THE GAMMA FUNCTION

1. Some results from analysis

Lemma 1. Suppose (fn ) is a sequence of functions analytic on an open subset D

of C. If (fn ) converges uniformly on every compact (closed and bounded) subset
of D to the limit function f then f is analytic on D. Moreover, the sequence of
derivatives (fn0 ) converges uniformly on compact subsets of D to f 0 .
Proof. Since fn is analytic on D we have by Cauchy’s integral formula
Z
1 fn (z)
fn (w) = dz
2πi γ z − w
where γ is any closed and positively oriented contour in D and w is any interior
point. The region interior to and including γ is closed and bounded and hence
compact. So (fn ) converges uniformly on this region and hence we can pass to the
limit under the integral sign giving
Z
1 f (z)
f (w) = dz.
2πi γ z − w
This implies that f is analytic on the region defined by γ and hence on the whole
of D.
For the derivatives we have
Z
0 1 fn (z)
fn (w) = dz
2πi γ (z − w)2
and Z
0 1 f (z)
f (w) = dz.
2πi γ (z − w)2
Hence
fn (z) − f (z)
Z
1
|fn0 (w) 0
− f (w)| = dz
2π γ (z − w)2
fn (z) − f (z)
≤ (length of γ) × sup
z∈γ (z − w)2
and this tends to 0 as n → ∞ for any w on the interior of γ, and hence for any
compact subsets of D (just choose γ appropriately which is possible since D is
open). 

1
2 THE GAMMA FUNCTION

Lemma 2 (Differentiating under the integral sign). Let D be an open set and let
γ be a contour of finite length L(γ). Suppose ϕ : {γ} × D → C is a continuous
function and define g : D → C by
Z
g(z) = ϕ(w, z)dw.
γ
∂ϕ
Then g is continuous. Also, if ∂z
exists and is continous on {γ} × D then g is
analytic with derivative Z
0 ∂ϕ
g (z) = (w, z)dw.
γ ∂z
Proof. Let z1 , z2 ∈ D with z2 fixed. Since ϕ is continuous, given ε > 0 we can find
a δ > 0 such that |z1 − z2 | < δ ⇒ |ϕ(w, z1 ) − ϕ(w, z2 )| < ε/L(γ). Hence, given
ε > 0 choose δ as above then by linearity of the integral and the estimation lemma
Z
|g(z1 ) − g(z2 )| = (ϕ(w, z1 ) − ϕ(w, z2 ))dw
γ
≤ L(γ) max |ϕ(w, z1 ) − ϕ(w, z2 )|
w∈γ
< ε.
∂ϕ
Hence g is continuous. If ∂z
exists and is continuous then
ϕ(w, z + h) − ϕ(w, z) ∂ϕ
− (w, z) → 0
h ∂z
with h. Then again by linearity of the integral and the estimation lemma
g(z + h) − g(z)
Z
∂ϕ
− (w, z)dw
h γ ∂z
Z  
ϕ(w, z + h) − ϕ(w, z) ∂ϕ
= − (w, z) dw
γ h ∂z
ϕ(w, z + h) − ϕ(w, z) ∂ϕ
≤ L(γ) max − (w, z)
w∈γ h ∂z
and this tends to 0 with h. 
Corollary 1. Let D be an open set and ϕ : [a, R∞]×D → C be continuous with con-
∞
tinuous partial derivative ∂ϕ∂z
. If the integral a ϕ(t, z)dt converges uniformly on
compact
R ∞ ∂ϕ subsets of D then it defines an analytic function there and has derivative
a ∂z
(t, z)dt.
Rn
Proof. Let fn (z) = a ϕ(t, z)dt (so γ is the straight line joining a and n) . By the
0
R n ∂ϕ
above lemma R∞ each f n is analytic (with f n (z) = a ∂z
(t, z)dt) and by hypothesis
fn → f = a ϕ(t, z)dt uniformly on compact subsets of D. Applying Lemma 1
gives us the result. 
 THE GAMMA FUNCTION 3

2. The Analytic Character of Γ(s)

Let s = σ + it with σ, t ∈ R. We define the Γ-function for σ > 0 by
Z ∞
(1) Γ(s) = e−t ts−1 dt.
0
Note in the definition we have the two ‘bad’ points, 0 and ∞. Also, we cannot
immediately apply Corollary 1 since the integrand is not always continuous at 0.
It turns out none of this matters and we have the following.

