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Advances in Mathematics 187 (2004) 362–395


http://www.elsevier.com/locate/aim

Shintani–Barnes zeta and gamma functions


Eduardo Friedmana,1 and Simon Ruijsenaarsb
a
Facultad de Ciencias, Universidad de Chile, Casilla 653, Santiago, Chile
b
Centre for Mathematics and Computer Science, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands

Received 4 April 2003; accepted 11 July 2003

Communicated by Takahiro Kawai

Abstract

We show that Shintani’s work on multiple zeta and gamma functions can be simplified and
extended by exploiting difference equations. We re-prove many of Shintani’s formulas and
prove several new ones. Among the latter is a generalization to the Shintani–Barnes gamma
R1 pffiffiffiffiffiffi
functions of Raabe’s 1843 formula 0 log GðxÞ dx ¼ log 2p; and a further generalization to
the Shintani zeta functions. These explicit formulas can be interpreted as ‘‘vanishing period
integral’’ side conditions for the ladder of difference equations obeyed by the multiple gamma
and zeta functions. We also relate Barnes’ triple gamma function to the elliptic gamma
function appearing in connection with certain integrable systems.
r 2003 Elsevier Inc. All rights reserved.

MSC: 11S80; 11M35; 11M41; 11R42; 33E30

Keywords: Multiple gamma function; Shintani zeta function; Elliptic gamma function; Raabe’s formula

1. Introduction

Motivated by some problems in number theory, Shintani [13–18] introduced


in the mid-1970s a multi-dimensional zeta function zðs; M; xÞ; with M an N  n
matrix

M :¼ faij g; i ¼ 1; y; N; j ¼ 1; y; n; ð1:1Þ

E-mail addresses: friedman@uchile.cl (E. Friedman), siru@wxs.nl (S. Ruijsenaars).


1
Research partially supported by FONDECYT Grant 101-0324 and by the Chilean Presidential Chair
in Number Theory.

0001-8708/$ - see front matter r 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.aim.2003.07.020
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with positive entries, xAð0; NÞN ; and


! s
X
N Y
n X
N
zðs; M; xÞ :¼ ðxi þ mi Þaij ; ReðsÞ4N=n: ð1:2Þ
m1 ;y;mN ¼0 j¼1 i¼1

For n ¼ 1 this zeta function amounts to Barnes’ multiple zeta function [3].
Shintani showed that his zeta function admits a meromorphic s-continuation with
the same pole locations as the function

pN;n ðsÞ :¼ Gðns NÞ=GðsÞ; ð1:3Þ

and obtained various explicit formulas. In particular, he expressed the s-value


zð0; M; xÞ and the s-derivative @s zðs; M; xÞjs¼0 in terms of Bernoulli polynomials and
Barnes’ multiple zeta and gamma functions. A certain multi-dimensional contour
integral yielding the s-continuation played a pivotal role in Shintani’s reasoning.
Unfortunately, his impressive calculations rarely gave any insights as to why his
formulas should hold or how he had discovered them.
A principal purpose of this paper is to present a simpler approach to Shintani’s
work. Along the way we also obtain with little extra effort various new results,
including the formula
Z
zðs; M; xÞ dx ¼ 0; I N :¼ ð0; 1ÞN ; ReðsÞoN=n: ð1:4Þ
IN

To our knowledge, except when N ¼ n ¼ 1 [4,7], this result is new in the Barnes case,
too.
A crucial point in our approach is that we mostly work with a zeta function that is
somewhat more general than Shintani’s zðs; M; xÞ; namely,
! s
X
N Yn X
N
zN;n ðs; wja1 ; y; aN Þ :¼ wj þ mi aij ; ReðsÞ4N=n: ð1:5Þ
m1 ;y;mN ¼0 j¼1 i¼1

Here the ai and w are elements of Cn whose coordinates aij and wj have positive real
parts. (In Section 6 we slightly relax this restriction.) Thus we have

X
N
zðs; M; xÞ ¼ zN;n ðs; W ðxÞja1 ; y; aN Þ; W ðxÞ ¼ W ðxja1 ; y; aN Þ :¼ xi ai : ð1:6Þ
i¼1

Clearly, for NXn the two zeta functions are substantially equivalent, as the ai
generically span Cn : For Non; however, the function zN;n ðs; wÞ is more general than
zðs; M; xÞ: The key advantage of working with the functions zN;n ðs; wÞ is that they
satisfy

zN;n ðs; w þ aN ja1 ; y; aN Þ zN;n ðs; wja1 ; y; aN Þ ¼ zN 1;n ðs; wja1 ; y; aN 1 Þ ð1:7Þ
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Q
(with z0;n ðs; wÞ :¼ nj¼1 w s
j ). This recurrence relation is nearly immediate from the
Dirichlet series definition, and has no analog for zðs; M; xÞ: Viewing (1.7) as a ladder
of analytic difference equations, we are able to guess and prove various results,
including many of Shintani’s formulas. (In the Barnes case n ¼ 1; the difference
equation perspective was exploited before in [11], cf. also [12].)
A related point we emphasize is to work directly with the Dirichlet series (1.5)
inside its domain of convergence, even though our interest lies mostly in the points
s ¼ ðN mÞ=n with m a non-negative integer, especially s ¼ 0: The crux is that
formulas obtained via the Dirichlet series for ReðsÞ large can be analytically
continued. Shintani worked in the reverse order, first analytically continuing
zðs; M; xÞ and then manipulating expressions valid at s ¼ 0; but these are more
complicated than the series.
The simplicity of our ideas might easily remain hidden under the extensive
bookkeeping needed to handle the general case. Therefore, we illustrate them in this
introduction via the simplest non-trivial case, which is the well-known Hurwitz zeta
function (cf. [1, Sections 1.2–1.3])

X
N
1
Hðs; wÞ :¼ ¼ z1;1 ðs; wj1Þ; ReðsÞ41; ReðwÞ40: ð1:8Þ
n¼0
ðn þ wÞs

This also serves to explain the organization and main results of Sections 2–5.
Our starting point is Euler’s formula
Z N
GðsÞ ¼ e t ts 1 dt: ð1:9Þ
0

It entails that we may rewrite GðsÞHðs; wÞ for ReðsÞ41 as


N Z
X Z X
N
rðwþmÞ s 1
N
e rw r N
al r l
e r dr ¼ fðrÞrs 1 dr; fðrÞ :¼ ¼ ;
m¼0 0 0 r 1 e r l¼0
l!

with the fðrÞ power series converging for jrjo2p: Obviously, we have

X
M 1
al r l
fðrÞ ¼ OðrM Þ; r-0; fðrÞ ¼ OðrÞ; r-N: ð1:10Þ
l¼0
l!

Using (1.9) again, we now obtain


Z !
X
M 1
al Gð 1 þ l þ sÞ N
e rw X al r l
M 1
GðsÞHðs; wÞ ¼ þ fðrÞ rs 1 dr: ð1:11Þ
l¼0
l! w 1þlþs 0 r l¼0
l!

Due to bounds (1.10), the integral yields a function that is analytic for ReðsÞ4
M þ 1: From this we easily deduce that Hðs; wÞ extends to a meromorphic
function of s; its only singularity being a simple pole at s ¼ 1:
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Of course, this is just one of several ways to obtain these well-known facts. But the
present approach admits a straightforward extension to the Barnes case (cf. [11]),
and in Section 2 we generalize it to zN;n : The principal result of Section 2 is that
zN;n ðs; wÞ=pN;n ðsÞ extends to a function that is entire in s and analytic in the wj and aij
in the domains

Dn :¼ fwACn jReðwj Þ40; 1pjpng; ð1:12Þ

and

DN;n :¼ faij ACjReðaij Þ40; 1pipN; 1pjpng: ð1:13Þ

The associated Shintani–Barnes gamma function GN;n is defined by

GN;n ðwja1 ; y; aN Þ :¼ expð@s zN;n ðs; wja1 ; y; aN Þjs¼0 Þ; ð1:14Þ


@
where @s :¼ @s : Its analyticity features can be elucidated via the ladder of difference
equations

GN;n ðw þ aN ja1 ; y; aN Þ 1 Y
n
¼ ; G0;n ðwÞ ¼ w 1
j : ð1:15Þ
GN;n ðwj a1 ; y; aN Þ GN 1;n ðwja1 ; y; aN 1 Þ j¼1

In particular, 1=GN;n ðwÞ extends to an entire function on Cn :


We now return to our account of further properties of the Hurwitz zeta function,
obtained along the lines of Sections 3–5. Accordingly, we will only make use of
z1;1 ðs; wÞ=p1;1 ðsÞ being entire in s; but not of formula (1.11) yielding the s-
continuation. The entireness property amounts to ðs 1ÞHðs; wÞ being entire, and
this is all we need to know to obtain the desired results via the Dirichlet series (1.8)
and the pertinent difference equation, namely,

Hðs; w þ 1Þ Hðs; wÞ ¼ w s : ð1:16Þ

As a first step, we take the w-derivative of the Dirichlet series, yielding a function
X
N
1
@w Hðs; wÞ ¼ s
n¼0 ðn þ wÞsþ1

that is clearly analytic for ReðsÞ40: From this we see that the pole of Hðs; wÞ at
s ¼ 1 has a constant residue. Next, we observe that the formula
X
N
1
@w2 Hðs; wÞ ¼ sðs þ 1Þ
n¼0 ðn þ wÞsþ2

yields a representation of @w2 Hðs; wÞ valid for ReðsÞ4 1; whence it is clear that
@w2 H vanishes for s ¼ 0: Therefore, Hð0; wÞ is a polynomial of degree at most 1.
Taking further derivatives, it follows more generally that Hð k; wÞ with kAN
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is a polynomial of degree at most k þ 1: Since the difference equation (1.16)


specializes to

Hð k; w þ 1Þ Hð k; wÞ ¼ wk ; kAN; ð1:17Þ

we deduce that the degree of Hð k; wÞ is in fact equal to k þ 1: (Here and below, we


denote the set of non-negative integers by N and the set of positive integers by Nþ :)
In Section 3 we extend this reasoning to the general case, obtaining the polynomial
property for several quantities of interest, together with an upper bound on the
degree. By additional arguments we then show that the upper bound is optimal.
Specifically, we prove that zN;n ð k; wÞ with kAN is a polynomial of degree
N þ kn; and that the eventual simple poles at the s-locations ðN lÞ=n with lAN do
occur if laN þ kn ðkANÞ; the residues being polynomials of degree l: Finally, we
demonstrate that the difference

X
n
log GN;n ðwja1 ; y; aN Þ log GN;1 ðwj ja1j ; y; aNj Þ; NX1; nX2; ð1:18Þ
j¼1

equals a degree-N polynomial, and determine this polynomial explicitly for N ¼ 1:


Except for the treatment of residues, these results are all due to Shintani [13,
Proposition 1 and its Corollary] [16, Proposition 1], albeit for zðs; M; xÞ:
The main result of Section 4 is the integral formula (1.4) and its corollary
Z
log GN;n ðW ðxÞÞ dx ¼ 0: ð1:19Þ
IN

For the Hurwitz case (1.4) specializes to


Z 1
Hðs; wÞ dw ¼ 0; ReðsÞo1: ð1:20Þ
0

We continue by demonstrating (1.20) as a template for the proof of (1.4).


