The Asymptotic and Numerical Inversion of the Marcum Q‐Function

The generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral gamma or the noncentral chi‐squared cumulative distribution functions. In this paper, we describe a new asymptotic method for inverting the generalized Marcum Q‐function and for the complementary Marcum P‐function. Also, we show how monotonicity and convexity properties of these functions can be used to find initial values for reliable Newton or secant methods to invert the function. We present details of numerical computations that show the reliability of the asymptotic approximations.     

A hypergeometric function approach to the persistence problem of single sine-Gordon breathers

It is shown that for an interesting class of perturbation functions, at most one of the continuum of sine-Gordon breathers can persist for the perturbed equation. This question is much more subtle than the question of persistence of large portions of the family, because analytic continuation arguments in the amplitude parameter are no longer available. Instead, an asymptotic analysis of the obstructions to persistence for large Fourier orders is made, and it is connected to the asymptotic behaviour of the Taylor coefficients of the perturbation function by means of an inverse Laplace transform and an integral transform whose kernel involves hypergeometric functions in a way that is degenerate in that asymptotic analysis involves a splitting monkey saddle. Only first order perturbation theory enters into the argument. The reasoning can in principle be carried over to other perturbation functions than the ones considered here.

     

Bounds for the generalized Marcum Q-function

In this paper we consider the generalized Marcum Q-function of order ν > 0 real, defined by

     

Inequalities and monotonicity of ratios for generalized hypergeometric function

We find two-sided inequalities for the generalized hypergeometric function of the form _q+1F_q(−x) with positive parameters restricted by certain additional conditions. Both lower and upper bounds agree with the value of _q+1F_q(−x) at the endpoints of positive semi-axis and are asymptotically precise at one of the endpoints. The inequalities are derived from a theorem asserting the monotony of the quotient of two generalized hypergeometric functions with shifted parameters. The proofs hinge on a generalized Stieltjes representation of the generalized hypergeometric function. This representation also provides yet another method to deduce the second Thomae relation for ₃F₂(1) and leads to an integral representations of ₄F₃(x) in terms of the Appell function F₃. In the last section of the paper we list some open questions and conjectures.     

Hypergeometric Functions Related to Schur Q-Polynomials and the BKP Equation

We introduce hypergeometric functions related to projective Schur functions Q and describe their properties. Linear equations, integral representations, and Pfaffian representations are obtained. These hypergeometric functions are vacuum expectations of free fermion fields and are therefore tau functions of the so-called BKP hierarchy of integrable equations.     

q-Hypergeometric Series and Macdonald Functions

We derive a duality formula for two-row Macdonald functions by studying their relation with basic hypergeometric functions. We introduce two parameter vertex operators to construct a family of symmetric functions generalizing Hall-Littlewood functions. Their relation with Macdonald functions is governed by a very well-poised q-hypergeometric functions of type ₄₃, for which we obtain linear transformation formulas in terms of the Jacobi theta function and the q-Gamma function. The transformation formulas are then used to give the duality formula and a new formula for two-row Macdonald functions in terms of the vertex operators. The Jack polynomials are also treated accordingly.     

Extending the factorization principle to hypergeometric series of general form

It is shown that the formulas of operator factorization of hypergeometric functions obtained in the author’s previous works can be extended to hypergeometric series of the most general form. This generalization does not make the technical apparatus of the factorization method more complicated. As an example illustrating the practical effectiveness of the formulas obtained in the paper, we analyze transformation properties of the Horn seriesG ₃, whose structure is typical for general hypergeometric functions. It is shown that Erdélyi’s transformation formula relating the seriesG ₃ to the Appell functionF ₂, contains erroneous expressions in the arguments ofG ₃. The correct analog of Erdélyi’s formula is found, and some new transformations of the seriesG ₃ are presented. Translated fromMatematicheskie Zametki, Vol. 67, No. 4, pp. 573–581, April, 2000.     

Parameter derivatives of the generalized hypergeometric function

In this paper, the parameter derivatives to any order of the generalized hypergeometric function as well as for its various special cases are obtained.     

Reduction and transformation formulas for the Appell and related functions in two variables

In many seemingly diverse areas of applications, reduction, summation, and transformation formulas for various families of hypergeometric functions in one, two, and more variables are potentially useful, especially in situations when these hypergeometric functions are involved in solutions of mathematical, physical, and engineering problems that can be modeled by (for example) ordinary and partial differential equations. The main object of this article is to investigate a number of reductions and transformations for the Appell functions F₁,F₂,F₃, and F₄ in two variables and the corresponding (substantially more general) double‐series identities. In particular, we observe that a certain reduction formula for the Appell function F₃ derived recently by Prajapati et al., together with other related results, were obtained more than four decades earlier by Srivastava. We give a new simple derivation of the previously mentioned Srivastava's formula 12 . We also present a brief account of several other related results that are closely associated with the Appell and other higher‐order hypergeometric functions in two variables. Copyright © 2017 John Wiley & Sons, Ltd.     

