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Appendix A Some formulae in special functions [056P]

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Appendix A Some formulae in special functions

For developing quantitative estimates in Section 5, we need to use some formulae and facts about the modified Bessel functions and the confluent hypergeometric functions. Some formulae applied in our concrete setting are in fact not completely standard in the literature, which deserves some proof. For making the paper the self-contained and for readers’ convenience, we try to summarize those results with detailed and checkable proofs in this section. Our main reference is [Leb72].

A.1. Modified Bessel functions

Let ν∈ℝ\nu\in\mathbb{R}, we consider the following modified Bessel equation

(A.1) y2⋅d2​ℬ​(y)d​y2+y⋅d​ℬ​(y)d​y−(y2+ν2)⋅ℬ⁡(y)=0,y≥0.y^{2}\cdot\frac{d^{2}\mathcal{B}(y)}{dy^{2}}+y\cdot\frac{d\mathcal{B}(y)}{dy}-(y^{2}+\nu^{2})\cdot\mathcal{B}(y)=0,\ y\geq 0.

First, for any ν∈ℝ\nu\in\mathbb{R}, we define

(A.2) Iν​(y)≡∑k=0∞1Γ⁡(k+1)​Γ​(k+ν+1)​(y2)2​k+ν.\displaystyle I_{\nu}(y)\equiv\sum\limits_{k=0}^{\infty}\frac{1}{\Gamma(k+1)\Gamma(k+\nu+1)}\Big(\frac{y}{2}\Big)^{2k+\nu}.

In the special case ν=−ℓ\nu=-\ell with ℓ∈ℤ+\ell\in\mathbb{Z}_{+}, then the above definition can be also explained as

(A.3) Iν​(y)=∑k=ℓ∞1Γ⁡(k+1)​Γ​(k−ℓ+1)​(y2)2​k−ℓ.I_{\nu}(y)=\sum\limits_{k=\ell}^{\infty}\frac{1}{\Gamma(k+1)\Gamma(k-\ell+1)}\Big(\frac{y}{2}\Big)^{2k-\ell}.

Immediately, for any positive integer ℓ∈ℤ+\ell\in\mathbb{Z}_{+}, we have

(A.4) I−ℓ​(z)=Iℓ​(z).I_{-\ell}(z)=I_{\ell}(z).

Next we define Kν​(z)K_{\nu}(z) as follows,

(A.5) Kν​(y)≡{π2​sin⁡(ν​π)⋅(I−ν​(y)−Iν​(y)),ν∉ℤ,limν′→νν′∉ℤKν′​(y),ν∈ℤ.\displaystyle K_{\nu}(y)\equiv\begin{cases}\frac{\pi}{2\sin(\nu\pi)}\cdot(I_{-\nu}(y)-I_{\nu}(y)),&\nu\not\in\mathbb{Z},\\ \lim\limits_{\begin{subarray}{c}\nu^{\prime}\to\nu\\ \nu^{\prime}\not\in\mathbb{Z}\end{subarray}}K_{\nu^{\prime}}(y),&\nu\in\mathbb{Z}.\end{cases}

One can check that Iν​(y)I_{\nu}(y) and Kν​(y)K_{\nu}(y) are two linearly independent solutions to (A.1). In the literature, IνI_{\nu} and KνK_{\nu} are usually called modified Bessel functions.

In our context, mainly we are interested in the solutions IνI_{\nu} and KνK_{\nu} with an index ν=1n\nu=\frac{1}{n} and n≥2n\geq 2. The simples case is n=2n=2 such that both I12​(y)I_{\frac{1}{2}}(y) and K12​(y)K_{\frac{1}{2}}(y) have explicit formulae:

(A.6) I12​(y)=2π​y​sinh⁡(y),K12​(y)=π2​y​e−y.I_{\frac{1}{2}}(y)=\sqrt{\frac{2}{\pi y}}\sinh(y),\ K_{\frac{1}{2}}(y)=\sqrt{\frac{\pi}{2y}}e^{-y}.

The main part of this subsection is to prove the following useful integral representations for IνI_{\nu} and KνK_{\nu}.

Lemma A.1.

