Question about a function that is a ratio of gamma functions and appears to be strictly increasing for $xge...
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I was surprised to discover that the following function appears to be strictly increasing for $x ge 2$:
$$f(x) = frac{Gamma(x+1)}{Gamma(frac{x}{2}+1)Gamma(frac{x}{3}+1)Gamma(frac{x}{5}+1)}$$
when I tested out different values of $x$ using Excel.
I had assumed that it would be decreasing since $x < frac{x}{2} + frac{x}{3} + frac{x}{5}$.
I wanted to verify this is true by checking the derivative.
It seemed to me that the right way to do this is to use this series of the digamma function so that:
$$frac{d}{dx}left(ln Gamma(x+1) - ln Gamma(frac{x}{2}+1) - lnGamma(frac{x}{3}+1) - lnGamma(frac{x}{5}+1)right) =$$
$$ psi(x+1) - frac{psi(frac{x}{2}+1)}{2} - frac{psi(frac{x}{3}+1)}{3}-frac{psi(frac{x}{5}+1}{5}=$$
$$frac{gamma}{6}+ sum_{k=0}^{infty}left(frac{-1}{30k+30}-frac{1}{k+x+1} + frac{1}{2k+x+2} + frac{1}{3k+x+3} + frac{1}{5k+x+5}right)$$
It is not obvious to me that this derivative is greater than $0$ for $x ge 2$
How would I complete the derivative to reach my conclusion about whether this function is strictly increasing or not for $x ge 2$?
derivatives gamma-function
This question has an open bounty worth +50
reputation from Larry Freeman ending in 3 days.
Looking for an answer drawing from credible and/or official sources.
Hoping that someone will help me complete the analysis of whether the function is increasing or not.
add a comment |
up vote
8
down vote
favorite
I was surprised to discover that the following function appears to be strictly increasing for $x ge 2$:
$$f(x) = frac{Gamma(x+1)}{Gamma(frac{x}{2}+1)Gamma(frac{x}{3}+1)Gamma(frac{x}{5}+1)}$$
when I tested out different values of $x$ using Excel.
I had assumed that it would be decreasing since $x < frac{x}{2} + frac{x}{3} + frac{x}{5}$.
I wanted to verify this is true by checking the derivative.
It seemed to me that the right way to do this is to use this series of the digamma function so that:
$$frac{d}{dx}left(ln Gamma(x+1) - ln Gamma(frac{x}{2}+1) - lnGamma(frac{x}{3}+1) - lnGamma(frac{x}{5}+1)right) =$$
$$ psi(x+1) - frac{psi(frac{x}{2}+1)}{2} - frac{psi(frac{x}{3}+1)}{3}-frac{psi(frac{x}{5}+1}{5}=$$
$$frac{gamma}{6}+ sum_{k=0}^{infty}left(frac{-1}{30k+30}-frac{1}{k+x+1} + frac{1}{2k+x+2} + frac{1}{3k+x+3} + frac{1}{5k+x+5}right)$$
It is not obvious to me that this derivative is greater than $0$ for $x ge 2$
How would I complete the derivative to reach my conclusion about whether this function is strictly increasing or not for $x ge 2$?
derivatives gamma-function
This question has an open bounty worth +50
reputation from Larry Freeman ending in 3 days.
Looking for an answer drawing from credible and/or official sources.
Hoping that someone will help me complete the analysis of whether the function is increasing or not.
Just in case, here's a simpleR
algorithm for digamma function, which uses its asymptotic approximation and functional equation:zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasingzm
. TheR
environment is free and open source.
– Yuriy S
yesterday
add a comment |
up vote
8
down vote
favorite
up vote
8
down vote
favorite
I was surprised to discover that the following function appears to be strictly increasing for $x ge 2$:
$$f(x) = frac{Gamma(x+1)}{Gamma(frac{x}{2}+1)Gamma(frac{x}{3}+1)Gamma(frac{x}{5}+1)}$$
when I tested out different values of $x$ using Excel.
I had assumed that it would be decreasing since $x < frac{x}{2} + frac{x}{3} + frac{x}{5}$.
I wanted to verify this is true by checking the derivative.
