The Mellin transform

The Mellin transform is an integral transform named after the finnish mathematician Hjalmar Mellin (1854-1933). Its most remarkable property is the
existence of a direct mapping between asymptotic expansions of a function
near zero and infinity and the set of singularities of the transform in the
complex plane. While developing the theory, we will also see some properties of the most famous function defined via the Mellin transform: the Euler
Gamma function.
A natural way to introduce this integral transform is via its connection
with the older and more famous Fourier transform. Let f : R C be an
integrable function, its Fourier transform is:
Z
F(f )(y) =
f (x)e2ixy dx.
R

The idea is to shift the Fourier transform via the topological isomorphism (R, +) (R, ) induced by the exponential map. Let us first consider
f(x) := (f exp)(x), and then compute its Fourier transform via the change
of variables u = ex and s = 2iy:
Z
Z
x 2ixy

f (u)us1 du.
(1)
f (e )e
dx =
F(f )(y) =
R+

Looking to the right hand side of the last equation we recognize that there
is no need to restrict to s R. Indeed, once f is integrable, the existence of
the integral only depends on f decreasing fast enough at 0 and (where
fast enough is intended in the sense of the upcoming Observation 1). This
motivates the following definition.
Definition 1 (Mellin Transform). Let f be an integrable1 complex valued
function defined over the positive real numbers. Then its Mellin transform,
when it makes sense, is defined by:
Z
M(f )(s) :=
f (t)ts1 dt,
s C.
R+
1

Locally Lebesgue integrable would be enough.

Example 1. The Euler Gamma function is defined as:

Z
t
et ts1 dt.
(s) := M(e )(s) =
0

The careful reader will note that Euler died (1783) quite a long time
before Mellin was born (1854). Indeed Euler defined its Gamma function
only for real values, and its motivation was to interpolate the factorial on
natural numbers. Therefore we suggest as an exercise of integration by parts
to prove that (z + 1) = z(z) for any z C.
We can now give a first rough result about the existence of the Mellin
transform.
Observation 1 (Fundamental strip). Let f (t) be a continuous function on
R+ such that:
(
O(t ) for t0,
f (t) =
O(t ) for t.
Then M(f )(s) exists for any s C such that Re(s) lies in the fundamental strip (, ).
Proof.
Z

1
Re(s)1

|f (t)|t

|M(f )(s)|

Z
dt +

|f (t)|tRe(s)1 dt

1
Re(s)1+

Z
dt + C

tRe(s)1+ dt.

Where the first integral is convergent for Re(s) > and the second one for
Re(s) < .
We notice that the observation above implies that a Mellin transform not
only exists in its fundamental strip but also that it is holomorphic there. The
application of thii observation to the formula defining Gamma tells us that
it is well defined and holomorphic in {s C | Re(s) > 0.
We can go further with the correspondence between the two considered
integral transforms, we use now the formula for the inverse of the Fourier
transform to provide an heuristic argument for the formula of the inverse of
2

the Mellin transform. The problem is to find, given (s) complex valued and
good enough in a sense to be specified later, the function f : R+ C such
that (s) = M(f )(s).
The inverse formula for the Fourier transform is:
Z
1
F (g)(x) =
g(y)e2ixy dy.
R

Using it with f(x) = f (ex ) = F 1 (g)(x):

Z
x
f (e ) =
F(f)(y)e2ixy dy.
R

Applying the usual change of variables u = ex , s = 2iy and considering

the relation between Fourier and Mellin transform as in equation (1),
Z
f (u) =
M(f )(s)us dy.
yR

Finally, taking c (a, b) where (a, b) is the fundamental strip2 of (s),

we get an inversion formula for the Mellin transform:
Z c+i
1
1
(s)xs ds.
M ()(x) =
2i ci
This justifies the formal statement, which goes under the name of Mellin
inversion formula.
Theorem 1 (Mellin inversion formula). Let (s) be holomorphic in the strip
a < Re(s) < b such that it tends to zero uniformly for increasing Im(s) for
R c+i
any c (a, b). Moreover assume that ci (s)ds is absolutely convergent
for any s lying in such a strip. Then, if
Z c+i
1
f (x) =
(s)xs ds,
2i ci
we have that

Z
(s) = M(f )(s) =

f (t)ts1 dt.

R+
2

Here we are abusing of the term fundamental strip. We can do that because,
heuristically, if f (x) = M1 ()(x) then (s) = M(f )(s) and its fundamental strip is
given by the asymptotics of f on 0 and .