We begin by noting that Hðs; w þ 1Þ is analytic for sa1 and ReðwÞ4 1; so that
it is integrable in w over (0,1). Specifically, we obtain from the Dirichlet series (1.8)
Z 1 Z N
1
Hðs; w þ 1Þ dw ¼ x s dx ¼ ; ReðsÞ41: ð1:21Þ
0 1 s 1

By analytic continuation, the integral on the left-hand side equals 1=ðs 1Þ for
ReðsÞo1 as well. Now for ReðsÞo1; the function w s is also integrable over
ð0; 1Þ; the result being 1=ð1 sÞ: Using the difference equation (1.16), we therefore
obtain (1.20).
At this point we would like to mention that the integral (1.20) was recently
obtained by Broughan [4]. Likewise, for ReðsÞo0; (1.20) occurs (among many other
new integrals) in a recent paper by Espinosa and Moll [7].
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Next, we deduce from the Cauchy integral formula that we may interchange the s-
derivative of the left-hand side of (1.20) with the integration, obtaining in particular
Z 1
H 0 ð0; wÞ dw ¼ 0; H 0 ðs; wÞ :¼ @s Hðs; wÞ: ð1:22Þ
0

Recalling the well-known relation (Lerch formula)


pffiffiffiffiffiffi

H 0 ð0; wÞ ¼ log GðwÞ= 2p ; ð1:23Þ

(cf. for example [1, p. 17]), we can rewrite (1.22) as the integral
Z 1 pffiffiffiffiffiffi
log GðxÞ dx ¼ log 2p: ð1:24Þ
0

This integral is known as Raabe’s formula [9, p. 89]. Accordingly, we may view
(1.19) as a generalized Raabe formula. In the case of Barnes’ multiple gamma
function, (1.19) can be explicitly written out as
Z
0¼ log GN ða1 x1 þ a2 x2 þ ? þ aN xn ja1 ; y; aN Þ dx: ð1:25Þ
IN

(Here and from now on, we write GN;1 as GN ; likewise, zN;1 will be written zN :)
Although Barnes [3, Section 53] proved a Raabe-type formula for GN ; it is
complicated and involves a one-dimensional integral. (Note also that Barnes used a
different normalization for his multiple gamma function.) Even in the Barnes case,
formula (1.25) seems to be new.
In order to give an interpretation to the integral
Z
zN;n ðs; W ðxÞÞ dx ¼ 0; ReðsÞoN=n ð1:26Þ
IN

(which amounts to (1.4), cf. (1.6)), we observe that as x varies over I N ; the function
W ðxÞ ranges over the ‘‘period parallelogram’’ PCCn ; defined as the convex span of
the ai : For RNpn the ai are (generically) linearly independent, so (1.26) can be
restated as P zN;n ðs; wÞ dw ¼ 0; where dw is N-dimensional Lebesgue measure on
the subspace of Cn spanned by the ai : This can be regarded as a ‘‘vanishing
period integral’’ normalization, which fixes the constant left undetermined by the
difference equation (1.7). Likewise, integral (1.19) fixes the constant in the difference
equation (1.15).
Elaborating slightly, we note that the ambiguity in the solutions of the first-order
partial analytic difference equations (1.7) and (1.15) (with the right-hand sides
viewed as given functions) is not just a constant. Indeed, we can clearly add to
solutions of (1.7) any meromorphic function aðwÞ having period aN ; likewise, we can
multiply solutions of (1.15) by meromorphic functions mðwÞ with period aN : In the
Barnes case n ¼ 1; the multiple zeta and gamma functions can be singled out by
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‘‘minimality’’: the singularities of zN and GN are enforced by the difference equation,


and their asymptotics in a suitable strip is ‘‘best possible’’ [10–12]. In the Shintani
case n41; however, we are dealing with partial difference equations, for which no
theory of minimal solutions is known to date.
In Section 4 we obtain not only integrals (1.26) and(1.19), but also generalizations
to x-derivatives. Specifically, if J ¼ ðJ1 ; J2 ; y; JN Þ is a multi-index of weight jJj ¼
PN J
k¼1 Jk and @x denotes the differential operator

@ jJj
@xJ :¼ ;
@x1J1 ?@xNJN

then we show
Z
@xJ zN;n ðs; W ðxÞÞ dx ¼ 0; ReðsÞoðN jJjÞ=n; ð1:27Þ
IN

and
Z
@xJ log GN;n ðW ðxÞÞ dx ¼ 0; jJjoN: ð1:28Þ
IN

In Section 5 we show that the latter integrals easily lead to Shintani’s [13, p. 396]
result stating that for kAN; the polynomial zN;n ð k; W ðxÞÞ is a sum of products of
Bernoulli polynomials. We show that this also holds for the residues at each of the
poles of zN;n ðs; W ðxÞÞ:
It is expedient to summarize next the salient features of the Bernoulli polynomials
Bl ðtÞ: We first recall that they can be defined via the generating function

uetu X
N
Bl ðtÞ l
¼ u: ð1:29Þ
eu 1 l¼0 l!

A more instructive definition is that they are the polynomials uniquely determined by
the difference equation

Bl ðt þ 1Þ Bl ðtÞ ¼ ltl 1 ; ð1:30Þ

together with the side conditions


Z 1
B0 ðtÞ ¼ 1; Bl ðtÞ dt ¼ 0; l40: ð1:31Þ
0

(Indeed, these relations are easily derived from (1.29).) Another important feature,
namely

B0l ðtÞ ¼ lBl 1 ðtÞ; ð1:32Þ

is also clear from (1.29).


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Specializing Section 5 to the Hurwitz case, we need only consider Hð k; wÞ for


kAN: We have already established that Hð k; wÞ is a polynomial. Comparing the
difference equations (1.17) and (1.30), we see that Hð k; wÞ coincides with
Bkþ1 ðwÞ=ðk þ 1Þ up to a constant. Comparing next (1.31) and (1.20) for s ¼ k;
we deduce
Hð k; wÞ ¼ Bkþ1 ðwÞ=ðk þ 1Þ; kAN: ð1:33Þ

Once again, this is only one of various ways to obtain this relation, which has been
known for a long time. We have spelled it out, since it illustrates our approach to the
general case in Section 5.
In Section 5 we also prove three identities arising for s ¼ 0; namely
1X n
zN;n ð0; wja1 ; y; aN Þ ¼ z ð0; wj ja1j ; y; aNj Þ;
n j¼1 N

zN;n ð0; wja1 ; y; aN Þ ¼ ð 1ÞN zN;n ð0; A wja1 ; y; aN Þ; ðA :¼ a1 þ ? þ aN Þ

Nþ1 Y
n Nþ1
GN;n ðwÞðGN;n ðA wÞÞð 1Þ ¼ GN ðwj ÞðGN ðAj wj ÞÞð 1Þ ;
j¼1

where
GN;n ðwÞ ¼ GN;n ðwja1 ; y; aN Þ; GN ðwj Þ ¼ GN ðwj ja1j ; y; aNj Þ:
Furthermore, we determine the polynomial zN;n ð0; wÞ explicitly. In essence, all of
these s ¼ 0 results were obtained first by Shintani [16, pp. 206, 210].
We begin Section 6 by detailing a slight generalization of our assumptions, for
which all of the previous results still hold. Specifically, we allow the numbers
a1j ; y; aNj to lie in any half-plane obtained by rotating the right half-plane over an
angle less than p=2: (This angle restriction prevents multi-valuedness.) It is clear
from the Dirichlet series (1.5) that we can do this when we choose wj in the same
half-plane, but a complete account of the pertinent analytic continuation involves a
little more effort.
This generalization—already present in Barnes’ and Shintani’s work—enables us
to relate Barnes’ GN to certain infinite products. The integral formulas (1.26) and
(1.19) (with n ¼ 1) allow us to make this relation completely explicit. The pertinent
result (Proposition 6.1) reduces to the reflection equation for G1 ; whereas for G2 it
amounts to a result that can be found in Barnes’ and Shintani’s papers. For GN with
N42; Proposition 6.1 seems to be new. As a corollary, we find an explicit relation
between G3 and the elliptic gamma function introduced in [10].
Since we are promoting in this paper a simplified approach to multiple zeta and
gamma functions, we do not assume any familiarity with them. Although the theory
of minimal solutions of first-order analytic difference equations [10] provided an
important motivation for our work, we make no further appeal to this theory.
Likewise, we avoid any reference to number theory, although this was the main
motivation for Shintani’s work. Lastly, we would like to mention that other
approaches to special values of zN;n ðs; wÞ can be found in [5,6].
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2. Analytic continuation of fN;n

The meromorphic continuation of zðs; M; xÞ was proved by Shintani [13], who was
interested in using it to calculate special values. Had he not been interested in this, he
could have deduced the meromorphic continuation of zðs; M; xÞ from an old result
of Mahler’s [8, Section 19].
We shall actually consider a generalization ZN;n ðS; w; MÞ of zN;n ðs; wÞ (with M
defined
Pn by (1.1)), replacing s by n complex variables S ¼ ðS1 ; y; Sn Þ in the half-space
j¼1 ReðSj Þ4N: Namely,

