10.1186/s40488-018-0088-5.pdf

velicci
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2 Answers2

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There are closed-form expressions for all integer values of a; for a={1,2,3,4} these read {11x,ex/4,16Γ(1/3)[3x1F4(1;23,56,76,43;x311664)+2π 32/3(Bi(x33)+Bi(x33))], 0F2(;12,34;x2256)+Γ(3/4)2Γ(1/4)x0F2(;54,32;x2256)} these become more and more lengthy for larger integer a

Carlo Beenakker
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For arbitrary real a>0 this is a special case of the generalized _p\Psi_q(A;B;ζ) Fox-Wright function, where A=[(a_1,\alpha_1),(a_2,\alpha_2),...,(a_p,\alpha_p)] and B=[(b_1,\beta_1),(b_2,\beta_2),...,(b_q,\beta_q)] being a_j, j=1,..,p and b_k, k=1,..,q complex parameters and \alpha_j, \beta_k are positive. _p\Psi_q(A;B;ζ)=\sum_{n=0}^\infty \frac{ζ^n}{n!}\frac{\prod_{j=1}^{p}\Gamma(a_j+\alpha_jn)}{\prod_{k=1}^{q}\Gamma(b_k+\beta_kn)} None gamma function in the numerator is singular. This means a_{j}+α_{j}m≠-ℓ, with j=1,2,..,p ∧ ℓ,m∈ℕ₀. Series convergence depends on \kappa, \rho, ϑ κ=∑_{j=1}^{q}β_{j}-∑_{j=1}^{p}α_{j}+1 ρ=∏_{j=1}^{p}α_{j}^{-α_{j}}⋅∏_{j=1}^{q}β_{j}^{β_{j}} ϑ=½(q-p)+∑_{j=1}^{p}a_{j}-∑_{j=1}^{q}b_{j} If κ>0 the series has an infinite radius of convergence and _p\Psi_q(ζ) is an entire function. Series is uniformly and absolutely convergent for all finite ζ . If κ<0 the sum is divergent for all nonzero values of ζ whereas for κ=0 the function series has a finite radius of convergence ρ. Convergence on the boundary |ζ|=ρ depends on parameter ϑ converging absolutely if ℜ(ϑ)<-½.

For |arg(-ζ)|<π-ε, the Mellin-Barnes Integral _{p}Ψ_{q}(ζ)=\frac{1}{2πi}\int_{L}\Gamma(s)⋅\frac{\prod_{j=1}^{p}\Gamma(a_{j}-α_{j}s)}{\prod_{k=1}^{q}\Gamma(b_{k}-\beta_{k}s)}(-ζ)^{-s}ds defines a wider representation of Wright function. L is a contour separating the poles of \Gamma(s) to the left from those of \Gamma(a_{j}-α_{j}s) to the right. For contour L going from -i\infty up to +i\infty (possibly non-parallel to the vertical axis) this integral provides an analytical continuation of _{p}Ψ_{q}(ζ) in ζ∈ℂ\backslash [ρ,∞) when κ=0.

This function is a special case of FoxH function, (See Wiki's or Wolfram's sites) _p\Psi_q(A;B;ζ)=H_{1+q,p}^{p,1}((1,1),B;A;-ζ^{-1}) For this particular case A=[(1,1),(1/a,2/a)] and B=[(1,2)]. Thus G_a function is G_a(x)=\frac{_2\Psi_1([(1,1),(1/a,2/a)];[(1,2)];x)}{\Gamma(1/a)} G_a(x)=\frac{H_{2,2}^{2,1}([[(1,1)],[(1,2)]];[[(1,1),(1/a,2/a)],[\cdot]];-x^{-1})}{\Gamma(1/a)} Note that κ=2(1-1/a) and series converges for a>1 to an entire function. You can set this expression using FoxH function in Wolfram's Mathematica v13.0 in symbolic mode to see if there are some explicit formulae for other values of parameter a. I suggest try with a\in \mathbb{Q} where a>1

Jorge Zuniga
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  • Thank you! Fox-Wright seems to be what I was looking for indeed, and I see FoxH is implemented in Mathematica. Thanks for the detailed presentation too, much appreciated! – velicci Mar 11 '22 at 09:08
  • @velicci. You're welcome. Note that Eqs. 26b, 63 and 104 from your springeropen reference are Mellin-Barnes Integrals defining low order Fox-H functions. In fact the sum of residues in Appendix E Eqs, 81 - 84 is one of the methods that FoxH MB Integrals are evaluated inside Mathematica. Applications of FoxH has currently an intense research in Statistics and many other fields. I recommend works by Mathai, Kilbas, Saxena ,.... and the book by Carlos Coelho - Barry Arnold. – Jorge Zuniga Mar 11 '22 at 14:27