Given ν∈ℝ\nu\in\mathbb{R}, then the following integral formulae hold for each y>0y>0,

(A.7) Iν​(y)\displaystyle I_{\nu}(y) =1π​∫0πey​cos⁡θ​cos⁡(ν​θ)​𝑑θ−sin⁡(ν​π)π​∫0∞e−y​cosh⁡t−ν​t​𝑑t,\displaystyle=\frac{1}{\pi}\int_{0}^{\pi}e^{y\cos\theta}\cos(\nu\theta)d\theta-\frac{\sin(\nu\pi)}{\pi}\int_{0}^{\infty}e^{-y\cosh t-\nu t}dt,
(A.8) Kν​(y)\displaystyle K_{\nu}(y) =∫0∞e−y​cosh⁡t​cosh⁡(ν​t)​𝑑t.\displaystyle=\int_{0}^{\infty}e^{-y\cosh t}\cosh(\nu t)dt.
Proof.

First, we prove the integral formula for IνI_{\nu}. The idea of the proof was originally inspired by Hankel’s representation formula for the reciprocal gamma function. In fact, let ℒ⊂ℂ\mathcal{L}\subset\mathbb{C} be a contour winding around the negative O​xOx-axis. In our particular case, ℒ=ℒ1+ℒ2+ℒ3\mathcal{L}=\mathcal{L}_{1}+\mathcal{L}_{2}+\mathcal{L}_{3}, where ℒ1\mathcal{L}_{1} and ℒ3\mathcal{L}_{3} are two rays parallel to O​xOx and ℒ2\mathcal{L}_{2} is an arc of the unit circle centered at the origin (See Figure A.1). So Hankel’s representation formula gives that

(A.9) 1Γ⁡(k+ν+1)=12​π​−1​∫ℒew​w−(k+ν+1)​𝑑w,w∈ℂ.\frac{1}{\Gamma(k+\nu+1)}=\frac{1}{2\pi\sqrt{-1}}\int_{\mathcal{L}}e^{w}w^{-(k+\nu+1)}dw,\ w\in\mathbb{C}.

By the power series definition of IνI_{\nu},

(A.10) Iν​(y)\displaystyle I_{\nu}(y) =\displaystyle= ∑k=0∞1Γ⁡(k+1)​Γ​(k+ν+1)​(y2)2​k+ν\displaystyle\sum\limits_{k=0}^{\infty}\frac{1}{\Gamma(k+1)\Gamma(k+\nu+1)}\Big(\frac{y}{2}\Big)^{2k+\nu}
=\displaystyle= (y2)ν​12​π​−1​∫ℒew​w−ν−1​∑k=0∞(y24​w)kk!​𝑑w\displaystyle(\frac{y}{2})^{\nu}\frac{1}{2\pi\sqrt{-1}}\int_{\mathcal{L}}e^{w}w^{-\nu-1}\sum\limits_{k=0}^{\infty}\frac{(\frac{y^{2}}{4w})^{k}}{k!}dw
=\displaystyle= (y2)ν​12​π​−1​∫ℒew+y24​w​w−ν−1​𝑑w.\displaystyle(\frac{y}{2})^{\nu}\frac{1}{2\pi\sqrt{-1}}\int_{\mathcal{L}}e^{w+\frac{y^{2}}{4w}}w^{-\nu-1}dw.

For every y>0y>0, we make change of variables for each w∈ℂw\in\mathbb{C},

(A.11) w=y⋅eζ2=y​et2⋅e−1​θ, 0<t<∞, 0≤θ≤2​π.w=\frac{y\cdot e^{\zeta}}{2}=\frac{ye^{t}}{2}\cdot e^{\sqrt{-1}\theta},\ 0<t<\infty,\ 0\leq\theta\leq 2\pi.

Letting ℒ1\mathcal{L}_{1} and ℒ3\mathcal{L}_{3} tend to each other, then in terms of the variables (t,θ)(t,\theta),

(A.12) ∫ℒew+y24​w​w−ν−1​𝑑w=1π​∫0πey​cos⁡θ​cos⁡(ν​θ)​𝑑θ−sin⁡(ν​π)π​∫0∞e−y​cosh⁡t−ν​t​𝑑t.\int_{\mathcal{L}}e^{w+\frac{y^{2}}{4w}}w^{-\nu-1}dw=\frac{1}{\pi}\int_{0}^{\pi}e^{y\cos\theta}\cos(\nu\theta)d\theta-\frac{\sin(\nu\pi)}{\pi}\int_{0}^{\infty}e^{-y\cosh t-\nu t}dt.

