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Incomplete gamma function
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======''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.
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