X
N Y
n
ZN;n ðS; w; MÞ :¼ ðwj þ m1 a1j þ ? þ mN aNj Þ Sj : ð2:1Þ
m1 ;y;mN ¼0 j¼1

Since we are assuming Reðaij Þ40 and Reðwj Þ40; we may and will choose the
principal branch of the logarithm to define the complex powers in (2.1).
To determine the region of absolute convergence of (2.1), let

c :¼ minfReðaij Þg40; C :¼ 1 þ max fjaij jg: ð2:2Þ


i;j i;j

Then, for mi X0;

CNðjjwjj þ jjmjjÞXjwj þ m1 a1j þ ? þ mN aNj j

X
N
XReðwj þ m1 a1j þ ? þ mN aNj Þ4c mi Xc jjmjj; ð2:3Þ
i¼1

P Pn
where jjmjj2 :¼ N 2 2
i¼1 jmi j ; jjwjj :¼
2 N n
j¼1 jwj j for mAR ; wAC : Thus (2.1) con-
Pn
verges absolutely if and only if j¼1 ReðSj Þ4N: From this it readily follows that it
defines an analytic function for ðS; w; MÞ in the subset of Cn  Dn  DN;n given by
Pn
j¼1 ReðSj Þ4N; with Dn and DN;n given by (1.12) and (1.13).
The zeta function ZN;n ðS; w; MÞ reduces to zN;n ðs; wja1 ; y; aN Þ when all the Sj are
equal to s and ReðsÞ4N=n: Furthermore, for ReðsÞ4N;

ZN;n ððs; 0; 0y; 0Þ; w; MÞ ¼ zN ðs; w1 ja11 ; y; aN1 Þ: ð2:4Þ

Similarly, by restriction of the S-variable, ZN;n yields any zN;n0 with n0 pn: However,
ZN;n has the drawback of being singular at S ¼ 0; as we shall see in Section 3.
To keep this paper as self-contained as possible, rather than rely on Mahler’s
paper, we now give a detailed proof of the meromorphic continuation of zN;n :
However, in later sections we shall need no formulas affording it. We will only use
holomorphy of the function zN;n ðs; wja1 ; y; aN Þ=pN;n ðsÞ in the domain C  Dn 
DN;n ; as already discussed in the Introduction. Readers who are willing to take this
analyticity for granted can safely pass to Proposition 2.2.
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To establish the analytic continuation of ZN;n ðS; w; MÞ; we first use Euler’s
formula (1.9) to obtain the integral representation
Y
n Z Yn X
n
S 1
ZN;n ðS; w; MÞ GðSj Þ ¼ hðtÞ tj j dt; ReðSj Þ40; ReðSj Þ4N;
j¼1 tARnþ j¼1 j¼1

ð2:5Þ

where Rnþ :¼ ð0; NÞn CRn ; dt is Lebesgue measure on Rn ; and


X
N Y
n
hðtÞ :¼ exp tj ðwj þ m1 a1j þ ?mN aNj Þ
m1 ;y;mN ¼0 j¼1

Qn wj tj
j¼1 e
¼ Q P
f ðtÞ;
N n
i¼1 j¼1 aij tj

with
!
YN X
n
r
f ðtÞ :¼ j aij tj ; jðrÞ :¼ : ð2:6Þ
i¼1
j¼1
1 e r

Following Shintani [13, Section 1], we write


  

Rnþ ¼ A1 ,A2 ,?,An ; Aj :¼ tARnþ  tj ¼ max ftk g ; ð2:7Þ
1pkpn

where the union is disjoint up to sets of measure 0. Then (2.5) becomes


Y n Xn Z Y
n
Sk 1
X
n
ZN;n ðS; w; MÞ GðSj Þ ¼ j¼1
hðtÞ tk dt ¼: Ij ðS; w; MÞ: ð2:8Þ
j¼1 Aj k¼1 j¼1

For tAAj ; we switch to new coordinates ðr; sÞ; where r :¼ tj and sk :¼


tk =tj ð1pkpn; kajÞ: The Jacobian determinant is rn 1 ; and the new coordinates
range over sk Að0; 1Þ; rAð0; NÞ: For convenience, on Aj we define sj :¼ 1; s ¼
ðs1 ; y; sn Þ:
We now change to the new coordinates. The piece of the integral (2.8)
corresponding to j ¼ 1 becomes
Z N Pn Z 1 Z 1 Y
n
N 1þ
I1 ðS; w; MÞ ¼ r k¼1
Sk rw1
e ? gðr; sÞ sSk k 1 dsk dr; ð2:9Þ
r¼0 s2 ¼0 sn ¼0 k¼2

where
Q
f ðr; rs2 ; y; rsn Þ nk¼2 e rsk wk
gðr; sÞ :¼ QN Pn :
i¼1 ðai1 þ k¼2 aik sk Þ
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For the innermost integral in (2.9), we integrate by parts to get


Z 1
snSn 1 gðr; sÞ dsn
sn ¼0
Z 1  
1 @g
¼ sSn n ðr; sÞ ðSn þ 1Þgðr; s2 ; y; sn 1 ; 1Þ dsn
Sn sn ¼0 @sn
Z 1
1
¼ sSn n g0 ðS; r; sÞ dsn ; ð2:10Þ
Sn sn ¼0

with the obvious definition of g0 :


We can repeat the integration by parts M times in (2.10) to get
Z 1 !Z
YM
1 1
sSn n 1 gðr; sÞ dsn ¼ snSn þM gM ðS; r; sÞ dsn ;
sn ¼0 S þp
p¼0 n sn ¼0

where gM is a sum of sn -derivatives of g (and some specializations of them at sn ¼ 1)


with coefficients which are monomials in Sn : We have thus replaced the exponent
sSn n 1 in (2.7) by sSn n þM : The same procedure, applied to the remaining sk in
(2.9), yields
Z N Pn Z Y
n
Sk N 1 rw1
I1 ðS; w; MÞ ¼ TM;1 ðSÞ r k¼1 e g̃ðS; r; sÞ skSk þM dsk dr;
r¼0 s k¼2
ð2:11Þ

where

Y Y
M Z Z 1 Z 1
1
TM;j ðSÞ :¼ ; :¼ ? ; ð2:12Þ
1pkpn p¼0
Sk þ p s s2 ¼0 sn ¼0
kaj

and where
X
g̃ðS; r; sÞ ¼ hr ðSÞfr ðr; s2 ; y; sn Þ
r

is again essentially a finite sum of sk -derivatives fr of g; with coefficients hr which are


monomials in the Sk :
We now expand each fr in powers of r to obtain

X
M 1
fr ðr; sÞ ¼ rM hr;M ðr; sÞ þ bl;r ðsÞrl ;
l¼0

with jhr;M ðr; sÞj bounded above by a polynomial in r for rX0:


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Returning to our integral (2.11), we find


0
X X Gð N þ l þ Pn Sk Þ Z
M 1 Y n
I1 ¼ TM;1 ðSÞ@ hr ðSÞ Pn k¼1 bl;r ðsÞ skSk þM dsk
Nþlþ S k s
r l¼0 w1 k¼1 k¼2
Z Z !
X N Pn Y n
M N 1þ S S þM
þ hr ðSÞ e rw1 r k¼1 k h
r;M ðr; sÞ sk k dsk dr :
r r¼0 s k¼2
ð2:13Þ

We have proved most of


Pn
Proposition 2.1. The function ZN;n ðS; w; MÞ=Gð N þ j¼1 Sj Þ extends to a holo-
morphic function on Cn  Dn  DN;n : The function

zN;n ðs; wja1 ; y; aN ÞGðsÞ=Gðns NÞ

extends to a holomorphic function on C  Dn  DN;n : In particular, for a fixed


ðw; MÞADn  DN;n ; the function s/zN;n ðs; wja1 ; y; aN Þ is meromorphic; it has at
most simple poles for s ¼ ðN lÞ=n with lAN; and has no poles for s ¼ k with kAN:

As remarked earlier, the meromorphic continuation of zN;n ðs; M; xÞ was found by


Shintani [13, Section 1]. He did not explicitly locate the poles, but they are easily
deduced from his formulas.

Proof. Definition (2.12) of TM;j ðSÞ entails that the functions


TM;j ðSÞ
Q ; 1pjpn; ð2:14Þ
1pkpn GðSk Þ
kaj

are entire. Hence we deduce from (2.13) and its analogs for I2 ; y; In that the
functions
Ij ðS; w; MÞ
P n Q ; j ¼ 1; y; n;
Gð N þ k¼1 Sk Þ kaj GðSk Þ

extend holomorphically to the domains given by


X
n
ReðSk Þ4 M 1; kaj; ReðSk Þ4 M þ N; ðw; MÞADn  DN;n :
k¼1

As M is arbitrary, the first assertion of the proposition now readily follows from
(2.8). Taking Sj ¼ s for all j; we obtain the second one. &

Since s ¼ 0 is a regular point of zN;n ðs; wja1 ; y; aN Þ; we can define a multiple


gamma function by (1.14). Then the gamma recurrence (1.15) easily follows from the
ARTICLE IN PRESS
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zeta recurrence (1.7). From its definition we see that GN;n ðwja1 ; y; aN Þ is
holomorphic on Dn  DN;n : We now use (1.15) to show that GN;n ðwja1 ; y; aN Þ
continues meromorphically to Cn  DN;n :

Proposition 2.2. The function 1=GN;n ðwj a1 ; y; aN Þ extends to a holomorphic function


on Cn  DN;n : Its zero locus consists of the hyperplanes Hj :¼ fwACn j wj ¼ 0g and
their translates Hj ðm1 a1 þ ? þ mN aN Þ; with j ¼ 1; y; n and m1 ; y; mN AN:

Although Shintani did not explicitly consider the nature of GN;n ðwÞ; Proposition
2.2 for w ¼ W ðxÞ (cf. (1.6)) is a direct consequence of Barnes’ study of GN and of
Shintani’s formula [16, p. 204] relating GN;n to GN (see Proposition 3.2 below).