The integral formula for KνK_{\nu} follows easily from the above integral representation for IνI_{\nu} and the definition

(A.13) Kν​(y)=π⁡(I−ν​(y)−Iν​(y))2​sin⁡(ν​π).K_{\nu}(y)=\frac{\pi(I_{-\nu}(y)-I_{\nu}(y))}{2\sin(\nu\pi)}.
ℒ2\mathcal{L}_{2}OOxxyyℒ1\mathcal{L}_{1}ℒ3\mathcal{L}_{3}
Figure A.1. The contour ℒ=ℒ1+ℒ2+ℒ3\mathcal{L}=\mathcal{L}_{1}+\mathcal{L}_{2}+\mathcal{L}_{3} for the integral (A.9)

∎

A.2. The confluent hypergeometric functions

Now we summarize some results regarding the confluent hypergeometric functions which are used in Section 5. Given α,β∈ℝ\alpha,\beta\in\mathbb{R} such that α>β\alpha>\beta and α\alpha is not a negative integer, we consider the following confluent hypergeometric equation

(A.14) y⋅d2​𝒥​(y)d​y2+(α−y)⋅d​𝒥​(y)dy−β⋅𝒥⁡(y)=0.y\cdot\frac{d^{2}\mathcal{J}(y)}{dy^{2}}+(\fa-y)\cdot\frac{d\mathcal{J}(y)}{dy}-\fb\cdot\mathcal{J}(y)=0.

Let

(A.15) Φ♯⁡(β,α,y)≡∑k=0∞(β)k(α)k⋅ykk!,\Ku(\beta,\alpha,y)\equiv\sum\limits_{k=0}^{\infty}\frac{(\beta)_{k}}{(\alpha)_{k}}\cdot\frac{y^{k}}{k!},

where we define the notation (x)k≡∏m=1k(x+m−1)(x)_{k}\equiv\prod\limits_{m=1}^{k}(x+m-1) and (x)0=1(x)_{0}=1. So the power series Φ♯⁡(β,α,z)\Ku(\fb,\fa,z) is always well-defined for all β∈ℂ\fb\in\mathbb{C}, z∈ℂz\in\mathbb{C} and α∈ℂ∖{0,−1,−2,…}\fa\in\mathbb{C}\setminus\{0,-1,-2,\ldots\}. Moreover, for any fixed z∈ℂz\in\mathbb{C}, the function Φ♯\Ku is entire in β\fb and meromorphic in α\fa with simple poles at negative integers.

It is by straightforward calculations that the function Φ♯⁡(β,α,y)\Ku(\fb,\fa,y) is a solution to (A.14). In the literature, Φ♯\Ku is called Kummer’s (confluent hypergeometric) function. Moreover, when y>0y>0, one can directly check that the function Φ♯^​(β,α,y)≡y1−α⋅Φ♯⁡(1+β−α,2−α,y)\widehat{\Ku}(\fb,\fa,y)\equiv y^{1-\fa}\cdot\Ku(1+\fb-\fa,2-\fa,y), which is linearly independent of Φ♯⁡(β,α,y)\Ku(\fb,\fa,y), also solves (A.14). Therefore, the general solution of (A.14) for y>0y>0 is

(A.16) 𝒥⁡(y)=C⋅Φ♯⁡(β,α,y)+C∗⋅y1−α⋅Φ♯⁡(1+β−α,2−α,y).\mathcal{J}(y)=C\cdot\Ku(\fb,\fa,y)+C^{*}\cdot y^{1-\fa}\cdot\Ku(1+\fb-\fa,2-\fa,y).

The power series definition of Φ♯⁡(β,α,y)\Ku(\fb,\fa,y) immediately gives the following integral representation formula which is well known in the literature. We include a short proof just for the convenience of the readers.

Lemma A.2.

For any α>β>0\fa>\fb>0, then for each y∈ℝy\in\mathbb{R},

(A.17) Φ♯⁡(β,α,y)=Γ⁡(α)Γ⁡(β)​Γ​(α−β)​∫01eyt​tβ−1​(1−t)α−β−1​dt.\Ku(\fb,\fa,y)=\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\int_{0}^{1}e^{yt}t^{\fb-1}(1-t)^{\fa-\fb-1}dt.
Proof.

Given p,q>0p,q>0, let B⁡(p,q)B(p,q) be the beta function which is defined by

(A.18) B⁡(p,q)≡∫01tp−1​(1−t)q−1​𝑑t.B(p,q)\equiv\int_{0}^{1}t^{p-1}(1-t)^{q-1}dt.