Proposition 1. Γ(s) is analytic for σ > 0.

R∞
Proof. First, note for a > 0 the function defined by a e−t ts−1 dt is analytic. To
see this we only need show it is uniformly convergent (on compact blah) and then
we can apply Corollary 1 since all other hypotheses are met. As expected, the
exponential dominates the tail of the integral giving
Z n Z ∞ Z ∞
−t s−1 −t s−1
e t dt − e t dt = e−t ts−1 dt
a a
Z n∞
≤ e−t tσ−1 dt
n
Z ∞
1
≤ C e− 2 t dt
n
− 12 n
= 2Ce
and this → 0 as n → ∞ giving uniform convergence. Now for σ > 0 define,
Z ∞
fn (s) = e−t ts−1 dt.
1
n

By the above argument each fn is analytic. Suppose σ ≥ c > 0. For 0 < t ≤ 1 we

have e−t < 1 and tσ−1 ≤ tc−1 . Hence, for n > m,
Z 1 Z 1
m
−t s−1
m 1
e t dt < tc−1 d = (m−a − n−a ).
1
n
1
n
c
Given ε > 0 we can choose 0 < δ < 1 such that 1c (m−a − n−a ) < ε whenever
|m−1 −n−1 | < δ. Hence the fn satisfy the Cauchy condition for uniform convergence
in compact subsets of the halfplane σ > 0. Applying Lemma 1 we see that the
gamma function is analytic for σ > 0. 
We can show the Γ function is an extension of factorial function to complex
arguments, via the following functional equation
Proposition 2. For σ > 0 we have
(2) Γ(s + 1) = sΓ(s).
4 THE GAMMA FUNCTION

Proof. Integration by parts gives

Z ∞ ∞
Z ∞
e−t ts dt = −e−t ts +s e−t ts−1 dt = sΓ(s)
0 0 0

By direct computation we see Γ(1) = 1 and hence by induction Γ(n + 1) = n!

for all positive integers n. The functional equation also gives us the analytic
continuation of Γ.

Theorem 1. The Γ function can be extended over the whole complex plane to a
meromorphic function with simple poles at the negative integers and zero. The
residues of these poles are given by

(−1)n
(3) Ress=−n Γ(s) =
n!
Proof. By (2) we have
Γ(s+n)
(4) Γ(s) =
s(s+1)(s+2) · · · (s+n−1)
for any positive integer n. Now Γ(s+n) is analytic for σ > −n so the function on
the right is meromorphic for σ > −n with simple poles at 0, −1, −2, . . . , −(n − 1).
Since n is arbitrary we’re done. By construction this extension of Γ satisfies (2).
To calculate the residues we rewrite (4) as
Γ(s+n + 1)
Γ(s) =
s(s+1)(s+2) · · · (s+n)
and proceed directly viz:
(s + n)Γ(s+n + 1)
Res(Γ; −n) = lim
s(s+1)(s+2) · · · (s+n)
s→−n

Γ(s+n + 1)
= lim
s→−n s(s+1)(s+2) · · · (s+n− 1)

(−1)n
=
n!
where we have used Γ(1) = 1 in the numerator. 

From now on when we refer to the Γ-function we mean the meromorphic con-
tinuation. Heuristically we can think of this as the limit in n of the right hand
side of (4), and this is in fact not too far from the truth.
 THE GAMMA FUNCTION 5

3. Product Representations of Γ(s)

n
Since ex = limn→∞ 1 + nx it is not unreasonable to expect
Z n n
t
(5) Γ(s) = lim 1− ts−1 dt.
n→∞ 0 n
We first prove this and then use it to give an alternative representation of Γ(s),
which can be thought of as the limit in n of (4).

Lemma 3. Formula (5) holds for σ > 0.