Congruences for 2 F 1 Hypergeometric Functions Over Finite Fields

In a recent paper, Ono and Penniston proved a family of congruences for ₃ F ₂ hypergeometric functions over finite fields. They use the relationship between these functions and the arithmetic of a certain family of elliptic curves to obtain their congruences. Here we prove analogous congruences for ₂ F ₁ hypergeometric functions.     

On partial sums of mock theta functions of order three

The object of this paper is to define and study the properties of partial mock theta functions of order three, on the lines Ramanujan had studied partial θ-functions. These new partial functions have been expressed in terms of basic hypergeometric function₂Φ₁. Their continued fractions representations have also been given.     

A Padé family of iterations for the matrix sign function and related problems

In this paper we consider the Pad'e family of iterations for computing the matrix sign function and the Padé family of iterations for computing the matrix p‐sector function. We prove that all the iterations of the Padé family for the matrix sign function have a common convergence region. It completes a similar result of Kenney and Laub for half of the Padé family. We show that the iterations of the Padé family for the matrix p‐sector function are well defined in an analogous common region, depending on p. For this purpose we proved that the Padé approximants to the function (1?z)^?σ, 0<σ<1, are a quotient of hypergeometric functions whose poles we have localized. Furthermore we proved that the coefficients of the power expansion of a certain analytic function form a positive sequence and in a special case this sequence has the log‐concavity property. Copyright © 2011 John Wiley & Sons, Ltd.     

On Perfect Subsemigroups of Q+

It has long been known that in order for a subsemigroup of Q ₊, properly containing {0}, to be perfect, it is necessary that it be non-C-finite. We define quasi-C-finite semigroups in such a way that it is necessary that the semigroup be non-quasi-C-finite. Every C-finite subsemigroup of Q ₊ is quasi-C- finite, but there is a quasi-C-finite subsemigroup of Q ₊ which is not C-finite. This revised version was published online in June 2006 with corrections to the Cover Date.     

Integral transform and fractional derivative formulas involving the extended generalized hypergeometric functions and probability distributions

In the present paper, our aim is to establish several formulas involving integral transforms, fractional derivatives, and a certain family of extended generalized hypergeometric functions. As corollaries and consequences, many interesting results are shown to follow from our main results. A probability density function involving the extended generalized hypergeometric function is introduced, and its properties are studied. The corresponding properties of some of the classical probability distributions and their associated probability density functions are easily derivable as special cases of our general results. Copyright © 2016 John Wiley & Sons, Ltd.     

Differentiation identities for hypergeometric functions

It is well-known that differentiation of hypergeometric function multiplied by a certain power function yields another hypergeometric function with a different set of parameters. Such differentiation identities for hypergeometric functions have been used widely in various fields of applied mathematics and natural sciences. In this expository note, we provide a simple proof of the differentiation identities, which is based only on the definition of the coefficients for the power series expansion of the hypergeometric functions.     

On characterization of power series distributions by a marginal distribution and a regression function

The conditional distribution of Y given X=x, where X and Y are non-negative integer-valued random variables, is characterized in terms of the regression function of X on Y and the marginal distribution of X which is assumed to be of a power series form. Characterizations are given for a binomial conditional distribution when X follows a Poisson, binomial or negative binomial, for a hypergeometric conditional distribution when X is binomial and for a negative hypergeometric conditional distribution when X follows a negative binomial.     

On a generalization of starlike functions

In this paper, we mainly study the order of $q$-starlikeness of the well-known basic hypergeometric function. In addition, we discuss the Bieberbach-type problem and the second order Hankel determinant for a generalized class of starlike functions.     

Extended Srivastava’s triple hypergeometric <Emphasis Type="Italic">H</Emphasis><Subscript><Emphasis Type="Italic">A,p,q</Emphasis></Subscript> function and related bounding inequalities

In this paper, motivated by certain recent extensions of the Euler’s beta, Gauss’ hypergeometric and confluent hypergeometric functions (see [4]), we extend the Srivastava’s triple hypergeometric function H _A by making use of two additional parameters in the integrand. Systematic investigation of its properties including, among others, various integral representations of Euler and Laplace type, Mellin transforms, Laguerre polynomial representation, transformation formulas and a recurrence relation, is presented. Also, by virtue of Luke’s bounds for hypergeometric functions and various bounds upon the Bessel functions appearing in the kernels of the newly established integral representations, we deduce a set of bounding inequalities for the extended Srivastava’s triple hypergeometric function H _A,p,q .     

On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a minimal solution of the forward Kolmogorov equation. The main conclusion of this paper is that, for a given measurable transition intensity, commonly called a Q-function, all these constructions define the same transition function. If this transition function is regular, that is, the probability of accumulation of jumps is zero, then this transition function is the unique solution of the backward and forward Kolmogorov equations. For continuous Q-functions, Kolmogorov equations were studied in Feller?s seminal paper. In particular, this paper extends Feller?s results for continuous Q-functions to measurable Q-functions and provides additional results.     

Jacobi matrices generated by ratios of hypergeometric functions

A problem of determining zeroes of the Gauss hypergeometric function goes back to Klein, Hurwitz, and Van Vleck. In this very short note we show how ratios of hypergeometric functions arise as m-functions of Jacobi matrices and we then revisit the problem based on the recent developments of the spectral theory of non-Hermitian Jacobi matrices.