Fox–Wright function
{{Short description|Generalisation of the generalised hypergeometric function pFq(z)}}
In mathematics, the Fox–Wright function (also known as Fox–Wright Psi function, not to be confused with Wright Omega function) is a generalisation of the generalised hypergeometric function pFq(z) based on ideas of {{harvs|txt|authorlink=Charles Fox (mathematician)|first=Charles|last=Fox|year=1928}} and {{harvs|txt|authorlink=E.M. Wright|first=E. Maitland|last=Wright|year=1935}}:
( a_1 , A_1 ) & ( a_2 , A_2 ) & \ldots & ( a_p , A_p ) \\
( b_1 , B_1 ) & ( b_2 , B_2 ) & \ldots & ( b_q , B_q ) \end{matrix}
; z \right]
=
\sum_{n=0}^\infty \frac{\Gamma( a_1 + A_1 n )\cdots\Gamma( a_p + A_p n )}{\Gamma( b_1 + B_1 n )\cdots\Gamma( b_q + B_q n )} \, \frac {z^n} {n!}.
Upon changing the normalisation
( a_1 , A_1 ) & ( a_2 , A_2 ) & \ldots & ( a_p , A_p ) \\
( b_1 , B_1 ) & ( b_2 , B_2 ) & \ldots & ( b_q , B_q ) \end{matrix}
; z \right]
=
\frac{ \Gamma(b_1) \cdots \Gamma(b_q) }{ \Gamma(a_1) \cdots \Gamma(a_p) }
\sum_{n=0}^\infty \frac{\Gamma( a_1 + A_1 n )\cdots\Gamma( a_p + A_p n )}{\Gamma( b_1 + B_1 n )\cdots\Gamma( b_q + B_q n )} \, \frac {z^n} {n!}
it becomes pFq(z) for A1...p = B1...q = 1.
The Fox–Wright function is a special case of the Fox H-function {{harv|Srivastava|Manocha|1984|p=50}}:
( a_1 , A_1 ) & ( a_2 , A_2 ) & \ldots & ( a_p , A_p ) \\
( b_1 , B_1 ) & ( b_2 , B_2 ) & \ldots & ( b_q , B_q ) \end{matrix}
; z \right]
=
H^{1,p}_{p,q+1} \left[ -z \left| \begin{matrix}
( 1-a_1 , A_1 ) & ( 1-a_2 , A_2 ) & \ldots & ( 1-a_p , A_p ) \\
(0,1) & (1- b_1 , B_1 ) & ( 1-b_2 , B_2 ) & \ldots & ( 1-b_q , B_q ) \end{matrix} \right. \right].
A special case of Fox–Wright function appears as a part of the normalizing constant of the modified half-normal distribution{{cite journal |last1=Sun |first1=Jingchao |last2=Kong |first2=Maiying |last3=Pal |first3=Subhadip |title=The Modified-Half-Normal distribution: Properties and an efficient sampling scheme |journal=Communications in Statistics – Theory and Methods |date=22 June 2021 |volume=52 |issue=5 |pages=1591–1613 |doi=10.1080/03610926.2021.1934700 |s2cid=237919587 |url=https://www.tandfonline.com/doi/abs/10.1080/03610926.2021.1934700?journalCode=lsta20 |issn=0361-0926}} with the pdf on is given as , where denotes the Fox–Wright Psi function.
Wright function
The entire function is often called the Wright function.{{cite web |url=https://mathworld.wolfram.com/WrightFunction.html |last=Weisstein |first=Eric W. |title=Wright Function |website=From MathWorld--A Wolfram Web Resource |access-date=2022-12-03}} It is the special case of of the Fox–Wright function. Its series representation is
\frac{z^n}{n!\,\Gamma(\lambda n+\mu)}, \lambda > -1.
This function is used extensively in fractional calculus and the stable count distribution. Recall that . Hence, a non-zero with zero is the simplest nontrivial extension of the exponential function in such context.
Three properties were stated in Theorem 1 of Wright (1933){{cite journal |last=Wright |first=E. |date=1933 |title=On the Coefficients of Power Series Having Exponential Singularities |journal=Journal of the London Mathematical Society |series=Second Series |pages=71–79 |doi=10.1112/JLMS/S1-8.1.71 |s2cid=122652898 |language=en}} and 18.1(30–32) of Erdelyi, Bateman Project, Vol 3 (1955){{Cite book |last=Erdelyi |first=A |title=The Bateman Project, Volume 3 |publisher=California Institute of Technology |year=1955}} (p. 212)
\lambda z W_{\lambda,\mu+\lambda}(z) & = W_{\lambda,\mu -1}(z) + (1-\mu) W_{\lambda,\mu}(z)
& (a) \\[6pt]
{d \over dz} W_{\lambda,\mu }(z) & = W_{\lambda,\mu +\lambda}(z)
& (b) \\[6pt]
\lambda z {d \over dz} W_{\lambda,\mu }(z) & = W_{\lambda,\mu -1}(z) + (1-\mu) W_{\lambda,\mu}(z)
& (c)
\end{align}
Equation (a) is a recurrence formula. (b) and (c) provide two paths to reduce a derivative. And (c) can be derived from (a) and (b).