Then the beta function satisfies B⁡(p,q)=Γ⁡(p)​Γ​(q)Γ⁡(p+q)B(p,q)=\frac{\Gamma(p)\Gamma(q)}{\Gamma(p+q)}. The above formulae imply that

(A.19) (β)k(α)k\displaystyle\frac{(\fb)_{k}}{(\fa)_{k}} =\displaystyle= Γ⁡(β+k)Γ⁡(β)⋅Γ⁡(α)Γ⁡(α+k)\displaystyle\frac{\Gamma(\fb+k)}{\Gamma(\fb)}\cdot\frac{\Gamma(\fa)}{\Gamma(\fa+k)}
=\displaystyle= Γ⁡(α)Γ⁡(β)⋅B⁡(β+k,α−β)Γ⁡(α−β)\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fb)}\cdot\frac{B(\fb+k,\fa-\fb)}{\Gamma(\fa-\fb)}
=\displaystyle= Γ⁡(α)Γ⁡(β)​Γ​(α−β)​∫01tβ+k−1​(1−t)α−β−1​𝑑t.\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\int_{0}^{1}t^{\fb+k-1}(1-t)^{\fa-\fb-1}dt.

Now we return to the definition of Φ♯\Ku, combining the above summation,

(A.20) Φ♯⁡(β,α,y)\displaystyle\Ku(\beta,\alpha,y) =\displaystyle= ∑k=0∞(β)k(α)k⋅ykk!\displaystyle\sum\limits_{k=0}^{\infty}\frac{(\beta)_{k}}{(\alpha)_{k}}\cdot\frac{y^{k}}{k!}
=\displaystyle= Γ⁡(α)Γ⁡(β)​Γ​(α−β)​∫01tβ−1​(1−t)α−β−1​∑k=0∞(y​t)k−1k!​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\int_{0}^{1}t^{\beta-1}(1-t)^{\fa-\fb-1}\sum\limits_{k=0}^{\infty}\frac{(yt)^{k-1}}{k!}dt
=\displaystyle= Γ⁡(α)Γ⁡(β)​Γ​(α−β)​∫01ey​t​tβ−1​(1−t)α−β−1​𝑑t.\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\int_{0}^{1}e^{yt}t^{\beta-1}(1-t)^{\fa-\fb-1}dt.

The proof is done.

∎

Given β>0\fb>0 and y>0y>0, we define the function

(A.21) 𝒰⁡(β,α,y)≡1Γ⁡(β)​∫0∞e−yt​tβ−1​(1+t)α−β−1​dt.\mathcal{U}(\fb,\fa,y)\equiv\frac{1}{\Gamma(\fb)}\int_{0}^{\infty}e^{-yt}t^{\fb-1}(1+t)^{\fa-\fb-1}dt.

Quick computations show that for each β>0\fb>0, the function 𝒰⁡(β,α,y)\mathcal{U}(\fb,\fa,y) is a solution to the confluent hypergeometric equation (A.14) on the positive real axis ℝ+\mathbb{R}_{+}. Now let β>0\fb>0 and α∈ℝ∖{0,−1,−2,−3,…}\fa\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\}, thanks to (A.16), the function 𝒰⁡(β,α,y)\mathcal{U}(\fb,\fa,y) can be written in terms of Kummer’s function Φ♯\Ku. Evaluating those functions and their derivatives at y=0y=0, one can easily obtain

(A.22) 𝒰⁡(β,α,y)=Γ⁡(1−α)Γ⁡(1+β−α)⋅Φ♯⁡(β,α,y)+Γ⁡(α−1)Γ⁡(β)⋅y1−α⋅Φ♯⁡(1+β−α,2−α,y).\mathcal{U}(\fb,\fa,y)=\frac{\Gamma(1-\fa)}{\Gamma(1+\fb-\fa)}\cdot\Ku(\fb,\fa,y)+\frac{\Gamma(\fa-1)}{\Gamma(\fb)}\cdot y^{1-\fa}\cdot\Ku(1+\fb-\fa,2-\fa,y).

Notice that, the above relation is well-defined for each y≥0y\geq 0 and non-integral α\alpha. Moreover, if α→n+1∈ℤ+\alpha\to n+1\in\mathbb{Z}_{+}, then the right hand side of (A.22) will tend to a definite limit. The function 𝒰⁡(β,α,y)\mathcal{U}(\fb,\fa,y) is usually called Tricomi’s (confluent hypergeometric) function. In our context, we are also interested in the case y<0y<0. It can be directly verified that, if y<0y<0, the function

(A.23) Ψ♭⁡(β,α,y)≡ey⋅𝒰⁡(α−β,α,−y)\Tri(\fb,\fa,y)\equiv e^{y}\cdot\mathcal{U}(\fa-\fb,\fa,-y)

solves equation (A.14). Moreover, it immediately follows from the integral representation of 𝒰\mathcal{U} that for any y<0y<0,

(A.24) Ψ♭⁡(β,α,y)=eyΓ⁡(α−β)​∫0∞eyt​tα−β−1​(1+t)β−1​dt.\Tri(\beta,\alpha,y)=\frac{e^{y}}{\Gamma(\fa-\fb)}\int_{0}^{\infty}e^{yt}t^{\fa-\fb-1}(1+t)^{\fb-1}dt.