Proof. Denote n
Z n 
t
fn (s) = 1− ts−1 dt.
0 n
Then Z n  n  Z ∞
−t t
Γ(s) − fn (s) = e − 1− s−1
t dt + e−t ts−1 dt.
0 n n
The second integral is just the tail of the Γ-function which → 0 as n → ∞. We
want to show the first integral also → 0. This seems feasible since the first factor
of the integrand gets arbitrarily small for increasing n. Now, for 0 ≤ y ≤ 1 we
have 1 + y ≤ ey ≤ (1 − y)−1 . For n large set y = t/n then
 n  −n
t −t t
1− ≤e ≤ 1+ .
n n
Hence
 n   n 
−t t −t t t
0≤e − 1− = e 1−e 1−
n n
  n  n 
−t t t
≤ e 1− 1+ 1−
n n
2 n
   
t
= e−t 1 − 1 − 2 .
n
Now, if 0 ≤ a ≤ 1 then (1 − a)n ≥ 1 − na when na < 1. Letting a = t2 /n2 then
for large n n
t2 t2

1− 1− 2 ≤ .
n n
Therefore  n
−t t
0≤e − 1− ≤ n−1 t2 e−t .
n
This gives
1 n −t σ+1
Z
1
|Γ(s) − fn (s)| ≤ e t dt < Γ(σ + 2) → 0
n 0 n
6 THE GAMMA FUNCTION

as n → ∞ since Γ(σ + 2) is finite. 

We deduce the alternative representation of Γ(s) as follows. Substituting u =
t/n we have
Z n n Z 1
t s−1 s
1− t dt = n (1 − u)n us−1 du
0 n 0
n 1
 Z 
s 1 s n
1
n−1 s
= n u (1 − u) + (1 − u) u du
s 0 s 0
 Z 1 
s n n−1 s
= n (1 − u) u du
s 0
= ······
Z 1
s n(n − 1) . . . 1
= n u(s−1)+n du
s(s + 1) . . . ((s − 1) + n) 0
n!
= ns .
s(s + 1) · · · (s + n)
Taking the limit as n → ∞ gives
Proposition 3. For s 6= 0, −1, . . .
n!
(6) Γ(s) = lim ns .
n→∞ s(s + 1) · · · (s + n)

This converges for all other s so gives us another meromorphic continuation of Γ.

This formula is quite useful and has a few consequences. The first of which is
Corollary 2 (Weierstrass Product). For s 6= 0, −1, . . . we have
∞
e−γs Y  s −1 z/k
(7) Γ(s) = 1+ e
s k=1 k
where γ is the Euler-Mascheroni constant.
Proof. For s 6= 0, −1, . . . we have
n!
Γ(s) = lim ns
n→∞ s(s + 1) · · · (s + n)

1
= lim es log n
n→∞ s(1 + s)(1 + s/2) · · · (1 + s/n)
1 1 1 1
es(log n−1− 2 −···− n ) es(1+ 2 +···+ n )
= lim
n→∞ s (1 + s)(1 + s/2) · · · (1 + s/n)
n
e−γs Y  s −1 z/k

= lim 1+ e .
s n→∞ k=1 k

 THE GAMMA FUNCTION 7

This formula clearly demonstrates the poles as well as giving us the fact that
Γ(s) has no zeros. Also, taking the logarithm of the product, differentiating and
then evaluating at s = 1 gives Γ0 (1) = −γ.

4. The Reflection and Duplication Formulae

We can use (6) to prove the famous reflection and duplication formulae. For the
first of these we need a lemma.

Lemma 4. We have the following expansions

∞
1 X 1
(8) π cot(πs) = + 2s
s n=1
s − n2
2

and
∞ 
s2

sin(πs) Y
(9) = 1− 2 .
πs n=1
n

Proof. Let
∞
1 X 1
F (s) = + 2s .
s n=1
s − n2
2

with s ∈ C\Z. If s is near an integer we expect to see some fairly large terms in the
series but these will die out as n increases. This is enough to guarantee absolute
convergence: for n > √12 |s| we have |s2 − n2 | ≥ n2 − |s|2 > n2 /2 and hence
X 1 X 1
<
|s2 − n2 | n2
n> √1 |s| 1
n> √ |s|
2 2