Proof. Taking N ¼ 1; we iterate the difference equation (1.15), obtaining


!
1 Y
l 1 Y
n
1
¼ ðwj þ ma1j Þ ; lANþ :
G1;n ðwj a1 Þ m¼0 j¼1
G1;n ðw þ la1 j a1 Þ

From this we deduce that 1=G1;n ðwj a1 Þ extends holomorphically to ðDn la1 Þ 
D1;n : Since Reða1j Þ40 for j ¼ 1; y; n; and l is arbitrary, it follows that 1=G1;n ðwja1 Þ
extends to a holomorphic function on Cn  D1;n ; whose zero locus equals
Hj ma1 with j ¼ 1; y; n and mAN: Using induction on N; we now obtain the
proposition. &

3. Degree-m polynomials at s ¼ ðN mÞ=n

The ladder of difference equations (1.7) begins with z0;n ðs; wÞ ¼ w s s


1 w2 ?wn ;
s

which is evidently a polynomial of degree kn when s equals an integer kAN:


Although we know of no theory of minimal solutions to first-order partial difference
equations in Cn ; it is natural to surmise that the Nth level of the ladder zN;n ð k; wÞ is
a polynomial of degree N more than that of the base level.
As a first step, we prove the polynomial property by showing that the pertinent w-
derivatives of zN;n ðs; wÞ vanish identically at these s-values. Specifically, for a multi-
P
index J ¼ ðJ1 ; y; Jn Þ of weight jJj ¼ nj¼1 Jj ; denote by @wJ the differential operator
@ jJj
J : In the region of absolute convergence of the Dirichlet series, direct
@w1 1 ?@wnJn
differentiation yields
Jj 1
!
jJj
Y
n Y X Y
n
@wJ zN;n ðs; wÞ ¼ ð 1Þ ðs þ pÞ ðwj þ m1 a1j þ ? þ mN aNj Þ s Jj
j¼1 p¼0 mANN j¼1

Y
n Jj 1
Y
¼ ð 1ÞjJj ZN;n ððs þ J1 ; y; s þ Jn Þ; w; MÞ ðs þ pÞ; ð3:1Þ
j¼1 p¼0
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P
where ZN;n was defined in (2.1). The above series converges for No nj¼1 Reðs þ
Jj Þ ¼ jJj þ n ReðsÞ: In particular, by analytic continuation in s; series (3.1) represents
@wJ zN;n ð k; wÞ for jJj4N þ kn:
Just as in the example of the Hurwitz zeta function in Section 1, the analyticity of
@wJ zN;n ðs; wÞ for ReðsÞ4ðN jJjÞ=n entails that the residues at the poles in this s-
region have been differentiated away. Therefore, the residues at the poles ðN mÞ=n
with mAN are polynomials of degree at most m: For m of the form N þ kn with
kAN; we showed in Proposition 2.1 that there are no poles. Since the product term in
(3.1) vanishes for s ¼ k and jJj4N þ kn; we infer that zN;n ð k; wÞ is a polynomial
of degree at most N þ kn: We now extend these results.

Proposition 3.1. The functions

PknþN;N;n ðwÞ :¼ zN;n ð k; wÞ; kAN; ð3:2Þ

are polynomials of degree kn þ N: For NX1; zN;n ðs; wÞ has simple poles at s ¼ sl;N;n ;
where

sl;N;n :¼ ðN lÞ=n; lAN\ðN þ nNÞ; ð3:3Þ

with residues Pl;N;n ðwÞ that are polynomials of degree l; except possibly for non-generic
MADN;n : More precisely, whenever sl;N;n p1=n; the degree equals l on all of DN;n ; in
particular, the degree of the polynomials Pm;1;n ðwj aÞ equals m for all mAN and
p
aAD1;n : For N41 and sl;N;n 41=n; the degree equals l on the polysector SN;n ð2ðN lÞ Þ;
where

SN;n ðfÞ :¼ fMADN;n j jArgðaij Þjofg; fAð0; p=2Þ: ð3:4Þ

All the above statements concerning the regular values were proved by Shintani
[13, Section 1] in the case w ¼ W ðxÞ (cf. (1.6)).

Proof. For the regular values s ¼ k; it remains to show that the degree of the
polynomials (3.2) equals the upper bound kn þ N already established above. We
prove this via the difference equations (1.7), as follows.
Let us assume that the polynomial (3.2) has degree Lokn þ N: Now consider the
monomials of highest degree L occurring in the two polynomials on the lhs of

PknþN;N;n ðw þ aN ja1 ; y; aN Þ PknþN;N;n ðwja1 ; y; aN Þ

¼ PknþN 1;N 1;n ðwja1 ; y; aN 1 Þ: ð3:5Þ

Clearly, their differences yield terms whose degree is at most L 1: Thus the degree
of the polynomial on the right-hand side is at most L 1; too. Repeating this
argument, we deduce that Pkn;0;n ðwÞ has degree at most kn 1; contradicting
z0;n ð k; wÞ ¼ wk1 ?wkn :
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Passing to the pole and residue assertions, we first study the case that the numbers
wj and aij are positive. Consider the behavior of series (1.5) for real s near s0;N;n : It
follows from the paragraph containing estimate (2.3) that it diverges as sks0;N;n :
Thus there must be a pole at s ¼ s0;N;n ; yielding a constant non-zero residue. Turning
to s1;N;n (for N41), we inspect (3.1) with jJj ¼ 1: As before, we get a divergence for
sks1;N;n ; so s1;N;n is a pole with residue a degree-1 polynomial. Clearly, this reasoning
can be repeated for s ¼ sl;N;n ; so for positive aij the degree is always l: By analyticity
in DN;n ; the degree is therefore generically equal to l on DN;n :
To obtain the stronger assertions concerning the degree, we first take N ¼ 1: Now
we reconsider series (1.5), fixing wAð0; NÞn and aAD1;n : Since a is fixed, it belongs to
a sector S1;n ðfÞ for some fop=2: As we let sks0;N;n ¼ 1=n; all of the terms in the
series belong to the sector S1;n ðf0 Þ with f0 Aðf; p=2Þ for s sufficiently close to s0;N;n :
Then the real parts of the terms in the series are bounded below by cosðf0 Þ times
their modulus, so divergence as sks0;N;n follows as before from (2.3). For sl;N;n we
apply this argument to series (3.1) with jJj ¼ l; obtaining once more divergence as
sksl;N;n : We have therefore proved the degree assertion for N ¼ 1:
Letting now N41 and sl;N;n p1=n (so that lXN 1), we can use the difference
equations (1.7) in the same way as before to obtain the degree l assertion. To be quite
specific, we can multiply (1.7) by ðs sl;N;n Þ and take s to sl;N;n to get

Pl;N;n ðw þ aN ja1 ; y; aN Þ Pl;N;n ðwja1 ; y; aN Þ ¼ Pl 1;N 1;n ðwja1 ; y; aN 1 Þ: ð3:6Þ

Iterating downward, we can relate Pl;N;n to the degree-ðl N þ 1Þ polynomial


Pl Nþ1;1;n :
It remains to prove the last assertion. Taking first l ¼ 0; we need only inspect the
argument variation of the terms in the pertinent series to obtain the desired
divergence for M in the specified sector. For l40 we can use (3.6) once more, this
time to relate Pl;N;n to the non-zero constant P0;N l;n : &

In fact, we surmise that the non-generic subsets of DN;n where the degree is lower
than l are empty.
We proceed by pointing out that (3.1) yields in particular

@n
z ðs; wÞ ¼ ð sÞn zN;n ðs þ 1; wÞ: ð3:7Þ
@w1 @w2 ?@wn N;n

For s ¼ k with kANþ ; this may be viewed as a generalization of the Bernoulli


property (1.32). Specializing to the Barnes case n ¼ 1; it entails that the above non-
generic subsets of DN;1 are indeed empty. To explain this, we recall that zN ð0; wÞ has
degree N; so (3.7) implies that the residue at s ¼ 1 has degree N 1; etc.
(Alternatively, the explicit residue formulas in terms of Barnes’ multiple Bernoulli
polynomials can be invoked, cf. Eq. (3.9) in [11].) Unfortunately, for n41 the partial
differential operator occurring in (3.7) can lower the degree of polynomials by more
than n; so that it cannot be used to rule out non-generic degree lowering.
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We can use Proposition 3.1 to verify that ZN;n ðS; w; MÞ is singular at S ¼ 0 for
N40 and n41; as mentioned in Section 2. Indeed, if the origin were regular, it
would follow from (2.4) that ZN;n ð0; w; MÞ equals zN ð0; w1 ja11 ; y; aN1 Þ (by taking
s-0). Likewise, ZN;n ð0; w; MÞ would be equal to zN ð0; wj ja1j ; y; aNj Þ for 1ojpn:
This would imply that zN ð0; w1 ja11 ; y; aN1 Þ is constant as a function of w1 ;
contradicting Proposition 3.1.
Turning to the multiple gamma function GN;n ðwÞ (1.14), we notice that at the base
level N ¼ 0 of the ladder (1.15) we have
X
n
log G0;n ðwÞ ¼ log G0;1 ðwj Þ:
j¼1

As before, we expect the same to hold for arbitrary N; up to a polynomial of degree


at most N: To study this, we note that for jJjXN þ 1; the series in (3.1) converges for
ReðsÞ4 1=n: We can differentiate it with respect to s and set s ¼ 0 to obtain
@s @wJ zN;n ðs; wja1 ; y; aN Þjs¼0
(
ð 1ÞjJj GðjJjÞzN ðjJj; wj ja1j ; y; aNj Þ; if jJj ¼ Jj for some j;
¼
0 otherwise:

Applying the above to zN;n and to zN;1 ¼ zN ; we obtain for all jJjXN þ 1;
!
X
n
J
0 ¼ @w @s zN;n ðs; wja1 ; y; aN Þjs¼0 @s zN ðs; wj ja1j ; y; aNj Þjs¼0 :
j¼1

Recalling definition (1.14), we see that GN;n reduces to a sum of Barnes’ GN


functions, up to a polynomial of degree at most N:
We now render this result more precise. To this end we define for aADn a
coefficient vector cðaÞACn by

1 X n
cðaÞj :¼ ðlogðak Þ logðaj ÞÞ; j ¼ 1; y; n; ð3:8Þ
naj k¼1

the logarithm branch being the principal one.

Proposition 3.2. Let NX1 and nX2: Then we have

X
n
log GN;n ðwja1 ; y; aN Þ ¼ PN;n ðwja1 ; y; aN Þ þ log GN ðwj ja1j ; y; aNj Þ; ð3:9Þ
j¼1

with PN;n ðwÞ a polynomial of degree at most N: Moreover, P1;n ðwÞ is given by

X
n
P1;n ðwjaÞ ¼ wj cðaÞj ; ð3:10Þ
j¼1
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and the degree of PN;n ðwja1 ; y; aN Þ equals N whenever at least one of a1 ; y; aN


satisfies cðai Þa0:

For w ¼ W ðxÞ; the polynomial in (3.9) was made quite explicit by Shintani [16,
pp. 204, 206]. We return to his formula below (5.10).

