In mathematics, Hölder's theorem states that the gamma function does not satisfy any algebraic differential equation whose coefficients are rational functions. This result was first proved by Otto Hölder in 1887; several alternative proofs have subsequently been found.[1]
The theorem also generalizes to the
-gamma function.
Statement of the theorem
For every
there is no non-zero polynomial
such that
![{\displaystyle \forall z\in \mathbb {C} \setminus \mathbb {Z} _{\leq 0}:\qquad P\left(z;\Gamma (z),\Gamma '(z),\ldots ,{\Gamma ^{(n)}}(z)\right)=0,}](https://wikimedia.org/api/rest_v1/media/math/render/svg/6b05e4e057358717ca2e29d42c44678e22fd641f)
where
![{\displaystyle \Gamma }](https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19)
is the
gamma function.
For example, define
by
![{\displaystyle P~{\stackrel {\text{df}}{=}}~X^{2}Y_{2}+XY_{1}+(X^{2}-\nu ^{2})Y_{0}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/6eae72a1c11557e6044248ba7df5d43baeb8caad)
Then the equation
![{\displaystyle P\left(z;f(z),f'(z),f''(z)\right)=z^{2}f''(z)+zf'(z)+\left(z^{2}-\nu ^{2}\right)f(z)\equiv 0}](https://wikimedia.org/api/rest_v1/media/math/render/svg/d1cc30c3f5c44241428f4502ac9da93c96ae3d7c)
is called an
algebraic differential equation, which, in this case, has the solutions
![{\displaystyle f=J_{\nu }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/85f47bd261e27628d741178800f8ecf764c789da)
and
![{\displaystyle f=Y_{\nu }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1dd76779cc0ffc084a7531c5a10f493cde09aff8)
— the Bessel functions of the first and second kind respectively. Hence, we say that
![{\displaystyle J_{\nu }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/93f5eaf64d9da9c637c9e42042719a0e47bdca28)
and
![{\displaystyle Y_{\nu }}](https://wikimedia.org/api/rest_v1/media/math/render/svg/5f519c94ab4d76342a667c23d5c54d181bbf6eca)
are
differentially algebraic (also
algebraically transcendental). Most of the familiar special functions of mathematical physics are differentially algebraic. All algebraic combinations of differentially algebraic functions are differentially algebraic. Furthermore, all compositions of differentially algebraic functions are differentially algebraic. Hölder’s Theorem simply states that the gamma function,
![{\displaystyle \Gamma }](https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19)
, is not differentially algebraic and is therefore
transcendentally transcendental.[2]
Proof
Let
and assume that a non-zero polynomial
exists such that
![{\displaystyle \forall z\in \mathbb {C} \setminus \mathbb {Z} _{\leq 0}:\qquad P\left(z;\Gamma (z),\Gamma '(z),\ldots ,{\Gamma ^{(n)}}(z)\right)=0.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/120ef9842d03294868a8c3cb162d347503c8f0b6)
As a non-zero polynomial in
can never give rise to the zero function on any non-empty open domain of
(by the fundamental theorem of algebra), we may suppose, without loss of generality, that
contains a monomial term having a non-zero power of one of the indeterminates
.
Assume also that
has the lowest possible overall degree with respect to the lexicographic ordering
For example,
![{\displaystyle \deg \left(-3X^{10}Y_{0}^{2}Y_{1}^{4}+iX^{2}Y_{2}\right)<\deg \left(2XY_{0}^{3}-Y_{1}^{4}\right)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/73565db826caf78c8fc03cabe3ab594d48c44677)
because the highest power of
![{\displaystyle Y_{0}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/d4305e31e20568c004e0e4c8540bbfe2730a42cb)
in any monomial term of the first polynomial is smaller than that of the second polynomial.
