Fox–Wright function

In mathematics, the Fox–Wright function (also known as Fox–Wright Psi function, not to be confused with Wright Omega function) is a generalisation of the generalised hypergeometric function _pF_q(z) based on ideas of Charles Fox (1928) and E. Maitland Wright (1935):

$${}_{p}\Psi _{q}\left[{\begin{matrix}(a_{1},A_{1})&(a_{2},A_{2})&\ldots &(a_{p},A_{p})\\(b_{1},B_{1})&(b_{2},B_{2})&\ldots &(b_{q},B_{q})\end{matrix}};z\right]=\sum _{n=0}^{\infty }{\frac {\Gamma (a_{1}+A_{1}n)\cdots \Gamma (a_{p}+A_{p}n)}{\Gamma (b_{1}+B_{1}n)\cdots \Gamma (b_{q}+B_{q}n)}}\,{\frac {z^{n}}{n!}}.$$

Upon changing the normalisation

$${}_{p}\Psi _{q}^{*}\left[{\begin{matrix}(a_{1},A_{1})&(a_{2},A_{2})&\ldots &(a_{p},A_{p})\\(b_{1},B_{1})&(b_{2},B_{2})&\ldots &(b_{q},B_{q})\end{matrix}};z\right]={\frac {\Gamma (b_{1})\cdots \Gamma (b_{q})}{\Gamma (a_{1})\cdots \Gamma (a_{p})}}\sum _{n=0}^{\infty }{\frac {\Gamma (a_{1}+A_{1}n)\cdots \Gamma (a_{p}+A_{p}n)}{\Gamma (b_{1}+B_{1}n)\cdots \Gamma (b_{q}+B_{q}n)}}\,{\frac {z^{n}}{n!}}$$

it becomes _pF_q(z) for A_1...p = B_1...q = 1.

The Fox–Wright function is a special case of the Fox H-function (Srivastava & Manocha 1984, p. 50):

$${}_{p}\Psi _{q}\left[{\begin{matrix}(a_{1},A_{1})&(a_{2},A_{2})&\ldots &(a_{p},A_{p})\\(b_{1},B_{1})&(b_{2},B_{2})&\ldots &(b_{q},B_{q})\end{matrix}};z\right]=H_{p,q+1}^{1,p}\left[-z\left|{\begin{matrix}(1-a_{1},A_{1})&(1-a_{2},A_{2})&\ldots &(1-a_{p},A_{p})\\(0,1)&(1-b_{1},B_{1})&(1-b_{2},B_{2})&\ldots &(1-b_{q},B_{q})\end{matrix}}\right.\right].$$

Wright function

The entire function $W_{\lambda ,\mu }(z)$ is often called the Wright function. It is the special case of ${}_{0}\Psi _{1}\left[\ldots \right]$ of the Fox–Wright function. Its series representation is

$$W_{\lambda ,\mu }(z)=\sum _{n=0}^{\infty }{\frac {z^{n}}{n!\,\Gamma (\lambda n+\mu )}},\lambda >-1.$$

This function is used extensively in fractional calculus. Recall that $\lim \limits _{\lambda \to 0}W_{\lambda ,\mu }(z)=e^{z}/\Gamma (\mu )$. Hence, a non-zero $\lambda$ with zero $\mu$ is the simplest nontrivial extension of the exponential function in such context.

Three properties were stated in Theorem 1 of Wright (1933) and 18.1(30–32) of Erdelyi, Bateman Project, Vol 3 (1955) (p. 212)

$${\begin{aligned}\lambda zW_{\lambda ,\mu +\lambda }(z)&=W_{\lambda ,\mu -1}(z)+(1-\mu )W_{\lambda ,\mu }(z)&(a)\\[6pt]{d \over dz}W_{\lambda ,\mu }(z)&=W_{\lambda ,\mu +\lambda }(z)&(b)\\[6pt]\lambda z{d \over dz}W_{\lambda ,\mu }(z)&=W_{\lambda ,\mu -1}(z)+(1-\mu )W_{\lambda ,\mu }(z)&(c)\end{aligned}}$$

Equation (a) is a recurrence formula. (b) and (c) provide two paths to reduce a derivative. And (c) can be derived from (a) and (b).

A special case of (c) is $\lambda =-c\alpha ,\mu =0$. Replacing $z$ with $-x^{\alpha }$, we have

$${\begin{array}{lcl}x{d \over dx}W_{-c\alpha ,0}(-x^{\alpha })&=&-{\frac {1}{c}}\left[W_{-c\alpha ,-1}(-x^{\alpha })+W_{-c\alpha ,0}(-x^{\alpha })\right]\end{array}}$$

A special case of (a) is $\lambda =-\alpha ,\mu =1$. Replacing $z$ with $-z$, we have $$\alpha zW_{-\alpha ,1-\alpha }(-z)=W_{-\alpha ,0}(-z)$$

Two notations, $M_{\alpha }(z)$ and $F_{\alpha }(z)$, were used extensively in the literatures:

$${\begin{aligned}M_{\alpha }(z)&=W_{-\alpha ,1-\alpha }(-z),\\[1ex]\implies F_{\alpha }(z)&=W_{-\alpha ,0}(-z)=\alpha zM_{\alpha }(z).\end{aligned}}$$

M-Wright function

$M_{\alpha }(z)$ is known as the M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes, generally referred to as time-fractional diffusion processes.

Its properties were surveyed in Mainardi et al (2010).

Its asymptotic expansion of $M_{\alpha }(z)$ for $\alpha >0$ is $$M_{\alpha }\left({\frac {r}{\alpha }}\right)=A(\alpha )\,r^{(\alpha -1/2)/(1-\alpha )}\,e^{-B(\alpha )\,r^{1/(1-\alpha )}},\,\,r\rightarrow \infty ,$$ where $A(\alpha )={\frac {1}{\sqrt {2\pi (1-\alpha )}}},$ $B(\alpha )={\frac {1-\alpha }{\alpha }}.$

See also

• Prabhakar function
• Hypergeometric function
• Generalized hypergeometric function
• Modified half-normal distribution

References

• Fox, C. (1928). "The asymptotic expansion of integral functions defined by generalized hypergeometric series". Proc. London Math. Soc. 27 (1): 389–400. doi:10.1112/plms/s2-27.1.389.
• Wright, E. M. (1935). "The asymptotic expansion of the generalized hypergeometric function". J. London Math. Soc. 10 (4): 286–293. doi:10.1112/jlms/s1-10.40.286.
• Wright, E. M. (1940). "The asymptotic expansion of the generalized hypergeometric function". Proc. London Math. Soc. 46 (2): 389–408. doi:10.1112/plms/s2-46.1.389.
• Wright, E. M. (1952). "Erratum to "The asymptotic expansion of the generalized hypergeometric function"". J. London Math. Soc. 27: 254. doi:10.1112/plms/s2-54.3.254-s.
• Srivastava, H.M.; Manocha, H.L. (1984). A treatise on generating functions. E. Horwood. ISBN 0-470-20010-3.
• Miller, A. R.; Moskowitz, I.S. (1995). "Reduction of a Class of Fox–Wright Psi Functions for Certain Rational Parameters". Computers Math. Applic. 30 (11): 73–82. doi:10.1016/0898-1221(95)00165-u.

External links

• hypergeom on GitLab