Incomplete gamma function
The Gamma function is defined by a definite integral.
The incomplete gamma function is defined by an indefinite integral of the same integrand.
There are two varieties of the incomplete gamma function,
one for the case that the lower limit of integration is variable,
and one for the upper limit of integration.
The first is denoted and defined as
The second is denoted and defined as
In both cases,
x is a real variable, with x greater than or equal to zero,
and a is a complex variable, such that the real part of a is positive.
Since the ordinary Gamma function is defined as
we have
Furthermore,
and
References
- M. Abramowitz and I. A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. (See Chapter 6.)
- G. Arfken and H. Weber. Mathematical Methods for Physicists. Harcourt/Academic Press, 2000. (See Chapter 10.)
- W.H. Press, B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling. Numerical Recipes in C. Cambridge, UK: Cambridge University Press, 1988. (See Section 6.2.)
