Incomplete gamma-function

The function defined by the formula

$$I ( x , m ) = \ \frac{1}{\Gamma ( m) } \int\limits _ { 0 } ^ { x } e ^ {-t} t ^ {m-1} dt ,\ \ x \geq 0 ,\ m > 0 ,$$

where $\Gamma ( m) = \int _ {0} ^ \infty e ^ {-t} t ^ {m-1} dt$ is the gamma-function. If $n \geq 0$ is an integer, then

$$I ( x , n+ 1 ) = \ 1 - e ^ {-x} \sum _ { m= 0}^ { n } \frac{x ^ {m} }{m ! } .$$

Series representation:

$$I ( x , m ) = \ \frac{e ^ {-x} x ^ {m} }{\Gamma ( m+ 1 ) } \left \{ 1+ \sum _ { k= 1}^\infty \frac{x ^ {k} }{( m+ 1 ) \dots ( m+ k ) } \right \} .$$

Continued fraction representation:

$$I ( x , m ) =$$

$$= \ 1 - \frac{x ^ {m-1} e ^ {-x} }{\Gamma ( m + 1 ) } \left \{ \frac{1 \mid }{\mid x } + \frac{1 - m \mid }{\mid 1 } + \frac{1 \mid }{\mid x } + \frac{2 - m \mid }{\mid 1 } + \frac{2 \mid }{\mid x } + \dots \right \} .$$

Asymptotic representation for large $x$:

$$I ( x , m ) = 1 - \frac{x ^ {m-1} e ^ {-x} }{\Gamma ( m) } \left \{ \sum _ { i= 0}^{ M- 1} \frac{( - 1 ) ^ {i} \Gamma ( 1- m+ i ) }{x ^ {i} \Gamma ( 1- m ) } + O ( x^{-M} ) \right \} .$$

Asymptotic representation for large $m$:

$$I ( x , m ) = \ \Phi ( 2 \sqrt x - \sqrt m- 1 ) + O ( m ^ {-1/2} ) ,$$

$$I ( x , m ) = \Phi \left [ 3 \sqrt m \left ( \left ( \frac{x}{m} \right ) ^ {1/3} - 1 + \frac{1}{9m} \right ) \right ] + O ( m ^ {-1} ) ,$$

where

$$\Phi ( z) = \ \frac{1}{\sqrt {2 \pi } } \int\limits _ {- \infty } ^ { z } e ^ {- t ^ {2} / 2 } dt .$$

Connection with the confluent hypergeometric function:

$$I ( x , m ) = \ \frac{x ^ {m} }{\Gamma ( m+ 1 ) } {} _ {1} F _ {1} ( m , m+ 1 ; - x ) .$$

Connection with the Laguerre polynomials $L _ {n} ^ {( \alpha ) } ( x)$:

$$\frac{\partial ^ {n+1} }{\partial x ^ {n+1} } I ( x , n + \alpha ) = \ ( - 1 ) ^ {n} n! \frac{\Gamma ( \alpha ) }{\Gamma ( n+ \alpha ) } x ^ {\alpha - 1 } e ^ {-x} L _ {n} ^ {( \alpha ) } ( x ) .$$

Recurrence relation:

$$m I ( x , m+ 1 ) + x I ( x , m- 1 ) = \ ( x+ m ) I ( x , m ) .$$

References

[1]	M. Abramowitz, I.A. Stegun, "Handbook of mathematical functions" , Dover, reprint (1973)
[2]	V.I. Pagurova, "Tables of the incomplete gamma-function" , Moscow (1963) (In Russian)

Comments

The following notations are also used:

$$P ( a , x ) = \frac{1}{\Gamma ( a) } \int\limits _ { 0 } ^ { x } t ^ {a - 1 } e ^ {-t} d t ,$$

$$Q ( a , x ) = \frac{1}{\Gamma ( a) } \int\limits _ { x } ^ \infty t ^ {a - 1 } e ^ {-t} d t ,$$

with $\mathop{\rm Re} a > 0$, $x \geq 0$. The $Q$- function is related to the confluent hypergeometric function:

$$Q ( a , x ) = \frac{1}{\Gamma ( a) } x ^ {a} e ^ {-x} \Psi ( 1 ; a + 1 ; x ) .$$

New asymptotic expansions for both $P ( a , x )$ and $Q ( a , x )$ are given in [a1].

References

[a1]	N.M. Temme, "The asymptotic expansion of the incomplete gamma functions" SIAM J. Math. Anal. , 10 (1979) pp. 757–766