In summary, if y<0y<0, the equation (A.14) has two linearly independent solutions Φ♯⁡(β,α,y)\Ku(\fb,\fa,y) and Ψ♭⁡(β,α,y)\Tri(\fb,\fa,y).

The asymptotic behavior of Φ♯⁡(β,α,y)\Ku(\fb,\fa,y), 𝒰⁡(β,α,y)\mathcal{U}(\fb,\fa,y) and Ψ♭⁡(β,α,y)\Tri(\fb,\fa,y) can be easily seen from the above integral formulae. In fact, we have the following

Lemma A.3.

The following asymptotics hold:

  1. (1)

    Let α∈ℝ∖{0,−1,−2,−3,…}\fa\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\} and β>0\fb>0 satisfy α>β+1\fa>\fb+1, then

    (A.25) Φ♯⁡(β,α,y)∼{Γ⁡(α)Γ⁡(α−β)⋅(−y)−β,y→−∞,Γ⁡(α)Γ⁡(β)⋅ey⋅yβ−α,y→+∞.\displaystyle\Ku(\fb,\fa,y)\sim\begin{cases}\frac{\Gamma(\alpha)}{\Gamma(\alpha-\beta)}\cdot(-y)^{-\beta},&y\to-\infty,\\ \frac{\Gamma(\fa)}{\Gamma(\fb)}\cdot e^{y}\cdot y^{\fb-\fa},&y\to+\infty.\end{cases}
  2. (2)

    Let β>0\beta>0, then

    (A.26) 𝒰(β,α,y)∼y−β,y→+∞.\mathcal{U}(\fb,\fa,y)\sim y^{-\fb},\ y\to+\infty.
  3. (3)

    Let α>β\alpha>\beta, then

    (A.27) Ψ♭⁡(β,α,y)∼ey⋅(−y)β−α,y→−∞.\Tri(\fb,\fa,y)\sim e^{y}\cdot(-y)^{\fb-\fa},\ y\to-\infty.
Proof.

The proof is straightforward. For example, we only prove

(A.28) Φ♯⁡(β,α,y)∼Γ⁡(α)Γ⁡(α−β)⋅(−y)−β\Ku(\fb,\fa,y)\sim\frac{\Gamma(\alpha)}{\Gamma(\alpha-\beta)}\cdot(-y)^{-\beta}

as y→−∞y\to-\infty. The calculations of the remaining cases are the same. We make change of variables and let u=−y​tu=-yt, then

Φ♯⁡(β,α,y)\displaystyle\Ku(\fb,\fa,y) =Γ⁡(α)Γ⁡(β)​Γ​(α−β)​∫01ey​t​tβ−1​(1−t)α−β−1​𝑑t\displaystyle=\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\int_{0}^{1}e^{yt}t^{\fb-1}(1-t)^{\fa-\fb-1}dt
(A.29) =Γ⁡(α)Γ⁡(β)​Γ​(α−β)⋅(−y)−β⋅∫0−ye−uuβ−1(1+uy)α−β−1du.\displaystyle=\frac{\Gamma(\fa)}{\Gamma(\fb)\Gamma(\fa-\fb)}\cdot(-y)^{-\fb}\cdot\int_{0}^{-y}e^{-u}u^{\fb-1}\Big(1+\frac{u}{y}\Big)^{\fa-\fb-1}du.

Since α−β−1>0\fa-\fb-1>0 and −1≤uy≤0-1\leq\frac{u}{y}\leq 0, it is obvious (1+uy)α−β−1≤1(1+\frac{u}{y})^{\fa-\fb-1}\leq 1. Hence dominated convergence theorem implies

(A.30) limy→−∞∫0−ye−u​uβ−1​(1+uy)α−β−1​𝑑u=∫0∞e−u​uβ−1​𝑑u=Γ⁡(β).\lim\limits_{y\to-\infty}\int_{0}^{-y}e^{-u}u^{\fb-1}\Big(1+\frac{u}{y}\Big)^{\fa-\fb-1}du=\int_{0}^{\infty}e^{-u}u^{\fb-1}du=\Gamma(\beta).