It seemed to me that the right way to do this is to use this series of the digamma function so that:
$$frac{d}{dx}left(ln Gamma(x+1) - ln Gamma(frac{x}{2}+1) - lnGamma(frac{x}{3}+1) - lnGamma(frac{x}{5}+1)right) =$$
$$ psi(x+1) - frac{psi(frac{x}{2}+1)}{2} - frac{psi(frac{x}{3}+1)}{3}-frac{psi(frac{x}{5}+1}{5}=$$
$$frac{gamma}{6}+ sum_{k=0}^{infty}left(frac{-1}{30k+30}-frac{1}{k+x+1} + frac{1}{2k+x+2} + frac{1}{3k+x+3} + frac{1}{5k+x+5}right)$$
It is not obvious to me that this derivative is greater than $0$ for $x ge 2$
How would I complete the derivative to reach my conclusion about whether this function is strictly increasing or not for $x ge 2$?
derivatives gamma-function
I was surprised to discover that the following function appears to be strictly increasing for $x ge 2$:
$$f(x) = frac{Gamma(x+1)}{Gamma(frac{x}{2}+1)Gamma(frac{x}{3}+1)Gamma(frac{x}{5}+1)}$$
when I tested out different values of $x$ using Excel.
I had assumed that it would be decreasing since $x < frac{x}{2} + frac{x}{3} + frac{x}{5}$.
I wanted to verify this is true by checking the derivative.
It seemed to me that the right way to do this is to use this series of the digamma function so that:
$$frac{d}{dx}left(ln Gamma(x+1) - ln Gamma(frac{x}{2}+1) - lnGamma(frac{x}{3}+1) - lnGamma(frac{x}{5}+1)right) =$$
$$ psi(x+1) - frac{psi(frac{x}{2}+1)}{2} - frac{psi(frac{x}{3}+1)}{3}-frac{psi(frac{x}{5}+1}{5}=$$
$$frac{gamma}{6}+ sum_{k=0}^{infty}left(frac{-1}{30k+30}-frac{1}{k+x+1} + frac{1}{2k+x+2} + frac{1}{3k+x+3} + frac{1}{5k+x+5}right)$$
It is not obvious to me that this derivative is greater than $0$ for $x ge 2$
How would I complete the derivative to reach my conclusion about whether this function is strictly increasing or not for $x ge 2$?
derivatives gamma-function
derivatives gamma-function
asked Nov 8 at 16:59
Larry Freeman
3,22921238
3,22921238
This question has an open bounty worth +50
reputation from Larry Freeman ending in 3 days.
Looking for an answer drawing from credible and/or official sources.
Hoping that someone will help me complete the analysis of whether the function is increasing or not.
This question has an open bounty worth +50
reputation from Larry Freeman ending in 3 days.
Looking for an answer drawing from credible and/or official sources.
Hoping that someone will help me complete the analysis of whether the function is increasing or not.
Just in case, here's a simpleR
algorithm for digamma function, which uses its asymptotic approximation and functional equation:zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasingzm
. TheR
environment is free and open source.
– Yuriy S
yesterday
add a comment |
Just in case, here's a simpleR
algorithm for digamma function, which uses its asymptotic approximation and functional equation:zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasingzm
. TheR
environment is free and open source.
– Yuriy S
yesterday
Just in case, here's a simple
R
algorithm for digamma function, which uses its asymptotic approximation and functional equation: zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasing zm
. The R
environment is free and open source.– Yuriy S
yesterday
Just in case, here's a simple
R
algorithm for digamma function, which uses its asymptotic approximation and functional equation: zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasing zm
. The R
environment is free and open source.– Yuriy S
yesterday
add a comment |
1 Answer
1
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oldest
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up vote
5
down vote
accepted
Stirling's approximation says that $log Gamma(z) sim z log z + O(z)$. So $$log Gamma(alpha x + 1)sim (alpha x + 1)log(alpha x + 1)+O(x)sim alpha x log x + O(x),$$
and so certainly $log f(x)sim -frac{1}{30}xlog x + O(x)$: your function must, eventually, start decreasing asymptotically to zero. But eventually is important. Let's try to estimate where this happens.