Proof. Thanks to the difference equations

PN;n ðw þ aN ja1 ; y; aN Þ PN;n ðwja1 ; y; aN Þ ¼ PN 1;n ðwja1 ; y; aN 1 Þ; ð3:11Þ

we need only show (3.10). Indeed, we have already proved that PN;n ðwÞ is a
polynomial of degree at most N; and (3.10) shows that P1;n ðwjaÞ has degree 1,
provided cðaÞa0: Hence the degree assertion follows from (3.11) by the argument in
the paragraph containing (3.5).
By analyticity in w; it suffices to prove (3.10) for wAð0; NÞn ; which we require
from now on. We begin by observing that for ReðsÞ41=n we can invoke the
Dirichlet series representation to obtain
!
Y
n
z1;n ðs; wjaÞ ¼ a s
j z1;n ðs; ðw1 =a1 ; y; wn =an Þj 1Þ; 1j :¼ 1; j ¼ 1; y; n: ð3:12Þ
j¼1

Likewise, for ReðsÞ41 we have

z1;1 ðs; wj j aj Þ ¼ a s
j Hðs; wj =aj Þ; j ¼ 1; y; n; ð3:13Þ

with Hðs; wÞ the Hurwitz zeta function (1.8). Using meromorphic continuation in s
and regularity at s ¼ 0; this yields

X
n
P1;n ðwjaÞ ¼ logðaj Þ½z1;n ð0; ðw1 =a1 ; y; wn =an Þj 1Þ Hð0; wj =aj Þ
j¼1
X
n
þ @s z1;n ðs; ðw1 =a1 ; y; wn =an Þj 1Þjs¼0 H 0 ð0; wj =aj Þ: ð3:14Þ
j¼1

Next, we study the difference function

1X n
z1;n ðs; xj 1Þ Hðns; xj Þ ¼: dn ðs; xÞ; xA½1; NÞN : ð3:15Þ
n j¼1

From the series representation we have

X
N
dn ðs; xÞ ¼ In ðm; s; xÞ; ReðsÞ41=n; ð3:16Þ
m¼0
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where
Y
n
1X n
In ðm; s; xÞ :¼ ðxj þ mÞ s ðxj þ mÞ ns : ð3:17Þ
j¼1
n j¼1

Here, xA½1; NÞN is viewed as fixed, whereas m varies over N and s over C; with the
principal branch of the logarithm understood for the complex powers. Clearly, this
function is entire in s and obeys the bound
In ðm; s; xÞ ¼ Oðm ns 2 Þ; m-N: ð3:18Þ
Hence we infer that the series on the rhs of (3.16) converges for ReðsÞ4 1=n: By
analytic continuation, it follows that (3.16) actually holds for ReðsÞ4 1=n:
Since In ðm; s; xÞ vanishes at s ¼ 0; we obtain from (3.15)

1X n
1 1X n
z1;n ð0; xj 1Þ ¼ Hð0; xj Þ ¼ xj ; ð3:19Þ
n j¼1 2 n j¼1

where we used (1.33). By analyticity in s; we may interchange the s-derivative of


(3.16) with the summation, so we also have
X
N
@s dn ðs; xÞ ¼ @s In ðm; s; xÞ; ReðsÞ4 1=n: ð3:20Þ
m¼0

Now the s-derivative of In vanishes at s ¼ 0 as well, so we obtain from (3.15)


X
n
@s z1;n ðs; xj 1Þjs¼0 ¼ H 0 ð0; xj Þ: ð3:21Þ
j¼1

We continue by noting that the functions appearing in (3.19) and (3.21) are
analytic for xADn ; so that we may substitute xj -wj =aj : Substitution in (3.14) then
yields
!  !
Xn
1 1X n
wk 1 wj
P1;n ðwjaÞ ¼ logðaj Þ :
j¼1
2 n k¼1 ak 2 aj

This can be rewritten as (3.10), so our proof is complete. &

We have gone to some lengths to obtain the explicit formula (3.10), since it has
two illuminating features (apart from implying the degree-N property). First,
consider the difference equation (3.11) with N ¼ 1: Obviously, the right-hand side
vanishes, so if we were dealing with an ordinary difference equation, it would follow
that P1;n ðwÞ could be at most a non-zero constant. That P1;n ðwÞ can have degree 1
for the partial difference equation at issue is due to the existence in Cn ; n41; of a
coefficient vector cðaÞ (see (3.8)) that is orthogonal to a in the sense that
X
n
aj cðaÞj ¼ 0: ð3:22Þ
j¼1
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Secondly, when we specialize P1;n ðwjaÞ to the Shintani case, where w is replaced by
W ðxÞ ¼ xa; the polynomial vanishes identically by (3.22).
Another interesting corollary of our calculation leading to (3.10) is an explicit
formula for the residue of z1;n ðs; wjaÞ at its simple pole s ¼ 1=n; namely,
 
1 1Y n
1=n
lim s z1;n ðs; wjaÞ ¼ a : ð3:23Þ
s-1=n n n j¼1 j

Indeed, the residue of Hðs; wÞ at s ¼ 1 equals 1 (as is for example plain from (1.11)
with M ¼ 1), so from (3.15) and analyticity of dn ðs; xÞ for ReðsÞ4 1=n we obtain
(3.23) for a ¼ 1: The general case is then clear from (3.12).

4. Vanishing zeta and gamma integrals

In this section we obtain the ‘‘vanishing period integrals’’ (1.26)–(1.27) and their
corollary (1.28).

Proposition 4.1. Let NANþ ; ReðsÞoN=n and s not a pole of zN;n ðs; wÞ: Then the
function x/zN;n ðs; W ðxÞÞ is integrable with respect to Lebesgue measure dx on the
unit N-dimensional cube I N :¼ ð0; 1ÞN ; and satisfies
Z
zN;n ðs; W ðxÞÞ dx ¼ 0; ReðsÞoN=n: ð4:1Þ
IN

More generally, x/@xJ zN;n ðs; W ðxÞÞ is integrable on I N for ReðsÞoðN jJjÞ=n; and
satisfies
Z
@xJ zN;n ðs; W ðxÞÞ dx ¼ 0; ReðsÞoðN jJjÞ=n: ð4:2Þ
IN

Finally, we have the integrals


Z
@xJ Pm;N;n ðW ðxÞÞ dx ¼ 0; 0pjJjom; mANþ ; ð4:3Þ
IN

where Pm;N;n ðwÞ are the polynomials from Proposition 3.1.

Corollary 4.2. The function log GN;n ðW ðxÞÞ is integrable on I N ; and satisfies
Z
log GN;n ðW ðxÞÞ dx ¼ 0: ð4:4Þ
IN

More generally, for N41 and jJjoN the function @xJ log GN;n ðW ðxÞÞ is integrable on
I N ; and satisfies
Z
@xJ log GN;n ðW ðxÞÞ dx ¼ 0; 0pjJjoN: ð4:5Þ
IN
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Proof of Proposition 4.1. Just as in the Hurwitz case treated in Section 1, we subtract
the m ¼ 0 term from the Dirichlet series (1.5). This yields a function
Y
n
bzN;n ðs; wÞ :¼ zN;n ðs; wÞ w s ð4:6Þ
j ;
j¼1

whose analyticity domain in the wj is larger than Dn ; containing in particular the


origin, where the m ¼ 0 term is singular. Specifically, an inspection of the series
shows that for ReðsÞ4N=n we have holomorphy in
Vn :¼ fwACn j Reðwj Þ4 c; 1pjpng;
with c40 given by (2.2) (say).
To see that this actually holds true whenever s is not a pole of zN;n ðs; wÞ; we note
that the difference equation (1.7) yields

bzN;n ðs; wÞ ¼ zN;n ðs; w þ aN Þ þ bzN 1;n ðs; wÞ; bz0;n ðs; wÞ ¼ 0:

By induction on N; this entails that bzN;n ðs; wÞ is indeed holomorphic in Vn :


Thus, for any value of s outside the poles, bzN;n ðs; W ðxÞÞ is infinitely differentiable
in x on an open neighborhood of ½0; 1 N : The map x/bzN;n ðs; W ðxÞÞ; as well as any
of its x-derivatives, is therefore integrable on I N ¼ ð0; 1ÞN ; so the function
Z
Qb J ðsÞ :¼ @xJ bzN;n ðs; W ðxÞÞ dx ð4:7Þ
IN

is well defined and analytic in s away from the poles of zN;n ðs; wÞ:
Now from (4.6) we have for xAI N

zN;n ðs; W ðxÞÞ ¼ bzN;n ðs; W ðxÞÞ þ W ðxÞ SðsÞ ; ð4:8Þ

where
Y
n
S
wS :¼ wj j ; SðsÞ :¼ ðs; s; y; sÞACn ; wADn :
j¼1

It follows that @xJ zN;n ðs; W ðxÞÞ is integrable on I N if and only if @xJ W ðxÞ SðsÞ is.
(We shall see shortly that this happens if ReðsÞoðN jJjÞ=n:)
We proceed by computing Q b J ðsÞ; assuming first that s belongs to the region
ReðsÞ4N=n; where the Dirichlet series and all series obtained by taking term-wise
derivatives converge absolutely. Then we have from (4.6) and (4.7)
Z X0 Y n
Qb J ðsÞ ¼ @xJ ðW ðxÞj þ m1 a1j þ ? þ mN aNj Þ s dx
IN m j¼1
Z X0 Z
SðsÞ
¼ @xJ ðW ðx þ mÞÞ dx ¼ @xJ W ðxÞ SðsÞ dx; ð4:9Þ
IN m RN
þ I
N
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where the sums are over all m ¼ ðm1 ; y; mN Þ; save for the term m ¼ 0: By induction
on jJj; we see that the integrand is of the form
X Y
n
@xJ W ðxÞ SðsÞ ¼ cIJ ðsÞ ðx1 a1j þ ? þ xN aNj Þ s Ij
I j¼1
X
¼ cIJ ðsÞ W ðxÞ SðsÞ I ; ð4:10Þ
I

where I ¼ ðI1 ; y; In Þ ranges over multi-indices satisfying jIj ¼ jJj; and cIJ ðsÞ is a
polynomial in s whose coefficients depend on J and on the aij ; but not on x:
We now switch to cubical coordinates ðr; sÞ on RN ; as we did in Section 2
(between formulas (2.8) and (2.9)) without giving them this name. Namely, we adopt
coordinates with respect to the unit ‘‘sphere’’