A special case of (c) is . Replacing with , we have
x {d \over dx} W_{-c\alpha,0 }(-x^\alpha) & = &
-\frac{1}{c}
\left[ W_{-c\alpha,-1}(-x^\alpha) + W_{-c\alpha,0}(-x^\alpha) \right]
\end{array}
A special case of (a) is . Replacing with , we have
Two notations, and , were used extensively in the literatures:
M_{\alpha}(z) & = W_{-\alpha,1-\alpha}(-z), \\ [1ex]
\implies
F_{\alpha}(z) & = W_{-\alpha,0}(-z) = \alpha z M_{\alpha}(z).
\end{align}
= M-Wright function =
is known as the M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes, generally referred to as time-fractional diffusion processes.
Its properties were surveyed in Mainardi et al (2010).{{cite book |last1=Mainardi |first1=Francesco |last2=Mura |first2=Antonio |last3=Pagnini |first3=Gianni |date=2010-04-17 |title=The M-Wright function in time-fractional diffusion processes: a tutorial survey |arxiv=1004.2950}}
Through the stable count distribution, is connected to Lévy's stability index .
Its asymptotic expansion of for is
M_\alpha \left ( \frac{r}{\alpha} \right ) =
A(\alpha) \, r^{(\alpha -1/2)/(1-\alpha)}
\, e^{-B(\alpha) \, r^{1/(1-\alpha)}}, \,\, r\rightarrow \infty,
where
See also
{{Portal|Mathematics}}
- Prabhakar function
- Hypergeometric function
- Generalized hypergeometric function
- Modified half-normal distribution with the pdf on is given as , where denotes the Fox–Wright Psi function.
References
{{reflist}}
- {{cite journal | last= Fox | first= C. | title= The asymptotic expansion of integral functions defined by generalized hypergeometric series | journal= Proc. London Math. Soc. | year= 1928 | volume= 27 | issue= 1 | pages= 389–400 | doi=10.1112/plms/s2-27.1.389 }}
- {{cite journal | last= Wright | first= E. M. | title= The asymptotic expansion of the generalized hypergeometric function | journal= J. London Math. Soc. | year= 1935 | volume= 10 | issue= 4 | pages= 286–293 | doi=10.1112/jlms/s1-10.40.286 }}
- {{cite journal | last= Wright | first= E. M. | title= The asymptotic expansion of the generalized hypergeometric function | journal= Proc. London Math. Soc. | year= 1940 | volume= 46 | issue= 2 | pages= 389–408 | doi=10.1112/plms/s2-46.1.389}}
- {{cite journal | last= Wright | first= E. M. | title= Erratum to "The asymptotic expansion of the generalized hypergeometric function" | journal= J. London Math. Soc. | year= 1952 | volume= 27 | pages= 254 | doi= 10.1112/plms/s2-54.3.254-s | doi-access= free }}
- {{cite book | last1= Srivastava | first1= H.M. | last2=Manocha | first2= H.L. | title= A treatise on generating functions | year= 1984 | publisher= E. Horwood | isbn= 0-470-20010-3 }}
- {{cite journal | last1= Miller | first1= A. R. | last2= Moskowitz | first2= I.S. | title= Reduction of a Class of Fox–Wright Psi Functions for Certain Rational Parameters | journal= Computers Math. Applic. | year= 1995 | volume= 30 | issue= 11 | pages= 73–82 | doi=10.1016/0898-1221(95)00165-u| doi-access= free }}
- {{cite journal |last1=Sun |first1=Jingchao |last2=Kong |first2=Maiying |last3=Pal |first3=Subhadip |title=The Modified-Half-Normal distribution: Properties and an efficient sampling scheme |journal=Communications in Statistics – Theory and Methods |date=22 June 2021 |volume=52 |issue=5 |pages=1591–1613 |doi=10.1080/03610926.2021.1934700 |s2cid=237919587 |url=https://www.tandfonline.com/doi/abs/10.1080/03610926.2021.1934700?journalCode=lsta20 |issn=0361-0926}}
External links
- [https://gitlab.com/RZ-FZJ/hypergeom hypergeom] on GitLab
{{DEFAULTSORT:Fox-Wright function}}
Category:Factorial and binomial topics