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Incomplete gamma function
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=====Limit for {{math|''z'' β +β}}===== ======Real values====== Given the integral representation of a principal branch of {{math|''Ξ³''}}, the following equation holds for all positive real {{mvar|s}}, {{mvar|x}}:<ref>{{Cite web|url=https://dlmf.nist.gov/5.2|title=DLMF: Β§5.2 Definitions β£ Properties β£ Chapter 5 Gamma Function|website=dlmf.nist.gov}}</ref> <math display="block">\Gamma(s) = \int_0^\infty t^{s-1}\,e^{-t}\, dt = \lim_{x \to \infty} \gamma(s, x)</math> ======''s'' complex====== This result extends to complex {{mvar|s}}. Assume first {{math|1 β€ Re(''s'') β€ 2}} and {{math|1 < ''a'' < ''b''}}. Then <math display="block">\left|\gamma(s, b) - \gamma(s, a)\right| \le \int_a^b \left|t^{s-1}\right| e^{-t}\, dt = \int_a^b t^{\Re s-1} e^{-t}\, dt \le \int_a^b t e^{-t}\, dt</math> where<ref>{{Cite web|url=https://dlmf.nist.gov/4.4|title=DLMF: Β§4.4 Special Values and Limits β£ Logarithm, Exponential, Powers β£ Chapter 4 Elementary Functions|website=dlmf.nist.gov}}</ref> <math display="block">\left|z^s\right| = \left|z\right|^{\Re s} \, e^{-\Im s\arg z}</math> has been used in the middle. Since the final integral becomes arbitrarily small if only {{mvar|a}} is large enough, {{math|''Ξ³''(''s'', ''x'')}} converges uniformly for {{math|''x'' β β}} on the strip {{math|1 β€ Re(s) β€ 2}} towards a holomorphic function,<ref name="class notes" /> which must be Ξ(s) because of the identity theorem. Taking the limit in the recurrence relation {{math|1=''Ξ³''(''s'', ''x'') = (''s'' β 1) ''Ξ³''(''s'' β 1, ''x'') β ''x''<sup>''s'' β 1</sup> ''e''<sup>β''x''</sup>}} and noting, that lim {{math|1=''x''<sup>''n''</sup> ''e''<sup>β''x''</sup> = 0}} for {{math|''x'' β β}} and all {{mvar|n}}, shows, that {{math|''Ξ³''(''s'', ''x'')}} converges outside the strip, too, towards a function obeying the recurrence relation of the Ξ-function. It follows <math display="block">\Gamma(s) = \lim_{x \to \infty} \gamma(s, x)</math> for all complex {{mvar|s}} not a non-positive integer, {{mvar|x}} real and {{math|''Ξ³''}} principal. ======Sectorwise convergence====== Now let {{mvar|u}} be from the sector {{math|{{abs|arg ''z''}} < ''Ξ΄'' < ''Ο''/2}} with some fixed {{mvar|Ξ΄}} ({{math|1=''Ξ±'' = 0}}), {{math|''Ξ³''}} be the principal branch on this sector, and look at <math display="block">\Gamma(s) - \gamma(s, u) = \Gamma(s) - \gamma(s, |u|) + \gamma(s, |u|) - \gamma(s, u).</math> As shown above, the first difference can be made arbitrarily small, if {{math|{{abs|''u''}}}} is sufficiently large. The second difference allows for following estimation: <math display="block">\left|\gamma(s, |u|) - \gamma(s, u)\right| \le \int_u^{|u|} \left|z^{s-1} e^{-z}\right| dz = \int_u^{|u|} \left|z\right|^{\Re s - 1} \, e^{-\Im s\,\arg z} \, e^{-\Re z} \, dz,</math> where we made use of the integral representation of {{math|''Ξ³''}} and the formula about {{math|{{abs|''z''<sup>''s''</sup>}}}} above. If we integrate along the arc with radius {{math|1=''R'' = {{abs|''u''}}}} around 0 connecting {{mvar|u}} and {{math|{{abs|''u''}}}}, then the last integral is <math display="block">\le R \left|\arg u\right| R^{\Re s - 1}\, e^{\Im s\,|\arg u|}\,e^{-R\cos\arg u} \le \delta\,R^{\Re s}\,e^{\Im s\,\delta}\,e^{-R\cos\delta} = M\,(R\,\cos\delta)^{\Re s}\,e^{-R\cos\delta}</math> where {{math|1=''M'' = ''Ξ΄''(cos ''Ξ΄'')<sup>βRe ''s''</sup> ''e''<sup>Im ''sΞ΄''</sup>}} is a constant independent of {{mvar|u}} or {{mvar|R}}. Again referring to the behavior of {{math|''x''<sup>''n''</sup> ''e''<sup>β''x''</sup>}} for large {{mvar|x}}, we see that the last expression approaches 0 as {{mvar|R}} increases towards {{math|β}}. In total we now have: <math display="block">\Gamma(s) = \lim_{|z| \to \infty} \gamma(s, z), \quad \left|\arg z\right| < \pi/2 - \epsilon,</math> if {{mvar|s}} is not a non-negative integer, {{math|0 < ''Ξ΅'' < ''Ο''/2}} is arbitrarily small, but fixed, and {{math|''Ξ³''}} denotes the principal branch on this domain.
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