which converges. Adding in the finite number of other terms gives that the series
in (8) converges absolutely. Note this also implies the series converges uniformly
on compact subsets and hence defines an analytic function on C\Z by Lemma
1. Splitting the summand into partial fractions we see F(s) is periodic in σ with
period 1. The pole at 0 is simple and has residue 1. By periodicity every poles is
simple with residue 1. Therefore, the function defined by f (s) = π cot(πs) − F (s)
is entire and periodic in σ with period 1. We show f (s) is bounded then apply
Liouville’s theorem. By periodicity it suffices to show f is bounded when 0 ≤ σ < 1
and since f is entire we need to show it’s bounded as t = =(s) → ±∞. Now,
eπis + e−πis 2πi
π cot(πs) = πi πis −πis
= πi + 2πis .
e −e e −1
Since |e2πis | = e−2πt we have limt→±∞ π cot(πs) = ∓πi. For F (s) note that in
the region 0 ≤ σ < 1 we have |t| ≤ |s| < |t| + 1. We also have |s2 − n2 | =
8 THE GAMMA FUNCTION

|σ 2 − t2 − n2 + 2iσt| ≥ |σ 2 − t2 − n2 | = |σ 2 − (t2 + n2 )| ≥ |t2 + n2 | − σ 2 > t2 + n2 − 1.

Hence
∞
1 X 1
|F (s)| ≤ + 2(|t| + 1)
|t| n=1
n + t2 − 1
2
Z ∞
1 dx
≤ + 2(|t| + 1)
|t| 0 x + t2 − 1
2
√
∞
1 tan−1 x/ t2 − 1
= + 2(|t| + 1) √
|t| t2 − 1 0
1 |t| + 1
= + π√ .
|t| t2 − 1
So F (s) is bounded. Therefore f (s) is bounded and hence constant by Liouville.
At s = 1/2 we have π cot(π/2) = 0 and
∞  
X 1 1
F (1/2) = 2 − − =0
n=1
n − 1/2 n + 1/2
hence f ≡ 0.
To see (9) consider g(s) = sin(πs)/(πs n≥1 (1 − s2 /n2 )). The product is abso-
Q
lutely convergent so g exists for s ∈ C\Z. g(s) tends to 1 as s tends to 0 and g
has period 1 implying g(s) tends to 1 as s tends to any integer. The logarithmic
derivative is given by
∞
!
0
g (s) 1 X 1
= π cot(πs) − + 2s =0
g(s) s n=1
s − n2
2

hence g is constant and since g(0) = 1 we have g(s) = 1 for all s. 

Proposition 4 (Reflection Formula).
π
(10) Γ(s)Γ(1 − s) = .
sin πs
Proof. By (6) and (9) we have
n! n!
Γ(s)Γ(−s) = lim ns n−s
n→∞ s(s + 1) · · · (s + n) −s(−s + 1) · · · (−s + n)
1
= lim Qn s
1 − ns



n→∞ −z 2
k=1 1 + n
π
= − .
s sin πs
So by (2)
π
Γ(s)Γ(1 − s) = Γ(s)(−s)Γ(−s) = .
sin πs

 THE GAMMA FUNCTION 9
√
Setting s = 1/2 in the reflection formula gives Γ(1/2) = π.
Proposition 5 (Duplication Formula). We have the following formula
 
1
(11) Γ(s)Γ s + = 21−2s π 1/2 Γ(2s)
2
Proof. The trick here is to use a convenient expression for Γ(2s). By (6) we have
(
Γ(s)Γ(s + 1/2) n!ns n!ns+1/2
= lim
Γ(2s) n→∞ s(s + 1) · · · (s + n) (s + 12 )(s + 23 ) · · · (s + 12 + n)
)
2s(2s + 1) · · · (2s + 2n)
×
(2n)!(2n)2s
( )
1 (n!)2 n1/2 22n+1
= 2s lim
2 n→∞ (2n)!(z + n + 12 )
( )
1 (n!)2 22n+1
= 2s lim 1
2 n→∞ (2n)!n1/2 (1 + z/n + 2n )
( )
1 (n!)2 22n+1
= 2s lim
2 n→∞ (2n)!n1/2
1
= C
22s
√
Setting s = 1/2 gives C = 2Γ(1/2) = 2 π and we’re done. 
We finish this section on the Γ function with a formula that is very useful for
estimating Γ(s).