C N 1 :¼ fsARN  jjsjjN ¼ 1g; jjxjjN :¼ max fjxi jg:
1pipN

Thus, r ¼ rðxÞ :¼ jjxjjN and s ¼ sðxÞ :¼ r 1 xAC N 1 : The new volume element is
rN 1 dr ds; where ds is the ðN 1Þ-dimensional Lebesgue measure on C N 1 : We let
CþN 1 :¼ C N 1 -RN
þ:
Then we have
Z Z Z N
W ðxÞ SðsÞ I dx ¼ W ðsÞ SðsÞ I rN 1 ns jJj dr ds: ð4:11Þ
RN
þ I
N N 1
sACþ r¼1

The crux is now that the r-integral in (4.11) is elementary, so that from (4.9) and
(4.10) we get
X Z
b J ðsÞ ¼ 1
Q cIJ ðsÞ W ðsÞ SðsÞ I ds: ð4:12Þ
N jJj ns I sACþN 1

The integrals over CþN 1 in (4.12) yield entire functions of s; and the coefficients cIJ ðsÞ
are polynomials in s: As a consequence, (4.12) holds for sAC: (In particular, the only
eventual pole of Qb J ðsÞ occurs for s ¼ ðN jJjÞ=n:)
Next, we use (4.10) and the above change of variables to verify that the function
Z
J
P ðsÞ :¼ @xJ W ðxÞ SðsÞ dx ð4:13Þ
IN

is well defined and analytic for ReðsÞoðN jJjÞ=n: Indeed, we have


X Z Z 1
P J ðsÞ ¼ cIJ ðsÞ W ðsÞ SðsÞ I rN 1 ns jJj dr ds; ð4:14Þ
N 1
sACþ r¼0
I

where the s-integrand is bounded and the r-integral is again elementary. Comparing
the result to (4.12), we obtain

b J ðsÞ;
P J ðsÞ ¼ Q ReðsÞoðN jJjÞ=n: ð4:15Þ
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This is the key equality: combining it with (4.8) and definitions (4.7) and (4.13) of
Qb J ðsÞ and P J ðsÞ; resp., we obtain integral (4.2).
Integrals (4.3) with m ¼ kn þ N; kAN; are immediate from (4.2) with s ¼ k; cf.
(3.2). To obtain them for the residue polynomials, we need only divide all of the
above quantities by Gðns NÞ to obtain entire functions of s: Letting s converge to
the locations sl;N;n (3.3), the residue integrals (4.3) result. &

To appreciate the above proof in one fell swoop, it may help to reinspect the
reasoning for the Hurwitz case, cf. the paragraph containing (1.21). Key equality
(4.15) can be viewed as a higher-dimensional version of the equality of the integrals
R 1 s RN
0 x dx and 1 x s dx; in the sense of their analytic continuations to C\f1g
being equal.

Proof of Corollary 4.2. As we have seen in the above proof, the integrand in (4.7) is
continuous in ðs; xÞ on sets of the form K  ½0; 1 N ; where K is any s-compact not
containing poles of zN;n : Thus we may interchange the s-derivative of the integral
with the integration. Take jJjoN and ReðsÞo1=n from now on. Using the Cauchy
integral formula and dominated convergence, we deduce from Eq. (4.14) that the s-
derivative of P J ðsÞ exists and that we may interchange the s-derivative of the integral
on the rhs of (4.13) with the integration.
Recalling (4.8), we now see that @s @xJ zN;n ðs; W ðxÞÞ is integrable on I N ; and that
we have
Z Z
d
@xJ zN;n ðs; W ðxÞÞ dx ¼ @s @xJ zN;n ðs; W ðxÞÞ dx: ð4:16Þ
ds I N IN

Since the lhs vanishes by (4.2), so does the rhs. Hence the assertions follow upon
taking s ¼ 0 (recall (1.14)). &

5. Applications of the vanishing period integrals to Shintani–Barnes functions

In this section we exploit the results of Section 4 to derive various explicit


formulas, most of which were obtained before by Shintani. We shall need

Lemma 5.1. Suppose RðxÞAC½x1 ; y; xN is a polynomial of degree at most m


satisfying
Z
@xJ RðxÞ dx ¼ 0; 0pjJjom: ð5:1Þ
IN

Then we have the identities

Rð1 xÞ ¼ ð 1Þm RðxÞ; ð1 xÞi :¼ 1 xi ; 1pipN; ð5:2Þ


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and
X BL ðxÞ
RðxÞ ¼ cL ; ð5:3Þ
L
L!
jLj¼m

where L ranges over all N-multi-indices of weight m;


Z Y
N Y
N
cL :¼ @xL RðxÞ dx; L! :¼ Li !; BL ðxÞ :¼ BLi ðxi Þ; ð5:4Þ
IN i¼1 i¼1

with Bl ðtÞ the Bernoulli polynomial defined in (1.29). Moreover, any polynomial of form
(5.3) satisfies (5.1).

Proof. Since RðxÞ has degree at most m; the difference polynomial

DðxÞ :¼ Rð1 xÞ ð 1Þm RðxÞ

has degree at most m 1: Next, we observe that (5.1) and the change of variables
x/1 x imply
Z
@xJ DðxÞ dx ¼ 0; 0pjJjpm 1:
IN

Hence it recursively follows that the coefficients of the terms of degree m 1;


m 2; y; 0 vanish, yielding (5.2).
To prove (5.3), we first use (1.31) and (1.32) to obtain
Z 
L! if L ¼ J;
@xJ BL ðxÞ dx ¼ ð5:5Þ
IN 0 otherwise:

Now let cL be given by (5.4) and set


X BL ðxÞ
QðxÞ :¼ RðxÞ cL :
L
L!
jLj¼m

R
Then (5.1) and (5.5) imply I N @xJ QðxÞ dx ¼ 0 for all J; proving (5.3). The final
statement in the lemma follows from (5.5). &

Specializing the argument yielding (5.2) to N ¼ 1; we obtain the well-known


identity Bl ð1 tÞ ¼ ð 1Þl Bl ðtÞ: Note that the latter, combined with (5.3), yields an
alternative proof of (5.2).
Combining Lemma 5.1 with our previous information on the polynomials PN;n
and Pm;N;n ; we easily obtain the following formulas.
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Corollary 5.2. The above polynomials have the symmetries

PN;n ðW ð1 xÞÞ ¼ ð 1ÞN PN;n ðW ðxÞÞ; ð5:6Þ

Pm;N;n ðW ð1 xÞÞ ¼ ð 1Þm Pm;N;n ðW ðxÞÞ; mAN; ð5:7Þ

and admit the ‘‘Bernoulli representations’’


X BL ðxÞ
PN;n ðW ðxÞÞ ¼ gL;N;n ; ð5:8Þ
jLj¼N
L!

X BL ðxÞ
Pm;N;n ðW ðxÞÞ ¼ gL;m;N;n : ð5:9Þ
jLj¼m
L!

Here, the coefficients can be written


Z Z
gL;N;n ¼ @xL PN;n ðW ðxÞÞ dx; gL;m;N;n ¼ @xL Pm;N;n ðW ðxÞÞ dx: ð5:10Þ
IN IN

Proof. Using (3.9) and (4.5), we obtain


Z
@xJ PN;n ðW ðxÞÞ dx ¼ 0; 0pjJjoN:
IN

Since by Proposition 3.2, PN;n ðW ðxÞÞ has degree at most N; Lemma 5.1 entails
(5.8) and the integral formula (5.10) for gL;N;n : Likewise, (5.9) and the coefficient
formula (5.10) follow from (4.3). Finally, the symmetries (5.6) and (5.7) are plain
from (5.2). &

We recall that for m ¼ kn þ N with kAN; the polynomial Pm;N;n ðW ðxÞÞ equals
zN;n ð k; W ðxÞÞ: In this case, representation (5.9) was obtained first by Shintani [13,
p. 398]. Moreover, Shintani not only obtained (5.8), but also stated an impressive
formula for gL;N;n [16, p. 206]. It is not clear how he obtained the latter, and we have
not tried to supply a proof.
We sketch, however, a proof that if Npn; then PN;n ðwÞ is a sum of monomials of
b
the kind wbi i wj j ; i.e., no products of three or more distinct wj ’s appear in PN;n ðwÞ:
This fact is not clear from Shintani’s formula. For the proof we may assume N ¼ n;
as the case Non follows from the difference equation. In this ‘‘equidimensional’’
case, the techniques in Sections 4 and 5 involving derivatives with respect to the xi
can all be replaced by derivatives with respect to the wj : The integrals over I N are
now replaced by integrals over the convex span P of the ai : Where we had W ðxÞ for x
in I N ; we now have w in P: The advantage is that the w-partials @wJ w SðsÞ are very
much simpler than (4.10). By studying these we find that there are no terms of degree
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N involving three distinct wj ’s. Using the vanishing of integrals in degree less than N;
one can show that there are no terms in PN;n ðwÞ of any degree involving three or
more distinct wj ’s.
The results in the following proposition are due to Shintani [16, pp. 204, 206, 210]
when w ¼ W ðxÞ:

Proposition 5.3. Setting A :¼ a1 þ a2 þ ? þ aN ; we have the identity

Nþ1 Y
n Nþ1
GN;n ðwÞ ðGN;n ðA wÞÞð 1Þ ¼ GN ðwj ÞðGN ðAj wj ÞÞð 1Þ ; ð5:11Þ
j¼1

where NX1; wACn ; and

GN;n ðwÞ ¼ GN;n ðwja1 ; y; aN Þ; GN ðwj Þ ¼ GN ðwj ja1j ; y; aNj Þ:

Moreover, for NX1; wACn and xACN ; we have

zN;n ð0; wja1 ; y; aN Þ ¼ ð 1ÞN zN;n ð0; A wja1 ; y; aN Þ; ð5:12Þ

1X n
zN;n ð0; wja1 ; y; aN Þ ¼ z ð0; wj ja1j ; y; aNj Þ; ð5:13Þ
n j¼1 N

ð 1ÞN X aL Y
N
zN ð0; W ðxÞja1 ; y; aN Þ ¼ BL ðxÞ; aL :¼ aLi i : ð5:14Þ
a1 a2 ?aN L L! i¼1
jLj¼N

Corollary 5.4.