Therefore, as y→−∞y\to-\infty,

(A.31) Φ♯(β,α,y)∼Γ⁡(α)Γ⁡(α−β)⋅(−y)−β.\Ku(\fb,\fa,y)\sim\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot(-y)^{-\fb}.

∎

Next we introduce some recurrence formulae for Kummer’s function.

Lemma A.4.

Let α∈ℝ∖{0,−1,−2,−3,…}\fa\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\} and β∈ℝ\fb\in\mathbb{R}, then for each y∈ℝy\in\mathbb{R},

(A.32) Φ♯⁡(β,α,y)\displaystyle\Ku(\fb,\fa,y) =Φ♯⁡(β+1,α,y)−yα​Φ♯⁡(β+1,α+1,y),\displaystyle=\Ku(\fb+1,\fa,y)-\frac{y}{\fa}\Ku(\fb+1,\fa+1,y),
(A.33) Φ♯⁡(β,α,y)\displaystyle\Ku(\fb,\fa,y) =α+yα⋅Φ♯⁡(β,α+1,y)−α−β+1α⁡(α+1)⋅y⋅Φ♯⁡(β,α+1,y).\displaystyle=\frac{\fa+y}{\fa}\cdot\Ku(\fb,\fa+1,y)-\frac{\fa-\fb+1}{\fa(\fa+1)}\cdot y\cdot\Ku(\fb,\fa+1,y).
Proof.

The formula can be quickly verified by applying the power series definition of Φ♯\Ku. ∎

With the above recurrence formula, we can extend the domain of indices in Lemma A.3 for Kummer’s function.

Lemma A.5.

For any α∈ℝ∖{0,−1,−2,−3,…}\fa\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\} and β∈ℝ\beta\in\mathbb{R} such that α>β\fa>\fb, then

(A.34) Φ♯⁡(β,α,y)∼{Γ⁡(α)Γ⁡(α−β)⋅(−y)−β,y→−∞,Γ⁡(α)Γ⁡(β)⋅ey⋅yβ−α,y→+∞.\displaystyle\Ku(\fb,\fa,y)\sim\begin{cases}\frac{\Gamma(\alpha)}{\Gamma(\alpha-\beta)}\cdot(-y)^{-\beta},&y\to-\infty,\\ \frac{\Gamma(\fa)}{\Gamma(\fb)}\cdot e^{y}\cdot y^{\fb-\fa},&y\to+\infty.\end{cases}
Proof.

We start with the initial step by assuming α−β>1\alpha-\beta>1 and β>1\beta>1. Then Lemma A.3 in this case shows that the desired asymptotics hold in this case.

Applying the recurrence formula (A.33), we can extend the domain of indices to α−β>0\alpha-\beta>0 and β>1\beta>1. Then applying (A.32), one can obtain the desired asymptotics for all β∈ℝ\beta\in\mathbb{R}. The proof is done. ∎

Lemma A.6 (Kummer’s transformation law).

Let α∈ℝ∖{0,−1,−2,−3,…}\fa\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\} and β∈ℝ\fb\in\mathbb{R}, then for any y∈ℝy\in\mathbb{R},

(A.35) Φ♯⁡(β,α,y)=ey⋅Φ♯⁡(α−β,α,−y).\Ku(\fb,\fa,y)=e^{y}\cdot\Ku(\fa-\fb,\fa,-y).
Proof.

First, we temporarily assume α>β>0\fa>\fb>0. By Lemma A.2,

(A.36) ey⋅Φ♯⁡(α−β,α,−y)\displaystyle e^{y}\cdot\Ku(\fa-\fb,\fa,-y) =\displaystyle= Γ⁡(α)Γ⁡(α−β)​Γ​(β)​∫01ey⁡(1−t)​tα−β−1​(1−t)β−1​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)\Gamma(\fb)}\int_{0}^{1}e^{y(1-t)}t^{\fa-\fb-1}(1-t)^{\fb-1}dt
=\displaystyle= Γ⁡(α)Γ⁡(α−β)​Γ​(β)​∫01ey​s​(1−s)α−β−1​sβ−1​𝑑s\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)\Gamma(\fb)}\int_{0}^{1}e^{ys}(1-s)^{\fa-\fb-1}s^{\fb-1}ds
=\displaystyle= Φ♯⁡(β,α,y).\displaystyle\Ku(\fb,\fa,y).