5. Stirling’s Formula
The following theorem characterises the Γ function uniquely and will prove use-
ful.

Theorem 2 (Uniqueness Theorem). Let F be analytic in the right half-plane A =

{s ∈ C : σ > 0}. Suppose F (s + 1) = sF (s) and that F is bounded in the strip
1 ≤ σ < 2. Then F (s) = aΓ in A with a = F (1).
Proof. Consider f (s) = F (s) − aΓ(s). The equation f (s + 1) = sf (s) holds in A
and so we can extend f meromorphically to the whole plane as we did for Γ. If
any poles occur these must be at the negative integers. Since f (1) = 0 we have
lims→0 sf (s) = 0, hence f doesn’t have a pole, or anything worse, at 0 and we can
thus continue f analytically to 0. This gives the analytic continuation of f to the
negative integers via f (s + 1) = sf (s).
10 THE GAMMA FUNCTION

Now, |Γ(s)| ≤ Γ(σ) and this is bounded for 1 ≤ σ < 2. Since F is bounded here
by hypothesis, f is also. Now consider the region with 0 ≤ σ ≤ 1. If t = =(s) ≤ 1
then f is bounded since it’s analytic here. If t > 1 then f is bounded here since
f (s) = f (s + 1)/s and f is bounded for 1 ≤ σ < 2. Since f (s) and f (1 − s) assume
the same values for 0 ≤ σ ≤ 1 we have that g(s) = f (s)f (1 − s) is bounded and
analytic. By Liouville g(s) ≡ g(1) = 0 and hence f ≡ 0. 
Our goal is to use the uniqueness theorem to prove
√ 1
Γ(s) = 2πss− 2 e−s eµ(s)
for s ∈ C− = C\R≤0 where
Z ∞
P1 (x)
µ(s) := − dx
0 s+x
1
and P1 (x) = x − bxc − .
We need to show µ is analytic and that it posseses an
2
appropriate functional equation (so that the above representation of Γ satisfies the
functional equation (2)). For this we need a lemma.

Lemma 5 (‘Twisted’ 4 -inequality). For s = reiθ and x ≥ 0 we have

(12) |s + x| ≥ (|s| + x) cos(θ/2).
This gives
(13) |s + x| ≥ (|s| + x) sin(δ/2)
when |θ| ≤ π − δ, 0 < δ ≤ π (since cos(θ/2) ≥ sin(δ/2)).
Proof. Using cos θ = 1 − 2 sin2 (θ/2) and (r + x)2 ≥ 4rx we have
|s + x|2 = r2 + 2rx cos θ + x2 = (r + x)2 − 4rx sin2 (θ/2) ≥ (r + x)2 cos2 (θ/2)

Proposition 6. µ(s) is analytic in C− .
Proof. Define Q(x) = 21 (x − bxc − (x − bxc)2 ). Then Q(t) is an antiderivative of
−P1 (x) (so continuous) and 0 ≤ Q(x) ≤ 1/8. We have
Z β β Z β
P1 (x) Q(x) Q(x)
(14) − dx = + 2
dx
α s+x s+x α α (s + x)

for 0 < α < β < ∞. Now let 0 < δ ≤ π and ε > 0. Then for x ≥ 0, s = reiθ with
r > ε and |θ| ≤ π − δ we have (by the above lemma)
Q(x) |Q(t)| 1
2
≤ 2 2
≤ 2 .
(s + x) sin (δ/2)(ε + x) 8 sin (δ/2)(ε + x)2
Hence the integral Z ∞
Q(x)
dx
0 (s + x)2
 THE GAMMA FUNCTION 11

is uniformly convergent in compact subsets of C− and therefore defines an analytic

function by Corollary 1. But by (14) we have
Z ∞
Q(x)
(15) µ(s) = dx.
0 (s + x)2

Note by (15) and (12), (13) we have
1
(16) |µ(s)| ≤
8 cos2 (θ/2)|s|
1
(17) |µ(s)| ≤ 2
8 sin (δ/2)|s|
for s = reiθ , |θ| ≤ π − δ, 0 < δ ≤ π.
Proposition 7. For s ∈ C− we have
   
