Fox H-function

"H function" redirects here and is not to be confused with Harmonic number.

In mathematics, the Fox H-function H(x) is a generalization of the Meijer G-function and the Fox–Wright function introduced by Charles Fox (1961). It is defined by a Mellin–Barnes integral

${\displaystyle H_{p,q}^{\,m,n}\!\left[z\left|{\begin{matrix}(a_{1},A_{1})&(a_{2},A_{2})&\ldots &(a_{p},A_{p})\\(b_{1},B_{1})&(b_{2},B_{2})&\ldots &(b_{q},B_{q})\end{matrix}}\right.\right]={\frac {1}{2\pi i}}\int _{L}{\frac {\prod _{j=1}^{m}\Gamma (b_{j}+B_{j}s)\,\prod _{j=1}^{n}\Gamma (1-a_{j}-A_{j}s)}{\prod _{j=m+1}^{q}\Gamma (1-b_{j}-B_{j}s)\,\prod _{j=n+1}^{p}\Gamma (a_{j}+A_{j}s)}}z^{-s}\,ds,}$

where L is a certain contour separating the poles of the two factors in the numerator.

Plot of the Fox H function H((((a 1,α 1),...,(a n,α n)),((a n+1,α n+1),...,(a p,α p)),(((b 1,β 1),...,(b m,β m)),in ((b m+1,β m+1),...,(b q,β q))),z) with H(((),()),(((-1,⁠1/2⁠)),()),z)

Relation to other functions

Lambert W-function

A relation of the Fox H-Function to the -1 branch of the Lambert W-function is given by

${\displaystyle {\overline {\operatorname {W} _{-1}\left(-\alpha \cdot z\right)}}={\begin{cases}\lim _{\beta \to \alpha ^{-}}\left[{\frac {\alpha ^{2}\cdot \left(\left(\alpha -\beta \right)\cdot z\right)^{\frac {\alpha }{\beta }}}{\beta }}\cdot \operatorname {H} _{1,\,2}^{1,\,1}\left({\begin{matrix}\left({\frac {\alpha +\beta }{\beta }},\,{\frac {\alpha }{\beta }}\right)\\\left(0,\,1\right),\,\left(-{\frac {\alpha }{\beta }},\,{\frac {\alpha -\beta }{\beta }}\right)\\\end{matrix}}\mid -\left(\left(\alpha -\beta \right)\cdot z\right)^{{\frac {\alpha }{\beta }}-1}\right)\right],\,{\text{for}}\left|z\right|<{\frac {1}{e\left|\alpha \right|}}\\\lim _{\beta \to \alpha ^{-}}\left[{\frac {\alpha ^{2}\cdot \left(\left(\alpha -\beta \right)\cdot z\right)^{-{\frac {\alpha }{\beta }}}}{\beta }}\cdot \operatorname {H} _{2,\,1}^{1,\,1}\left({\begin{matrix}\left(1,\,1\right),\,\left({\frac {\beta -\alpha }{\beta }},\,{\frac {\alpha -\beta }{\beta }}\right)\\\left(-{\frac {\alpha }{\beta }},\,{\frac {\alpha }{\beta }}\right)\\\end{matrix}}\mid -\left(\left(\alpha -\beta \right)\cdot z\right)^{1-{\frac {\alpha }{\beta }}}\right)\right],\,{\text{otherwise}}\\\end{cases}}}$where ${\displaystyle {\overline {z}}}$ is the complex conjugate of ${\displaystyle z}$.^[1]

Meijer G-function

Compare to the Meijer G-function

${\displaystyle G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}a_{1},\dots ,a_{p}\\b_{1},\dots ,b_{q}\end{matrix}}\;\right|\,z\right)={\frac {1}{2\pi i}}\int _{L}{\frac {\prod _{j=1}^{m}\Gamma (b_{j}-s)\,\prod _{j=1}^{n}\Gamma (1-a_{j}+s)}{\prod _{j=m+1}^{q}\Gamma (1-b_{j}+s)\,\prod _{j=n+1}^{p}\Gamma (a_{j}-s)}}\,z^{s}\,ds.}$

The special case for which the Fox H reduces to the Meijer G is A_j = B_k = C, C > 0 for j = 1...p and k = 1...q :^[2]

${\displaystyle H_{p,q}^{\,m,n}\!\left[z\left|{\begin{matrix}(a_{1},C)&(a_{2},C)&\ldots &(a_{p},C)\\(b_{1},C)&(b_{2},C)&\ldots &(b_{q},C)\end{matrix}}\right.\right]={\frac {1}{C}}G_{p,q}^{\,m,n}\!\left(\left.{\begin{matrix}a_{1},\dots ,a_{p}\\b_{1},\dots ,b_{q}\end{matrix}}\;\right|\,z^{1/C}\right).}$

A generalization of the Fox H-function was given by Ram Kishore Saxena.^[3][4] A further generalization of this function, useful in physics and statistics, was provided by A.M. Mathai and Ram Kishore Saxena.^[5][6]