Now we prove the general case. Since both ey⋅Φ♯⁡(α−β,α,−y)Γ⁡(α)\frac{e^{y}\cdot\Ku(\fa-\fb,\fa,-y)}{\Gamma(\fa)} and Φ♯⁡(β,α,y)Γ⁡(α)\frac{\Ku(\fb,\fa,y)}{\Gamma(\fa)} are entire functions in ℂ\mathbb{C}, so the standard analytic continuation theorem implies that Φ♯⁡(β,α,y)=ey⋅Φ♯⁡(α−β,α,−y)\Ku(\fb,\fa,y)=e^{y}\cdot\Ku(\fa-\fb,\fa,-y) holds for any arbitrary β∈ℝ\beta\in\mathbb{R} and α∈ℝ∖{0,−1,−2,−3,…}\alpha\in\mathbb{R}\setminus\{0,-1,-2,-3,\ldots\}. ∎

Next we give another integral representation for Kummer’s function Φ♯⁡(β,α,y)\Ku(\fb,\fa,y) in the case y≤0y\leq 0, which has a crucial role in Section 5.

Lemma A.7.

Assume that α>β\fa>\fb and y≤0y\leq 0, then it holds that

(A.37) Φ♯⁡(β,α,y)=Γ⁡(α)Γ⁡(α−β)⋅ey​(−y)1−α2⋅∫0∞e−t⋅tα−12−β⋅Iα−1​(2​−yt)​dt.\Ku(\fb,\fa,y)=\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot e^{y}(-y)^{\frac{1-\fa}{2}}\cdot\int_{0}^{\infty}e^{-t}\cdot t^{\frac{\fa-1}{2}-\fb}\cdot I_{\fa-1}(2\sqrt{-yt})dt.
Proof.

By definition,

(A.38) Iα−1​(2​−y​t)=∑k=0∞(−y​t)k+α−12k!⋅Γ⁡(k+α).I_{\fa-1}(2\sqrt{-yt})=\sum\limits_{k=0}^{\infty}\frac{(-yt)^{k+\frac{\fa-1}{2}}}{k!\cdot\Gamma(k+\fa)}.

Integrating the above expansion, it follows that

(A.39) Γ⁡(α)Γ⁡(α−β)⋅∫0∞e−t⋅tα−12−β⋅Iα−1​(2​−y​t)​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot\int_{0}^{\infty}e^{-t}\cdot t^{\frac{\fa-1}{2}-\fb}\cdot I_{\fa-1}(2\sqrt{-yt})dt
=\displaystyle= Γ⁡(α)Γ⁡(α−β)⋅(−y)α−12⋅∑k=0∞(−y)kk!⋅Γ⁡(k+α)⋅∫0∞e−t⋅tα−β+k−1​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot(-y)^{\frac{\alpha-1}{2}}\cdot\sum\limits_{k=0}^{\infty}\frac{(-y)^{k}}{k!\cdot\Gamma(k+\fa)}\cdot\int_{0}^{\infty}e^{-t}\cdot t^{\fa-\fb+k-1}dt
=\displaystyle= Γ⁡(α)Γ⁡(α−β)⋅(−y)α−12⋅∑k=0∞(−y)k⋅Γ⁡(α−β+k)k!⋅Γ⁡(k+α).\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot(-y)^{\frac{\alpha-1}{2}}\cdot\sum\limits_{k=0}^{\infty}\frac{(-y)^{k}\cdot\Gamma(\alpha-\beta+k)}{k!\cdot\Gamma(k+\fa)}.

By the recursive formula of the Gamma function, Γ⁡(α−β+k)Γ⁡(k+α)=(α−β)k⋅Γ⁡(α−β)(α)k⋅Γ⁡(α)\frac{\Gamma(\alpha-\beta+k)}{\Gamma(k+\alpha)}=\frac{(\alpha-\beta)_{k}\cdot\Gamma(\alpha-\beta)}{(\alpha)_{k}\cdot\Gamma(\alpha)}, so it follows that

(A.40) Γ⁡(α)Γ⁡(α−β)⋅∫0∞e−t⋅tα−12−β⋅Iα−1​(2​−y​t)​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot\int_{0}^{\infty}e^{-t}\cdot t^{\frac{\fa-1}{2}-\fb}\cdot I_{\fa-1}(2\sqrt{-yt})dt
=\displaystyle= (−y)α−12⋅∑k=0∞(α−β)k​(−y)k(α)k⋅k!\displaystyle(-y)^{\frac{\alpha-1}{2}}\cdot\sum\limits_{k=0}^{\infty}\frac{(\alpha-\beta)_{k}(-y)^{k}}{(\alpha)_{k}\cdot k!}
=\displaystyle= (−y)α−12⋅Φ♯⁡(α−β,α,−y).\displaystyle(-y)^{\frac{\alpha-1}{2}}\cdot\Ku(\fa-\fb,\fa,-y).