ð 1ÞN X N
wj X a J
zN ð0; wja1 ; y; aN Þ ¼ BJ ; BJ :¼ BJ ð0Þ: ð5:15Þ
a1 a2 ?aN j¼0 j! J J!
jJj¼N j

Proof of Proposition 5.3. From (3.9) and (5.6) we obtain (5.11) for w ¼ W ðxÞ; with
xACN : (Note A W ðxÞ ¼ W ð1 xÞ:) Now for NXn; the ai generically span Cn ; so
we can generically write any wACn as w ¼ W ðxÞ for some xACN : By analyticity in
the ai and w; (5.11) therefore holds whenever NXn: Then the case Non of (5.11)
follows recursively from (1.15).
Analogously, we obtain (5.12) from (5.7) with m ¼ N; the zeta recurrence (1.7)
playing the role of the gamma recurrence (1.15).
We now prove (5.13). For xACN ; let

1X n
RN;n ðxÞ :¼ zN;n ð0; W ðxÞja1 ; y; aN Þ z ð0; W ðxÞj ja1j ; y; aNj Þ;
n j¼1 N
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where

W ðxÞj ¼ W ðxja1 ; y; aN Þj ¼ W ðxja1j ; y; aNj Þ; ð5:16Þ

cf. (1.6). In view of (5.9) and (5.10) with m ¼ N; we need only show that all of the
integrals
Z
@xL RN;n ðxÞ dx; jLj ¼ N; ð5:17Þ
IN

vanish. For this purpose, we turn to the proof of Proposition 4.1, whose notation we
retain. Recall from (4.8) that
bzN;n ðs; W ðxÞÞ ¼ zN;n ðs; W ðxÞÞ W ðxÞ SðsÞ ; xAI N :

Since jLj ¼ NX1; this entails


@ LbzN;n ð0; W ðxÞÞ ¼ @ L zN;n ð0; W ðxÞÞ;
x x xACN :
Thus we have
Z Z
@xL zN;n ð0; W ðxÞÞ dx ¼ @xLbzN;n ð0; W ðxÞÞ dx ¼ Q
bL ð0Þ;
N;n
IN IN

where we have now added the subscript N; n to the notation defined in (4.7).
bL ðsÞ when s ¼ 0; we need to examine the terms cL ðsÞ=ðnsÞ
In order to compute Q N;n I
in (4.12) as s-0: Recall from (4.10) that cLI ðsÞ is defined by
X Y
n
@xL W ðxÞ SðsÞ ¼ cLI ðsÞ ðx1 a1j þ ? þ xN aNj Þ s Ij : ð5:18Þ
I j¼1
jIj¼N

Since cLI ðsÞ=ðnsÞ vanishes at s ¼ 0 if cLI ðsÞ contains an s2 factor, it follows from (5.18)
that cLI ðsÞ=ðnsÞ vanishes at s ¼ 0 unless N ¼ jIj ¼ Ij for some j: Applying this to N; n
and to N; 1 we find
XN
bL ð0Þ ¼ 1
Q bL ð0Þ:
Q
N;n
n j¼1 N;1

Therefore, (5.13) holds when w ¼ W ðxÞ: In the same way as for the previous
formulas (5.11) and (5.12), this entails (5.13) for all wADn and MADN;n :
It remains to prove (5.14). To this end, we compute the coefficient
Z
gL;N;N;1 ¼ @xL zN ð0; W ðxÞÞ dx:
IN

Since n ¼ 1; we have aij ¼ ai1 ¼ ai and I ¼ I1 ¼ N; so (5.18) becomes

Y
N
@xL W ðxÞ s ¼ ð 1ÞN ðx1 a1 þ ? þ xN aN Þ s N aLi i ðs þ i 1Þ:
i¼1
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As a consequence, (4.12) yields


Z Y
N
@xL zN ð0; W ðxÞÞ dx ¼ dN ð 1ÞN aLi i ;
IN i¼1

where
Z
dN ¼ ðN 1Þ! ðs1 a1 þ ? þ sN aN Þ N ds:
N 1

Note that dN depends on the ai and N; but not on L:


We have thus far proved

N
X Q N a Li
i¼1 i
zN ð0; W ðxÞja1 ; y; aN Þ ¼ dN ð 1Þ BL ðxÞ: ð5:19Þ
jLj¼N
L!

Rather than compute dN directly from the integral above, we shall use the difference
equation (1.7) to relate dN to dN 1 : Note that d1 ¼ 1=a1 ; since Cþ0 ¼ f1g: In (5.19) we
let x0 :¼ ðx1 ; y; xN 1 Þ be arbitrary, but take first xN ¼ 1; then xN ¼ 0; and subtract
to get

zN ð0; W ððx0 ; 1ÞÞja1 ; y; aN Þ zN ð0; W ððx0 ; 0ÞÞja1 ; y; aN Þ

¼ zN ð0; W ððx0 ; 0ÞÞ þ aN Þ zN ð0; W ððx0 ; 0ÞÞÞ

¼ zN 1 ð0; W ðx0 Þja1 ; y; aN 1 Þ: ð5:20Þ

Write an N-multi-index L of weight N as ðL0 ; iL0 Þ; with L0 an ðN 1Þ-multi-index


and iL0 ¼ N jL0 j: Then, from (5.19) and (5.20),
QN 1 L0
N
X al l i
aNL0
0
zN 1 ð0; W ðx ÞÞ ¼ dN ð 1Þ l¼1
BL0 ðx0 Þ ðBi 0 ð1Þ BiL0 ð0ÞÞ:
jL0 jpN
L0 ! i L0 ! L

At face value, the latter substitution seems to complicate matters. The point is,
however, that Bl ð1Þ Bl ð0Þ ¼ 0 unless l ¼ 1; in which case B1 ð1Þ B1 ð0Þ ¼ 1:
Before proving this assertion, we show that it entails (5.14). Indeed, it yields
QN 1 L0
N
X al l
0
zN 1 ð0; W ðx Þja1 ; y; aN 1 Þ ¼ aN dN ð 1Þ l¼1
BL0 ðx0 Þ:
jL0 j¼N 1
L0 !

Comparing this with (5.19) with N replaced by N 1; we obtain aN dN ¼ dN 1 : It


follows that in (5.19) we have dN ¼ ða1 a2 ?aN Þ 1 ; so that (5.14) results.
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Finally, to prove the assertion, we use (1.29) to obtain


XN
ul
½ðBl ð1Þ Bl ð0Þ ¼ u;
l¼0
l!

whence its validity is clear. &

Proof of Corollary 5.4. In (5.14) let xi ¼ 0 for ioN and xN ¼ w=aN ; so that W ðxÞ
reduces to w: Then we find

ð 1ÞN X N
alN X QN 1 aLi
i¼1 i
zN ð0; wÞ ¼ kl Bl ðw=aN Þ; kl :¼ BL ; ð5:21Þ
a1 a2 ?aN l¼0 l! L
L!
jLj¼N l

where L runs over ðN 1Þ-multi-indices. Using


Xl
l!
Bl ðtÞ ¼ Bl j t j ;
j¼0
ðl jÞ!j!

formula (5.15) follows from (5.21) on reversing the order of sums over l and j: (Note
that the well-known expression above for Bl ðtÞ is readily proved: the rhs has the
differentiation property (1.32) and coincides with the lhs at t ¼ 0:) &

Possibly, Barnes was aware of explicit formula (5.15). However, he only wrote
zN ð0; wÞ as a multiple Bernoulli polynomial, cf. Eq. (3.10) in [11]. From (5.15) we
obtain after some calculation
1 w
z1 ð0; wja1 Þ ¼ ; ð5:22Þ
2 a1

1
z2 ð0; wja1 ; a2 Þ ¼ ð6w2 6ða1 þ a2 Þw þ a21 þ a22 þ 3a1 a2 Þ; ð5:23Þ
12a1 a2

1
z3 ð0; wja1 ; a2 ; a3 Þ ¼ ð 4w3 þ 6ða1 þ a2 þ a3 Þw2
24a1 a2 a3
ð2a21 þ 2a22 þ 2a23 þ 6a1 a2 þ 6a1 a3 þ 6a2 a3 Þw

þ a21 a2 þ a21 a3 þ a22 a1 þ a22 a3 þ a23 a1 þ a23 a2 þ 3a1 a2 a3 Þ: ð5:24Þ

6. Applications of the Raabe formula to certain infinite products

A glance at the Dirichlet series (1.5) defining zN;n shows that restricting the
variables wj and akj to the right half-plane is somewhat artificial. Indeed, for
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ReðsÞ4N=n the series also converges whenever ReðeiWj wj Þ; ReðeiWj akj Þ40; with Wj any
angle in ð p; p and j ¼ 1; y; n: (Of course, this involves a fixed choice of the
P s
logarithm branch used to define the complex powers ðwj þ N k¼1 mk akj Þ :) For
n ¼ 1; this was the setting chosen by Barnes [3] to define his multiple gamma
function.
As will be clear from the following, this more general situation can be handled by
analytic continuation in the vectors w and a1 ; y; aN : In order to steer clear of multi-
valuedness, however, we restrict attention to vectors W in ð p=2; p=2Þn from now on.
First, we recall from Proposition 2.1 and (1.3) that the function

kðs; w; a1 ; y; aN Þ :¼ zN;n ðs; wj a1 ; y; aN Þ=pN;n ðsÞ ð6:1Þ

is holomorphic in C  T; where T is the tube-like domain

T :¼ fðw; a1 ; y; aN ÞADNþ1
n g; Dn :¼ fvACn j Reðvj Þ40g:

For vACn we now introduce

vðWÞ :¼ ðeiW1 v1 ; y; eiWn vn Þ:

Next, we define domains

Dn ðWÞ :¼ fvACn j vðWÞADn g;

TðWÞ :¼ fðw; a1 ; y; aN ÞADn ðWÞNþ1 g;

