Lauricella hypergeometric series

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In 1893 Giuseppe Lauricella defined and studied four hypergeometric series FA, FB, FC, FD of three variables. They are (Lauricella 1893):

for |x1| + |x2| + |x3| < 1 and

for |x1| < 1, |x2| < 1, |x3| < 1 and

for |x1|½ + |x2|½ + |x3|½ < 1 and

for |x1| < 1, |x2| < 1, |x3| < 1. Here the Pochhammer symbol (q)i indicates the i-th rising factorial of q, i.e.

where the second equality is true for all complex except .

These functions can be extended to other values of the variables x1, x2, x3 by means of analytic continuation.

Lauricella also indicated the existence of ten other hypergeometric functions of three variables. These were named FE, FF, ..., FT and studied by Shanti Saran in 1954 (Saran 1954). There are therefore a total of 14 Lauricella–Saran hypergeometric functions.

Generalization to n variables[edit]

These functions can be straightforwardly extended to n variables. One writes for example

where |x1| + ... + |xn| < 1. These generalized series too are sometimes referred to as Lauricella functions.

When n = 2, the Lauricella functions correspond to the Appell hypergeometric series of two variables:

When n = 1, all four functions reduce to the Gauss hypergeometric function:

Integral representation of FD[edit]

In analogy with Appell's function F1, Lauricella's FD can be written as a one-dimensional Euler-type integral for any number n of variables:

This representation can be easily verified by means of Taylor expansion of the integrand, followed by termwise integration. The representation implies that the incomplete elliptic integral Π is a special case of Lauricella's function FD with three variables:

Finite-sum solutions of FD[edit]

Case 1 : , integer

One can relate FD to the Carlson R function via

with the iterative sum

and

where it can be exploited that the Carlson R function with has an exact representation (see [1] for more information).

The vectors are defined as

where the length of and is , while the vectors and have length .

Case 2: , integer

In this case there is also a known analytic form, but it is rather complicated to write down and involves several steps. See [2] for more information.

References[edit]

  1. ^ Glüsenkamp, T. (2018). "Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data". EPJ Plus. 133 (6): 218. arXiv:1712.01293. doi:10.1140/epjp/i2018-12042-x.
  2. ^ Tan, J.; Zhou, P. (2005). "On the finite sum representations of the Lauricella functions FD". AICM. 23 (4): 333. doi:10.1007/s10444-004-1838-0.