Therefore,

(A.41) Γ⁡(α)Γ⁡(α−β)⋅ey​(−y)1−α2⋅∫0∞e−t⋅tα−12−β⋅Iα−1​(2​−y​t)​𝑑t\displaystyle\frac{\Gamma(\fa)}{\Gamma(\fa-\fb)}\cdot e^{y}(-y)^{\frac{1-\fa}{2}}\cdot\int_{0}^{\infty}e^{-t}\cdot t^{\frac{\fa-1}{2}-\fb}\cdot I_{\fa-1}(2\sqrt{-yt})dt
=\displaystyle= ey⋅Φ♯⁡(α−β,α,−y)\displaystyle e^{y}\cdot\Ku(\fa-\fb,\fa,-y)
=\displaystyle= Φ♯⁡(β,α,y).\displaystyle\Ku(\fb,\fa,y).

The last equality follows from Kummer’s transformation law.

∎

Lemma A.8.

Let ν>0\nu>0, then for all y>0y>0

(A.42) Iν​(y)\displaystyle I_{\nu}(y) =(y2)ν​e−yΓ⁡(ν+1)​Φ♯⁡(ν+12,2​ν+1,2​y),\displaystyle=\frac{(\frac{y}{2})^{\nu}e^{-y}}{\Gamma(\nu+1)}\Ku(\nu+\frac{1}{2},2\nu+1,2y),
(A.43) Kν​(y)\displaystyle K_{\nu}(y) =π​(2​y)ν​e−y​𝒰​(ν+12,2​ν+1,2​y).\displaystyle=\sqrt{\pi}(2y)^{\nu}e^{-y}\mathcal{U}(\nu+\frac{1}{2},2\nu+1,2y).
Proof.

The relation (A.42) can be verified by the power series definition of IνI_{\nu} and Φ♯⁡(ν+12,2​ν+1,2​y)\Ku(\nu+\frac{1}{2},2\nu+1,2y), so we just omit the computations.

To prove (A.43), first we assume ν\nu is not an integer. Combining the definition

(A.44) Kν​(y)=πsin⁡(ν​π)⋅I−ν​(y)−Iν​(y)2K_{\nu}(y)=\frac{\pi}{\sin(\nu\pi)}\cdot\frac{I_{-\nu}(y)-I_{\nu}(y)}{2}

and the relation

(A.45) 𝒰⁡(ν+12,2​ν+1,y)=Γ⁡(−2​ν)Γ⁡(12−ν)⋅Φ♯⁡(ν+12,2​ν+1,y)+Γ⁡(2​ν)Γ⁡(ν+12)⋅y−2​ν⋅Φ♯⁡(12−ν,1−2​ν,y),\mathcal{U}(\nu+\frac{1}{2},2\nu+1,y)=\frac{\Gamma(-2\nu)}{\Gamma(\frac{1}{2}-\nu)}\cdot\Ku(\nu+\frac{1}{2},2\nu+1,y)+\frac{\Gamma(2\nu)}{\Gamma(\nu+\frac{1}{2})}\cdot y^{-2\nu}\cdot\Ku(\frac{1}{2}-\nu,1-2\nu,y),

which is given by (A.22). If ν\nu is an integer, the relation (A.43) can be obtained by the limiting definition of KνK_{\nu} and the continuity argument for ν\nu.

∎

The following corollary shows the asymptotic behavior of Iν​(y)I_{\nu}(y) and Kν​(y)K_{\nu}(y) as y→+∞y\to+\infty.

Corollary A.8.1.

Let ν>0\nu>0, then we have

(A.46) limy→+∞Iν​(y)ey2​π​y=1\lim\limits_{y\to+\infty}\frac{I_{\nu}(y)}{\frac{e^{y}}{\sqrt{2\pi y}}}=1

and

(A.47) limy→+∞Kν​(y)π2​y⋅e−y=1.\lim\limits_{y\to+\infty}\frac{K_{\nu}(y)}{\sqrt{\frac{\pi}{2y}}\cdot e^{-y}}=1.
Proof.

The proof follows from Lemma A.3, Lemma A.5 and Lemma A.8. ∎

Original mathematics by the credited authors. Source-backed reader collection; mathematical self-containment is not assessed.