1 s+1
(18) µ(s) − µ(s + 1) = s + log − 1.
2 s
Proof. Since P1 (x + 1) = P1 (x) we have
Z ∞ Z ∞
P1 (x) P1 (x + 1)
µ(s + 1) = − dx = − dx
0 (s + 1) + x 0 s+x+1
Z ∞  Z 1 
P1 (x) x − bxc − 1/2
= − dx = µ(s) − − dx
1 s+x 0 s+x
Z 1
x − 1/2
= µ(s) + dx
0 s+x
Z 1 
s + 1/2
= µ(s) + 1− dx.
0 s+x

Theorem 3 (Complex Stirling’s Formula). For s ∈ C− we have
√ 1
(19) Γ(s) = 2πss− 2 e−s eµ(s) .
Proof. By Proposition 6 the function
1
F (s) = ss− 2 e−s eµ(s)
1 1
is analytic in C− (we define ss− 2 = e(s− 2 ) log s where log is the principal branch of
the logarithm). By Proposition 7 we have
1 s+1
F (s + 1) = (s + 1)s+1/2 e−s−1 eµ(s)−(s+ 2 ) log( s )+1 = ss+1/2 e−s eµ(s) = sF (s).

Also F (s) is bounded in the region A = {s ∈ C : σ > 0}: Clearly, eµ(s) is bounded
1
by (16). Writing s = σ + it = |s|eiθ ∈ C we have |ss− 2 e−s | = |s|σ−1/2 e−θt e−σ . Then
12 THE GAMMA FUNCTION

for s ∈ A with |t| ≥ 2 we have σ − 1/2 ≤ 2, |s| ≤ 2t and −tθ ≤ −π|t|/2. Hence,
1
in this region we have |ss− 2 e−s | ≤ 4t2 e−π|t|/2 e−1 → 0 as |t| → ∞. Hence F (s) is
bounded in A. By the Uniqueness Theorem we must have
1
Γ(s) = ass− 2 e−s eµ(s)
for some a. Substituting this into the duplication formula (11) gives
√
a2 ss−1/2 e−s eµ(s) (s + 1/2)s e−s−1/2 eµ(s+1/2) = a21−2s π(2s)2s−1/2 e−2s eµ(2s)
√
= a 2πs2s−1/2 e−2s eµ(2s) .
Hence √
a(1 + 1/2s)s eµ(s)+µ(s+1/2) = 2πeeµ(2s) .
Now let s be real and approach infinity. By√(16) the exponentials tend to 1 and
√
since limx→∞ (1 + 1/2x)x = e we have a = 2π. 
This result immediately gives the original form of stirling’s formula
√
Corollary 3. As x → ∞ in R we have Γ(x) ∼ 2πxx−1/2 e−x .
Another consequence is the following.
Corollary 4 (Rapid decay in vertical strips). Let σ ∈ R be fixed. Then as |t| → ∞
we have
√
(20) |Γ(σ + it)| ∼ 2π|t|σ−1/2 e−π|t|/2 .
Proof. Assume t ≥ 0. By (19) and (16) we have
log |Γ(σ + it)| = <(log(Γ(σ + it)))
1
= <((σ + it − 1/2) log(σ + it) − σ − it) + log 2π + O(1/t)
2
= <((σ + it − 1/2)(log(σ 2 + t2 )/2 + i arg(σ + it)))
1
−σ + log 2π + O(1/t)
2   
p
= (σ − 1/2) log |t| 1 + σ 2 /t2 − t arg(σ + it)
1
−σ + log 2π + O(1/t)
2
= (σ − 1/2)(log |t| + o(1)) − t(π/2 − tan−1 (σ/t))
1
−σ + log 2π + o(1)
2
1
= (σ − 1/2) log |t| − πt/2 + log 2π + o(1).
2
Doing similar stuff for t ≤ 0 gives the result.