Math 2.0

Special functions Gamma function and related functions Theorem

Log-convexity of the gamma function

Builds on Gamma functionLogarithmically convex function

Statement

Let Γ\Gamma be the gamma function on (0,∞)(0, \infty). Then Γ\Gamma is logarithmically convex: the function x↦ln⁡Γ(x)x \mapsto \ln \Gamma(x) is convex on (0,∞)(0, \infty). Equivalently, for all x,y>0x, y > 0 and λ∈[0,1]\lambda \in [0, 1], Γ(λx+(1−λ)y)≤Γ(x)λ Γ(y)1−λ.\Gamma(\lambda x + (1 - \lambda) y) \le \Gamma(x)^{\lambda} \, \Gamma(y)^{1 - \lambda}.

Remarks

Write tλx+(1−λ)y−1e−t=(tx−1e−t)λ(ty−1e−t)1−λt^{\lambda x + (1-\lambda) y - 1} e^{-t} = \big(t^{x-1}e^{-t}\big)^{\lambda}\big(t^{y-1}e^{-t}\big)^{1-\lambda} and apply Hölder's inequality with exponents 1/λ1/\lambda and 1/(1−λ)1/(1-\lambda) to Euler's integral; this gives the inequality. A second proof: the second derivative is (ln⁡Γ)′′(x)=∑n≥01(x+n)2>0(\ln\Gamma)''(x) = \sum_{n \ge 0} \frac{1}{(x + n)^2} > 0, so ln⁡Γ\ln \Gamma is even strictly convex. Example: with x=1x = 1, y=3y = 3 and λ=12\lambda = \tfrac12 the inequality says Γ(2)=1≤Γ(1)Γ(3)=2\Gamma(2) = 1 \le \sqrt{\Gamma(1)\Gamma(3)} = \sqrt{2}. Log-convexity implies ordinary convexity of Γ\Gamma, so Γ\Gamma has a single minimum on (0,∞)(0, \infty), near x≈1.4616x \approx 1.4616. In Mathlib the statement is Real.convexOn_log_Gamma.

Going deeper

For a student

Log-convexity is the property that singles out Γ\Gamma among all functions with f(1)=1f(1) = 1 and f(x+1)=xf(x)f(x + 1) = x f(x): this is the Bohr–Mollerup theorem. It gives inequalities such as Gautschi's bounds for ratios Γ(x+s)/Γ(x+1)\Gamma(x + s)/\Gamma(x + 1). The positivity of (ln⁡Γ)′′(\ln\Gamma)'' says that the digamma function is strictly increasing on (0,∞)(0, \infty).

Reading path

To understand this page from the ground up, read these 75 pages in order. The foundations come first.

  1. Construction of the reals from Cauchy sequences concept
  2. Convex function definition
  3. Integers object
  4. Limit point of a set definition
  5. Local maximum definition
  6. Ordered field definition
  7. Partition of an interval definition
  8. Rational numbers object
  9. Sequence definition
  10. Strictly monotone function definition
  11. Ring of integers statement
  12. Limit of a function definition
  13. Local minimum definition
  14. Mesh of a partition definition
  15. Riemann sum definition
  16. Real sequence definition
  17. Subsequence definition
  18. Continuity at a point definition
  19. Derivative definition
  20. Limit at infinity definition
  21. One-sided limit definition
  22. Riemann integrable function definition
  23. The rationals form a field statement
  24. Bounded sequence definition
  25. Geometric sequence definition
  26. Limit of a sequence definition
  27. Monotone sequence definition
  28. Series definition
  29. Continuous function definition
  30. Fermat's theorem on stationary points statement
  31. Riemann integral definition
  32. The rationals form an ordered field statement
  33. Sum of a finite geometric series statement
  34. Every sequence has a monotone subsequence statement
  35. Monotone convergence theorem for sequences statement
  36. Convergent sequence definition
  37. Squeeze theorem statement
  38. Cauchy product definition
  39. Partial sum definition
  40. Power series definition
  41. Intermediate value theorem statement
  42. Order on the reals definition
  43. Definite integral definition
  44. Improper integral definition
  45. One-sided limits of a monotone function exist statement
  46. Bolzano–Weierstrass theorem statement
  47. The sequence r^n tends to zero for |r| < 1 example
  48. Radius of convergence definition
  49. Convergent series definition
  50. Interval definition
  51. Boundedness theorem statement
  52. Monotonicity of the integral statement
  53. A series of nonnegative terms converges iff its partial sums are bounded statement
  54. Absolute convergence definition
  55. Sum of a series definition
  56. Extreme value theorem statement
  57. Comparison test statement
  58. Comparison test for improper integrals statement
  59. Geometric series example
  60. Cauchy product of absolutely convergent series statement
  61. Rolle's theorem statement
  62. Gamma function definition
  63. Ratio test statement
  64. Mean value theorem statement
  65. Ratio formula for the radius of convergence statement
  66. The exponential series has infinite radius of convergence statement
  67. A function with positive derivative is strictly increasing statement
  68. Exponential function definition
  69. Exponential of a sum statement
  70. The exponential function is positive statement
  71. The exponential function is its own derivative statement
  72. The exponential function is strictly increasing statement
  73. Natural logarithm definition
  74. Logarithmically convex function definition
  75. Log-convexity of the gamma function statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Bohr%E2%80%93Mollerup_theorem
About this page
TagAB3ATTS48V
URIm2://AB3ATTS48V
Kindstatement, theorem
WritingW0 stub
MSC33B15, 26A51
StatusThis copy of the site has no build data. Run m2 status AB3ATTS48V.
AboutGamma function
UsesGamma function, Logarithmically convex function

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