Next, observe that for all
we have:
![{\displaystyle {\begin{aligned}&P\left(z+1;\Gamma (z+1),\Gamma '(z+1),\Gamma ''(z+1),\ldots ,\Gamma ^{(n)}(z+1)\right)\\[1ex]&=P\left(z+1;z\Gamma (z),[z\Gamma (z)]',[z\Gamma (z)]'',\ldots ,[z\Gamma (z)]^{(n)}\right)\\[1ex]&=P\left(z+1;z\Gamma (z),z\Gamma '(z)+\Gamma (z),z\Gamma ''(z)+2\Gamma '(z),\ldots ,z{\Gamma ^{(n)}}(z)+n{\Gamma ^{(n-1)}}(z)\right).\end{aligned}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/0d30400766b994748a76b8a7e160a45762535925)
If we define a second polynomial
by the transformation
![{\displaystyle Q~{\stackrel {\text{df}}{=}}~P(X+1;XY_{0},XY_{1}+Y_{0},XY_{2}+2Y_{1},\ldots ,XY_{n}+nY_{n-1}),}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b29623a6276af31ac9118bdc8c76df1c7a65f5a9)
then we obtain the following algebraic differential equation for
![{\displaystyle \Gamma }](https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19)
:
![{\displaystyle \forall z\in \mathbb {C} \setminus \mathbb {Z} _{\leq 0}:\qquad Q\left(z;\Gamma (z),\Gamma '(z),\ldots ,{\Gamma ^{(n)}}(z)\right)\equiv 0.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/c0ac52afc6d30efd0723138ed295e27b7a00a6f6)
Furthermore, if
is the highest-degree monomial term in
, then the highest-degree monomial term in
is
![{\displaystyle X^{h+h_{0}+h_{1}+\cdots +h_{n}}Y_{0}^{h_{0}}Y_{1}^{h_{1}}\cdots Y_{n}^{h_{n}}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/59f1648506e5667764764cc2ca50165adfc3220e)
Consequently, the polynomial
![{\displaystyle Q-X^{h_{0}+h_{1}+\cdots +h_{n}}P}](https://wikimedia.org/api/rest_v1/media/math/render/svg/da0aa92dc1f87294a5a0faedeadb880e6cf76506)
has a smaller overall degree than
![{\displaystyle P}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b4dc73bf40314945ff376bd363916a738548d40a)
, and as it clearly gives rise to an algebraic differential equation for
![{\displaystyle \Gamma }](https://wikimedia.org/api/rest_v1/media/math/render/svg/4cfde86a3f7ec967af9955d0988592f0693d2b19)
, it must be the zero polynomial by the minimality assumption on
![{\displaystyle P}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b4dc73bf40314945ff376bd363916a738548d40a)
. Hence, defining
![{\displaystyle R\in \mathbb {C} [X]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ad93f35df71b3efdb18859b4e3c0b1d5415c3e74)
by
![{\displaystyle R~{\stackrel {\text{df}}{=}}~X^{h_{0}+h_{1}+\cdots +h_{n}},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/55e856ec002f5c80fdf34fe24789a9e8fc53e27f)
we get
![{\displaystyle Q=P(X+1;XY_{0},XY_{1}+Y_{0},XY_{2}+2Y_{1},\ldots ,XY_{n}+nY_{n-1})=R(X)\cdot P(X;Y_{0},Y_{1},\ldots ,Y_{n}).}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ba086b087b4465de6e3ac845ebda9de8541db0fe)
Now, let
in
to obtain
![{\displaystyle Q(0;Y_{0},Y_{1},\ldots ,Y_{n})=P(1;0,Y_{0},2Y_{1},\ldots ,nY_{n-1})=R(0)\cdot P(0;Y_{0},Y_{1},\ldots ,Y_{n})=0_{\mathbb {C} [Y_{0},Y_{1},\ldots ,Y_{n}]}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/799c29274bdfbfa46f04fb87ad1b40336e504335)
A change of variables then yields
![{\displaystyle P(1;0,Y_{1},Y_{2},\ldots ,Y_{n})=0_{\mathbb {C} [Y_{0},Y_{1},\ldots ,Y_{n}]},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/c7772f8ea8a9d42bc224d633d1604cff765400d3)
and an application of mathematical induction (along with a change of variables at each induction step) to the earlier expression
![{\displaystyle P(X+1;XY_{0},XY_{1}+Y_{0},XY_{2}+2Y_{1},\ldots ,XY_{n}+nY_{n-1})=R(X)\cdot P(X;Y_{0},Y_{1},\ldots ,Y_{n})}](https://wikimedia.org/api/rest_v1/media/math/render/svg/944d7e211ce8e52686b367ba291c39dbd27561b0)
reveals that
![{\displaystyle \forall m\in \mathbb {N} :\qquad P(m;0,Y_{1},Y_{2},\ldots ,Y_{n})=0_{\mathbb {C} [Y_{0},Y_{1},\ldots ,Y_{n}]}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/fba215b9786467ce0b5235fabf05f212ae912548)
This is possible only if
is divisible by
, which contradicts the minimality assumption on
. Therefore, no such
exists, and so
is not differentially algebraic.[2][3] Q.E.D.
References
- ^ Bank, Steven B. & Kaufman, Robert. “A Note on Hölder’s Theorem Concerning the Gamma Function”, Mathematische Annalen, vol 232, 1978.
- ^ a b Rubel, Lee A. “A Survey of Transcendentally Transcendental Functions”, The American Mathematical Monthly 96: pp. 777–788 (November 1989). JSTOR 2324840
- ^ Boros, George & Moll, Victor. Irresistible Integrals, Cambridge University Press, 2004, Cambridge Books Online, 30 December 2011. doi:10.1017/CBO9780511617041.003