Consider the ratio $f(30y+30) / f(30y)$, where $y$ is an integer. You have
$$
frac{f(30y+30)}{f(30y)}=frac{Gamma(30y+31)Gamma(15y+1)Gamma(10y+1)Gamma(6y+1)}{Gamma(30y+1)Gamma(15y+16)Gamma(10y+11)Gamma(6y+7)}=frac{(30y+30)!(15y)!(10y)!(6y)!}{(30y)!(15y+15)!(10y+10)!(6y+6)!}=frac{(30y+30)(30y+29)cdots(30y+1)}{(15y+15)(15y+14)cdots(15y+1)cdot(10y+10)cdots(10y+1)cdot(6y+6)cdots(6y+1)}approxfrac{30^{30}}{15^{15}10^{10}6^{6}}frac{1}{y}=frac{1.008times10^{12}}{y},
$$
where the $approx$ is arrived at by pulling out the prefactors, counting powers of $y$, and ignoring the additive terms (which is justified when $y$ is large). This is going to be less than $1$ eventually... when $y$ exceeds a trillion. Your function will start decreasing when $x$ is greater than about $3times 10^{13}.$ By that point, $f(x)$ will have many trillions of decimal digits, which I dare say is a bit more than Excel can handle.
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
5
down vote
accepted
Stirling's approximation says that $log Gamma(z) sim z log z + O(z)$. So $$log Gamma(alpha x + 1)sim (alpha x + 1)log(alpha x + 1)+O(x)sim alpha x log x + O(x),$$
and so certainly $log f(x)sim -frac{1}{30}xlog x + O(x)$: your function must, eventually, start decreasing asymptotically to zero. But eventually is important. Let's try to estimate where this happens.
Consider the ratio $f(30y+30) / f(30y)$, where $y$ is an integer. You have
$$
frac{f(30y+30)}{f(30y)}=frac{Gamma(30y+31)Gamma(15y+1)Gamma(10y+1)Gamma(6y+1)}{Gamma(30y+1)Gamma(15y+16)Gamma(10y+11)Gamma(6y+7)}=frac{(30y+30)!(15y)!(10y)!(6y)!}{(30y)!(15y+15)!(10y+10)!(6y+6)!}=frac{(30y+30)(30y+29)cdots(30y+1)}{(15y+15)(15y+14)cdots(15y+1)cdot(10y+10)cdots(10y+1)cdot(6y+6)cdots(6y+1)}approxfrac{30^{30}}{15^{15}10^{10}6^{6}}frac{1}{y}=frac{1.008times10^{12}}{y},
$$
where the $approx$ is arrived at by pulling out the prefactors, counting powers of $y$, and ignoring the additive terms (which is justified when $y$ is large). This is going to be less than $1$ eventually... when $y$ exceeds a trillion. Your function will start decreasing when $x$ is greater than about $3times 10^{13}.$ By that point, $f(x)$ will have many trillions of decimal digits, which I dare say is a bit more than Excel can handle.
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
add a comment |
up vote
5
down vote
accepted
Stirling's approximation says that $log Gamma(z) sim z log z + O(z)$. So $$log Gamma(alpha x + 1)sim (alpha x + 1)log(alpha x + 1)+O(x)sim alpha x log x + O(x),$$
and so certainly $log f(x)sim -frac{1}{30}xlog x + O(x)$: your function must, eventually, start decreasing asymptotically to zero. But eventually is important. Let's try to estimate where this happens.
Consider the ratio $f(30y+30) / f(30y)$, where $y$ is an integer. You have
$$
frac{f(30y+30)}{f(30y)}=frac{Gamma(30y+31)Gamma(15y+1)Gamma(10y+1)Gamma(6y+1)}{Gamma(30y+1)Gamma(15y+16)Gamma(10y+11)Gamma(6y+7)}=frac{(30y+30)!(15y)!(10y)!(6y)!}{(30y)!(15y+15)!(10y+10)!(6y+6)!}=frac{(30y+30)(30y+29)cdots(30y+1)}{(15y+15)(15y+14)cdots(15y+1)cdot(10y+10)cdots(10y+1)cdot(6y+6)cdots(6y+1)}approxfrac{30^{30}}{15^{15}10^{10}6^{6}}frac{1}{y}=frac{1.008times10^{12}}{y},
$$
where the $approx$ is arrived at by pulling out the prefactors, counting powers of $y$, and ignoring the additive terms (which is justified when $y$ is large). This is going to be less than $1$ eventually... when $y$ exceeds a trillion. Your function will start decreasing when $x$ is greater than about $3times 10^{13}.$ By that point, $f(x)$ will have many trillions of decimal digits, which I dare say is a bit more than Excel can handle.
