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The Bohr–Mollerup theorem states that among all functions extending the factorial functions to the positive real numbers, only the gamma function is log-convex, that is, its natural logarithm is convex on the positive real axis. Another characterisation is given by the Wielandt theorem.
Euler's gamma function is strictly logarithmically convex when restricted to the positive real numbers. In fact, by the Bohr–Mollerup theorem, this property can be used to characterize Euler's gamma function among the possible extensions of the factorial function to real arguments.
as the only positive function f , with domain on the interval x > 0, that simultaneously has the following three properties: f (1) = 1, and f (x + 1) = x f (x) for x > 0 and f is logarithmically convex. A treatment of this theorem is in Artin's book The Gamma Function, [4] which has been reprinted by the AMS in a collection of Artin's writings.
Gautschi's inequality is specific to a quotient of gamma functions evaluated at two real numbers having a small difference. However, there are extensions to other situations. If x {\displaystyle x} and y {\displaystyle y} are positive real numbers , then the convexity of ψ {\displaystyle \psi } leads to the inequality: [ 6 ]
This follows from the fact that the convolution of two log-concave functions is log-concave. The product of two log-concave functions is log-concave. This means that joint densities formed by multiplying two probability densities (e.g. the normal-gamma distribution, which always has a shape parameter ≥ 1) will be log-concave.
"According to Bohr–Mollerup theorem, among all functions f such that f(1) = 1 and x f(x) = f(x + 1) for x > 0, log-convexity characterizes the gamma function." This means that among all such functions, the gamma function is the only one that is log-convex. [3]
The digamma function (), visualized using domain coloring Plots of the digamma and the next three polygamma functions along the real line (they are real-valued on the real line) In mathematics, the digamma function is defined as the logarithmic derivative of the gamma function: [1] [2] [3]
This is a trivial consequence of the Bohr–Mollerup theorem for the gamma function where strictly logarithmic convexity on + is demanded additionally. The case m = 0 must be treated differently because ψ (0) is not normalizable at infinity (the sum of the reciprocals doesn't converge).