[
Text :¼ TðWÞ: ð6:2Þ
WAð p=2;p=2Þn

The W-restriction ensures that none of the wj ; akj in the ‘‘extended tube’’ Text belongs
to ð N; 0 : Therefore, Text is a simply connected domain, on which no multi-
valuedness can occur.
We assert that k in (6.1) has a holomorphic extension to C  Text : To show this,
we fix WAð p=2; p=2Þn and define a function kW on the domain C  TðWÞ by
Pn
is W
j¼1 j kðs; wðWÞ; a ðWÞ; y; a ðWÞÞ:
kW ðs; w; a1 ; y; aN Þ :¼ e 1 N ð6:3Þ

Obviously, kW is holomorphic in C  TðWÞ: On the subdomain

fReðsÞ4N=ng  ðT-TðWÞÞ;

kW coincides with k; as is clear from the series representation (1.5). Thus our assertion
readily follows.
Multiplying k by pN;n ðsÞ; we obtain analyticity properties of zN;n in C  Text that
are plain. They entail in particular that all of our previous results regarding zN;n have
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generalizations to the extended tube Text (6.2). Since s ¼ 0 is a regular value, the
gamma functions are well defined and holomorphic on Text as well, and Proposition
2.2 has an immediate generalization that need not be spelled out. Likewise, our
previous results on GN;n can be analytically continued to all wACn and a1 ; y; aN in
Dn ðWÞ for any WAð p=2; p=2Þn ; in particular, this is the case for the generalized
Raabe formula (1.25), whose extended version we will have occasion to invoke
shortly. Note that the analog of (6.3) reads

P
n
izN;n ð0;wja1 ;y;aN Þ Wj
GN;n;W ðwja1 ; y; aN Þ ¼ e j¼1
GN;n ðwðWÞja1 ðWÞ; y; aN ðWÞÞ:

(The s ¼ 0 value of zN;n does not depend on W; cf. (6.3).)


We can now relate Barnes’ multiple gamma function to certain infinite products.

Proposition 6.1. Let a1 ; y; aN be N complex numbers in the upper half-plane, and set

X
N
a :¼ ða1 ; y; aN Þ; ma :¼ m k ak ; m ¼ ðm1 ; y; mN ÞANN :
k¼1

Then we have the following equality between meromorphic functions of w:


Y
GNþ1 ðwj1; aÞGNþ1 ð1 wj1; aÞ ¼ e pizNþ1 ð0;wj1;aÞ ð1 e2piðwþmaÞ Þ 1 : ð6:4Þ
N
mAN

When N ¼ 0; the above formula amounts to

1
e pið2 wÞ p
G1 ðwj1ÞG1 ð1 wj1Þ ¼ or GðwÞGð1 wÞ ¼ ;
1 e2piw sinðpwÞ

as can be seen from Lerch’s formula (1.23). The case N ¼ 1 of Proposition 6.1 was
proved by Barnes [2, p. 376], and re-proved by Shintani [18, p. 196]. For N41 we
have not been able to find (6.4) in the literature. Since the ratio of the two sides is
easily seen to have neither zeroes nor poles, the main point of Proposition 6.1 is the
exact determination of the entire function appearing in the exponential.
From (5.12), (5.23) and (6.4) with N ¼ 1; one obtains a relation between Barnes’
double gamma function and the modular functions appearing in Kronecker’s second
limit formula. Namely [18, Proposition 2],

G2 ðwj1; tÞG2 ð1 wj1; tÞG2 ð1 þ t wj1; tÞG2 ðw tj1; tÞ

Y
N
¼ epiTðwÞ ð1 e2piw e2pijt Þ 1 ð1 e 2piw e2piðjþ1Þt Þ 1 ;
j¼0
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where t is in the upper half-plane, wAC; and the quadratic polynomial T is given by

1 t w2 w þ 16
TðwÞ ¼ 2z2 ð0; wj1; tÞ ¼ w :
2 6 t

Proof of Proposition 6.1. The analyticity properties established above entail that we
need only prove (6.4) for w in the half-strip ReðwÞAð0; 1Þ; ImðwÞA½0; NÞ; and
a1 ; y; aN Aið0; NÞ: Assuming this from now on, we begin by observing that the
second logarithmic derivative of the well-known N ¼ 0 case of (6.4), combined with
the relation of G1 ðwj 1Þ to the Hurwitz zeta function Hðs; wÞ; yields the identity

X 1 p2
¼ ; ReðwÞAð0; 1Þ:
kAZ ðw þ kÞ2 sin2 ðpwÞ

(Of course, this is another well-known identity.) Now we replace w above by w þ ma


and take the Nth w-derivative. Summing over mANN ; we obtain an identity of
convergent series, namely,

X X 1 dN X p2
ð 1ÞN ðN þ 1Þ! ¼ : ð6:5Þ
mANN kAZ
ðw þ k þ maÞNþ2 dwN
mANN
sin2 pðw þ maÞ

Taking the s-derivative at s ¼ 0 of (3.1) with J ¼ N þ 2 and n ¼ 1; we recognize the


lhs of (6.5) as

d Nþ2
logðGNþ1 ðwj1; aÞGNþ1 ð1 wj1; aÞÞ:
dwNþ2

The rhs is minus the ðN þ 2Þth logarithmic derivative of the infinite product
Y
fNþ1 ðwÞ :¼ ð1 e2piðwþmaÞ Þ: ð6:6Þ
mANN

Thus, (6.4) is correct up to a factor epðwÞ ; where p is a polynomial of degree at most


N þ 1:
We can now prove (6.4) using the Raabe-type formula (1.25) and induction on N:
To this end we introduce

piQNþ1 ðwj aÞ :¼ log GNþ1 ðwj1; aÞ þ log GNþ1 ð1 wj1; aÞ þ log fNþ1 ðwÞ: ð6:7Þ

Here, the logarithms of the gamma functions are the ones fixed by the s-derivative of
zN at s ¼ 0; whereas the logarithm branch for fNþ1 ðwÞ is fixed by requiring that when
we let w converge to iN in the above half-strip, the limit vanishes. From the
foregoing discussion, we already know that QNþ1 ðwÞ is a polynomial.
It remains to prove that QNþ1 ðwÞ ¼ zNþ1 ð0; wÞ: As discussed above, this is true for
N ¼ 0: A short calculation, using (6.6), (6.7), (1.15) and the inductive hypothesis
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E. Friedman, S. Ruijsenaars / Advances in Mathematics 187 (2004) 362–395 393

QN ¼ zN ; shows

QNþ1 ðw þ aN Þ ¼ QNþ1 ðwÞ QN ðwj a0 Þ ¼ QNþ1 ðwÞ zN ð0; wj 1; a0 Þ;

where a0 ¼ fa1 ; y; aN 1 g and NX1: Since zNþ1 ð0; wj1; aÞ is another polynomial
satisfying the same ordinary difference equation as QNþ1 ; we have

QNþ1 ðwÞ ¼ zNþ1 ð0; wj1; aÞ þ c

for some constant c independent of w: For x ¼ ðx0 ; x1 ; y; xN Þ; we substitute in (6.7)

w ¼ W ðxÞ ¼ W ðxj1; aÞ ¼ x0 þ x1 a1 þ x2 a2 þ ? þ xN aN ; xAI Nþ1 :

From (4.1) we find


Z
c¼ QNþ1 ðW ðxÞj aÞ dx:
I Nþ1

The vanishing of c now follows from (6.7) and the vanishing of the following three
integrals:
Z
K :¼ log GNþ1 ðW ðxj1; aÞj1; aÞ dx;
I Nþ1
Z
L :¼ log GNþ1 ðð1 W ðxj1; aÞÞj1; aÞ dx;
I Nþ1
Z
M :¼ log fNþ1 ðW ðxj1; aÞÞ dx: ð6:8Þ
I Nþ1

The vanishing of K is a direct application of the Raabe formula (1.25). Switching


now to L; note that

1 W ðxj1; aÞ ¼ 1 x0 x1 a1 x2 a2 ? xN aN ¼ W ðyj1; aÞ;

where y :¼ ðy0 ; y1 ; y; yN Þ; y0 :¼ 1 x0 ; yk :¼ xk ; 1pkpN:

Therefore, changing variables from x to y in definition (6.8) of L; we obtain


Z Z
log GNþ1 ð1 W ðxj1; aÞj1; aÞ dx ¼ log GNþ1 ðW ðyj1; aÞj1; aÞ dy;
I Nþ1 I Nþ1

which again vanishes by the Raabe formula.


The vanishing of M can be seen as follows. Writing xAI Nþ1 as x ¼ ðt; yÞ with
0oto1 and yAI N ; we have
Z Z 1
M¼ log fNþ1 ðt þ W ðyj aÞÞ dt dy:
IN t¼0
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394 E. Friedman, S. Ruijsenaars / Advances in Mathematics 187 (2004) 362–395

Now the integrand has no singularities in the half-strip ReðtÞAð0; 1Þ; ImðtÞA½0; NÞ;
and it has period 1 in t: Thus we may shift the contour of the t-integral to iN; and
deduce it vanishes. &

From Proposition 6.1 we can derive a formula for the elliptic gamma function
given by
YN
1 e 2irw e rað2jþ1Þ e rbð2kþ1Þ
Gðr; a; b; wÞ :¼ ; ð6:9Þ
j;k¼0
1 e2irw e rað2jþ1Þ e rbð2kþ1Þ

where r40 and ReðaÞ; ReðbÞ40 [10, p. 1104].

Corollary 6.2. Setting a :¼ ia; b :¼ ib and g :¼ ða þ bÞ=2; we have


G3 ðw þ gj 1; a; bÞG3 ð1 w gj 1; a; bÞ
Gðp; a; b; wÞ ¼ epiRðwÞ ;
G3 ð w þ gj 1; a; bÞG3 ð1 þ w gj 1; a; bÞ

where RðwÞ is the cubic polynomial

w3 a2 þ b2 þ 2
RðwÞ ¼ z3 ð0; w þ gj1; a; bÞ z3 ð0; w þ gj 1; a; bÞ ¼ þ w:
3ab 12ab
Proof. This can be verified from Proposition 6.1, definition (6.9) and Eq. (5.24) by a
simple calculation. &

Note that G is invariant under r; a; b; w-rt; a=t; b=t; w=t; so fixing r ¼ p in


Corollary 6.2 is no restriction.

Acknowledgments

It is a pleasure to record our thanks to Jan Felipe van Diejen for his many helpful
comments.

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