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
add a comment |
up vote
5
down vote
accepted
up vote
5
down vote
accepted
Stirling's approximation says that $log Gamma(z) sim z log z + O(z)$. So $$log Gamma(alpha x + 1)sim (alpha x + 1)log(alpha x + 1)+O(x)sim alpha x log x + O(x),$$
and so certainly $log f(x)sim -frac{1}{30}xlog x + O(x)$: your function must, eventually, start decreasing asymptotically to zero. But eventually is important. Let's try to estimate where this happens.
Consider the ratio $f(30y+30) / f(30y)$, where $y$ is an integer. You have
$$
frac{f(30y+30)}{f(30y)}=frac{Gamma(30y+31)Gamma(15y+1)Gamma(10y+1)Gamma(6y+1)}{Gamma(30y+1)Gamma(15y+16)Gamma(10y+11)Gamma(6y+7)}=frac{(30y+30)!(15y)!(10y)!(6y)!}{(30y)!(15y+15)!(10y+10)!(6y+6)!}=frac{(30y+30)(30y+29)cdots(30y+1)}{(15y+15)(15y+14)cdots(15y+1)cdot(10y+10)cdots(10y+1)cdot(6y+6)cdots(6y+1)}approxfrac{30^{30}}{15^{15}10^{10}6^{6}}frac{1}{y}=frac{1.008times10^{12}}{y},
$$
where the $approx$ is arrived at by pulling out the prefactors, counting powers of $y$, and ignoring the additive terms (which is justified when $y$ is large). This is going to be less than $1$ eventually... when $y$ exceeds a trillion. Your function will start decreasing when $x$ is greater than about $3times 10^{13}.$ By that point, $f(x)$ will have many trillions of decimal digits, which I dare say is a bit more than Excel can handle.
Stirling's approximation says that $log Gamma(z) sim z log z + O(z)$. So $$log Gamma(alpha x + 1)sim (alpha x + 1)log(alpha x + 1)+O(x)sim alpha x log x + O(x),$$
and so certainly $log f(x)sim -frac{1}{30}xlog x + O(x)$: your function must, eventually, start decreasing asymptotically to zero. But eventually is important. Let's try to estimate where this happens.
Consider the ratio $f(30y+30) / f(30y)$, where $y$ is an integer. You have
$$
frac{f(30y+30)}{f(30y)}=frac{Gamma(30y+31)Gamma(15y+1)Gamma(10y+1)Gamma(6y+1)}{Gamma(30y+1)Gamma(15y+16)Gamma(10y+11)Gamma(6y+7)}=frac{(30y+30)!(15y)!(10y)!(6y)!}{(30y)!(15y+15)!(10y+10)!(6y+6)!}=frac{(30y+30)(30y+29)cdots(30y+1)}{(15y+15)(15y+14)cdots(15y+1)cdot(10y+10)cdots(10y+1)cdot(6y+6)cdots(6y+1)}approxfrac{30^{30}}{15^{15}10^{10}6^{6}}frac{1}{y}=frac{1.008times10^{12}}{y},
$$
where the $approx$ is arrived at by pulling out the prefactors, counting powers of $y$, and ignoring the additive terms (which is justified when $y$ is large). This is going to be less than $1$ eventually... when $y$ exceeds a trillion. Your function will start decreasing when $x$ is greater than about $3times 10^{13}.$ By that point, $f(x)$ will have many trillions of decimal digits, which I dare say is a bit more than Excel can handle.
answered yesterday
mjqxxxx
30.2k23883
30.2k23883
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
add a comment |
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
Thanks very much! I appreciate your analysis.
– Larry Freeman
18 mins ago
add a comment |
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Just in case, here's a simple
R
algorithm for digamma function, which uses its asymptotic approximation and functional equation:zm <- 20; psi <- function(z){if(z < zm){k <- floor(zm-z)}else{k <- 0}; return(log(z+k+1)-1/2/(z+k+1)-1/12/(z+k+1)^2-sum(1/(z+0:k)))};
you can increase the accuracy by increasingzm
. TheR
environment is free and open source.– Yuriy S
yesterday