Asymptotic expansions for the incomplete gamma function in the transition regions

DOI10.1090/MCOM/3391zbMATH Open1412.33006arXiv1803.07841OpenAlexW2790444024WikidataQ129494630 ScholiaQ129494630MaRDI QIDQ4629378FDOQ4629378

Authors: Gergő Nemes, A. B. Olde Daalhuis 

Publication date: 22 March 2019

Published in: Mathematics of Computation (Search for Journal in Brave)

Abstract: We construct asymptotic expansions for the normalised incomplete gamma function $Q(a,z)=Gamma(a,z)/Gamma(a)$ that are valid in the transition regions, including the case $zapproxa$, and have simple polynomial coefficients. For Bessel functions, these type of expansions are well known, but for the normalised incomplete gamma function they were missing from the literature. A detailed historical overview is included. We also derive an asymptotic expansion for the corresponding inverse problem, which has importance in probability theory and mathematical statistics. The coefficients in this expansion are again simple polynomials, and therefore its implementation is straightforward. As a byproduct, we give the first complete asymptotic expansion as $ao-infty$ of the unique negative zero of the regularised incomplete gamma function $gamm{a}^{\ast }(a,x)$.

Full work available at URL: https://arxiv.org/abs/1803.07841

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zbMATH Keywords

asymptotic expansionsincomplete gamma functionstransition regions

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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Cited In (12)

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• Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback-Leibler information number criterion
• Title not available (Why is that?)
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• Incomplete gamma functions for large values of their variables
• Asymptotics of two-point correlations in the multi-species \(q\)-TAZRP
• Marcinkiewicz-Zygmund inequalities for polynomials in Fock space
• INCOMPLETE q-GAMMA FUNCTION AND TRICOMI EXPANSION

Uses Software

• Digital Library of Mathematical Functions
• Algorithm 955

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