Conversely suppose f (x) to be continuous on R+ , and assume that the integral:

Z
(s) =
f (t)ts1 ds
R+

is absolutely convergent for a < Re(s) < b. Then:

f (x) = M1 (M(f ))(x).
We make a list of some elementary properties of the Mellin transform that
describe its behavior corresponding to some basic analytic manipulations.
Proposition 1. For the s C for which M(f )(s) is well defined:
1. M(th f (t))(s) = M(f (t))(s + h),

h C.

2. M(f (t))(s) = s M(f (t))(s),

R+ .
P
P
3. M( iI i f (i t))(s) = M(f (t))(s) ( iI i s
i ),
4. M(f (th ))(s) =

h R .

1
M(f (t))( hs ),
|h|

5. M(f (t)log(t))(s) =

I finite.

d
M(f (t))(s).
ds

6. M( dtd f (t))(s) = (s 1)M(f (t))(s 1).

7. M(t dtd f (t))(s) = sM(f (t))(s).
Rt
8. M( 0 f (x)dx)(s) = 1s M(f (t))(s + 1).
Proof. Properties 1., 2., 3., 4. and 5. are straightforward, recalling for 5. that
d x
t = tx log(t). While 6., 7. and 8. follow integrating by parts.
dx
Finally we come to the relation between asymptotic expansions of f (t)
at 0 and and singularities of M(f )(s) on C. This relation is traditionally
stated in two results. In the direct mapping Theorem we deduce results
on the singularities of M(f )(s) from the asymptotics of f (t), in the reverse
mapping Theorem we do the opposite. Since the nature of the results is quite
technical we state only the former one. The latter is, for example, Theorem
9.2 of [?].
Theorem 2 (Direct mapping Theorem). Let f (t) be continuous with Mellin
transform M(f )(s) defined in the strip (a, b).
4

1. Assume that f (t) admits the following asymptotic expansion for t0:
f (t) =

k
X
ci ai
t log(t)ni + O0 (tM ).
n
!
i
i=1

Where for any i = 1, ..., k N: ci C, ni N and M < ai a

with M Z. Then M(f )(s) has a meromorphic continuation to the
strip (M, b). Furthermore, in a neighborhood of s = aj , it can be
expanded to:

k 
X
(1)ni ci
+ Oai (1) .3
M(f )(s) =
ni +1
(s
+
a
)
j
i=1
ai =aj

2. Now assume that f (t) admits the asymptotic expansion as before for
t (with differents k,ci ,ni ,ai and M ). Then M(f )(s) has a meromorphic expansion in the strip (a, M ). And in a neighborhood of
s = aj it can be expanded to:

k 
X
(1)ni ci
M(f )(s) =
+ Oai (1) .
(s + aj )ni +1
i=1
ai =aj

Proof. Since the proof of the second statement is the same of the first one
except for minor differences, we will prove only the first statement. Let us
introduce
k
X
ci ai
t log(t)ni ,
g(t) := f (t)
ni !
i=1
which is O(tM ) by assumption. Then:
Z
M(f )(s) =

1
s1

g(t)t
0

Z
dt +
0

Z
k
X
ci ai
ni s1
t log(t) t dt +
f (t)ts1 dt.
n
!
i
1
i=1

Since g(t) is O(tM ) for t0 the first integral is defined for s > M . The
third integral is well defined because s < b and M(f )(s) is defined in the
3

We remark that the sum is taken over all the i = 1, ..., k such that ai = aj .

strip (a, b). In specific in the neighborhoods of the singularities ai they can
be regarded as constant functions.
Observe that, for any 1 < r R and n N, integration by parts gives:
Z 1
(1)n n!
r
n
t log(t) dt =
.
(r + 1)n+1
0
Both the sides of the equation are analytic functions in the half plane
{z C | Re(z) > 1}. The left hand side is not defined outside of this half
plane, but the right hand side is, and it is a well defined meromorphic function
on the whole complex plane. Then this equation gives us the required analytic
continuation if we impose it to be valid for any r C.
So the analytic continuation of the second integral can be explicitly computed, and the result is:
k
X
(1)ni ci
.
(s + ai )ni +1
i=1
ni

(1) ci
Since everytime ai 6= aj the term (s+a
n +1 can be regarded as a constant
i) i
in a neighborhood of s = aj , the meromorphic expansion is proved.

Exercise 1. Apply this Theorem to the Gamma function to deduce that it

(or properly its analytic continuation) has simple poles at any non positive
n
.
integer. And the correspondent residues are Res(, n) = (1)
n!
Exercise 2. Copy the proof of the theorem to find the functions {fn (t)}nN
such that (s) = M(fn )(s) in (n, n + 1).
Exercise 3. Classify the poles of the Digamma function: 0 (s) :=

d
ds

log((s)).