Γ 函數 ,亦叫做伽瑪函數 (英文 :Gamma function ),係一個將階乘 推廣到複數 上嘅方法。Γ 函數係一個亞純函數 ,喺複平面 上面除咗0同埋負整數 ,其他地方都係有定義嘅。佢喺理論研究同應用上都有好重要嘅意義。對任何嘅正整數,都有
Γ
(
n
)
=
(
n
−
1
)
!
{\displaystyle \Gamma (n)=(n-1)!}
Γ 函數可以用無窮乘積嚟表示:
Γ
(
z
)
=
lim
n
→
+
∞
n
!
n
z
z
(
z
+
1
)
⋯
(
z
+
n
)
{\displaystyle \Gamma (z)=\lim _{n\to {+\infty }}{\frac {n!\;n^{z}}{z\;(z+1)\cdots (z+n)}}}
Γ
(
z
)
=
e
−
γ
z
z
∏
n
=
1
+
∞
(
1
+
z
n
)
−
1
e
z
/
n
{\displaystyle \Gamma (z)={\frac {e^{-\gamma z}}{z}}\prod _{n=1}^{+\infty }\left(1+{\frac {z}{n}}\right)^{-1}e^{z/n}}
其中
γ
{\displaystyle \gamma }
就係歐拉常數 。
1
=
∫
0
∞
x
(
α
−
1
)
λ
α
e
(
−
λ
x
)
Γ
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α
)
d
x
{\displaystyle 1=\int _{0}^{\infty }{\frac {x^{\left(\alpha -1\right)}\lambda ^{\alpha }e^{\left(-\lambda x\right)}}{\Gamma \left(\alpha \right)}}dx}
⇒
Γ
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α
)
λ
α
=
∫
0
∞
x
α
−
1
e
−
λ
x
d
x
{\displaystyle \Rightarrow {\frac {\Gamma \left(\alpha \right)}{\lambda ^{\alpha }}}=\int _{0}^{\infty }x^{\alpha -1}e^{-\lambda x}dx}
Γ 函數嘅遞歸公式係:
Γ
(
x
+
1
)
=
x
Γ
(
x
)
{\displaystyle \Gamma (x+1)=x\Gamma (x)}
對於正整數 n,有
Γ
(
n
+
1
)
=
n
!
{\displaystyle \Gamma (n+1)=n!}
可以話Γ 函數係階乘 嘅推廣。
Γ
(
n
+
1
)
=
∫
0
∞
e
−
x
x
n
+
1
−
1
d
x
=
∫
0
∞
e
−
x
x
n
d
x
{\displaystyle \Gamma (n+1)=\int _{0}^{\infty }e^{-x}x^{n+1-1}dx=\int _{0}^{\infty }e^{-x}x^{n}dx}
用分部積分法 嚟計呢個積分:
∫
0
∞
e
−
x
x
n
d
x
=
[
−
x
n
e
x
]
0
∞
+
n
∫
0
∞
e
−
x
x
n
−
1
d
x
{\displaystyle \int _{0}^{\infty }e^{-x}x^{n}dx=\left[{\frac {-x^{n}}{e^{x}}}\right]_{0}^{\infty }+n\int _{0}^{\infty }e^{-x}x^{n-1}dx}
當 x = 0 時,
−
0
n
e
0
=
0
1
=
0
{\displaystyle {\frac {-0^{n}}{e^{0}}}={\frac {0}{1}}=0}
。當 x 趨於無窮大時,根據洛必達法則 ,有:
lim
x
→
∞
−
x
n
e
x
=
lim
x
→
∞
−
n
!
⋅
0
e
x
=
0
{\displaystyle \lim _{x\rightarrow \infty }{\frac {-x^{n}}{e^{x}}}=\lim _{x\rightarrow \infty }{\frac {-n!\cdot 0}{e^{x}}}=0}
.
因此第一項
[
−
x
n
e
x
]
0
∞
{\displaystyle \left[{\frac {-x^{n}}{e^{x}}}\right]_{0}^{\infty }}
變咗零,所以:
Γ
(
n
+
1
)
=
n
∫
0
∞
e
−
x
x
n
−
1
d
x
{\displaystyle \Gamma (n+1)=n\int _{0}^{\infty }e^{-x}x^{n-1}dx}
等式嘅右面啱啱就係n
Γ
(
n
)
{\displaystyle \Gamma (n)}
。所以遞歸公式 係:
Γ
(
n
+
1
)
=
n
Γ
(
n
)
{\displaystyle \Gamma (n+1)=n\Gamma (n)}
。
Γ
(
−
3
/
2
)
=
4
π
3
≈
2.363
Γ
(
−
1
/
2
)
=
−
2
π
≈
−
3.545
Γ
(
1
/
2
)
=
π
≈
1.772
Γ
(
1
)
=
0
!
=
1
Γ
(
3
/
2
)
=
π
2
≈
0.886
Γ
(
2
)
=
1
!
=
1
Γ
(
5
/
2
)
=
3
π
4
≈
1.329
Γ
(
3
)
=
2
!
=
2
Γ
(
7
/
2
)
=
15
π
8
≈
3.323
Γ
(
4
)
=
3
!
=
6
{\displaystyle {\begin{array}{lll}\Gamma (-3/2)&={\frac {4{\sqrt {\pi }}}{3}}&\approx 2.363\\\Gamma (-1/2)&=-2{\sqrt {\pi }}&\approx -3.545\\\Gamma (1/2)&={\sqrt {\pi }}&\approx 1.772\\\Gamma (1)&=0!&=1\\\Gamma (3/2)&={\frac {\sqrt {\pi }}{2}}&\approx 0.886\\\Gamma (2)&=1!&=1\\\Gamma (5/2)&={\frac {3{\sqrt {\pi }}}{4}}&\approx 1.329\\\Gamma (3)&=2!&=2\\\Gamma (7/2)&={\frac {15{\sqrt {\pi }}}{8}}&\approx 3.323\\\Gamma (4)&=3!&=6\\\end{array}}}
斯特靈公式 可以用嚟估計 Γ 函數嘅增長速度:
Γ
(
x
+
1
)
∼
2
π
x
(
x
e
)
x
{\displaystyle \Gamma (x+1)\sim {\sqrt {2\pi x}}\left({\frac {x}{e}}\right)^{x}}
↑ Mada, L. (2020-04-24). "Relations of the Gamma function" . R code on Github . Code publicly available on Github [Personal Research]. 原先內容歸檔 喺2021-04-02. 喺2020-04-24 搵到 . Relations of the Gamma function