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Multiple hypergeometric series -- Appell series and beyond

Article · May 2013

DOI: 10.1007/978-3-7091-1616-6_13 · Source: arXiv

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 MULTIPLE HYPERGEOMETRIC SERIES – APPELL SERIES
AND BEYOND

MICHAEL J. SCHLOSSER

Abstract. This survey article (which will appear as a chapter in the book
“Computer Algebra in Quantum Field Theory: Integration, Summation and
Special Functions”, Springer-Verlag) provides a small collection of basic material
on multiple hypergeometric series of Appell-type and of more general series of
related type.

1. Introduction
Hypergeometric series and its various generalizations, in particular such involv-
ing multiple series, appear in various branches of mathematics and its applications.
This survey article features a small collection of selected material on multiple hy-
pergeometric series of Appell -type and of more general series of closely related
type.
These types of series appear very naturally in quantum field theory, in particular
in the computation of analytic expressions for Feynman integrals (for which we
kindly refer to other relevent chapters in this volume). Such integrals can be
obtained and computed in different ways – which may lead to identities for Appell
series (see e.g. M.A. Shpot [30]). On the other hand, the application of known
relations for Appell series may lead to simplifications, help to solve problems or
lead to more insight in quantum field theory. Therefore it is of importance that
people working in this area have a basic understanding of the existing theory for
such series1. This survey is meant to provide a very digestible, easy introduction to
Appell-type series. Besides of recalling some known results including various useful
identities satisfied by the series, some of the standard mathematical techniques
which are used to prove and derive these identities are illustrated. We highlight
some of the most fundamental properties and relations for Appell hypergeometric
series and further give hints of similar relations for the series which are (slightly)
beyond the hierarchy of Appell series. All the series we consider admit very explicit
series and integral representations.

Partially supported by FWF Austrian Science Fund grants S9607 & F50-08.
1
Researchers working with Feynman integrals who are in demand of effective manipulation
of Appell-type series including differential reductions and -expansions may find HYPERDIRE
(located at https://sites.google.com/site/loopcalculations/) useful, which is a set of
Wolfram Mathematica based programs for differential reduction of Horn-type hypergeometric
functions, see V. Bytev et al. [9].
1
2 MICHAEL J. SCHLOSSER

To warn the reader: There exist various different types of multivariate hyperge-
ometric series which are not covered in this survey. In particular, here we do not
treat multiple hypergeometric series associated with root systems [16, 20, 25, 29],
hypergeometric series of matrix argument [15], and other types of multivariate
hypergeometric series such as those which mainly appear in the study of orthog-
onal polynomials of severable variables (often also associated with root systems)
[11, 22].
A very important extension of Appell-type series which is just beyond the scope
of this basic survey article are the multivariate hypergeometric functions consid-
ered by I.M. Gelfand, M.M. Kapranov, and A.V. Zelevinsky [14], developed in
the late 1980’s. These A-hypergeometric functions (or GKZ-hypergeometric func-
tions) are fundamental objects in the theory of integrable systems as they are the
holonomic solutions of a (certain) A-hypergeometric system of partial differential
equations. Natural questions regarding algebraic solutions and monodromy for
A-hypergeometric functions have been recently addressed by F. Beukers [4, 5].
For basic (or q-series) analogues of Appell functions, see G. Gasper and M. Rah-
man’s text [13, Ch. 10].

2. Appell series
Appell series are a natural two-variable extension of hypergeometric series. They
are treated with detail in Érdelyi et al. [12], the classical reference for special
functions.
In the following, we follow to great extent the expositions from the classical
texts of W.N. Bailey [3], and L.J. Slater [31] (both contain a great amount of
material on hypergeometric series).
For convenience, we use the Pochhammer symbol notation for the shifted fac-
torial,
(
a(a + 1) . . . (a + n − 1) if n = 1, 2, . . . ,
(a)n := (1a)
1 if n = 0.
Accordingly, we have
Γ(a + n)
(a)n = (1b)
Γ(a)
which is used as a definition for the shifted factorial in case n is not necessarily a
nonnegative integer.
The goal is to generalize the Gauß hypergeometric function
  X
a, b (a)n (b)n n
2 F1 ;x = x
c n≥0
n! (c)n

to a double series depending on two variables.

 MULTIPLE HYPERGEOMETRIC SERIES 3

The easiest is to consider the simple product

 0 0  XX
(a)m (a0 )n (b)m (b0 )n m n
 
a, b a, b
F
2 1 ; x F
2 1 ; y = x y ,
c c0 m≥0 n≥0
m! n! (c) m (c 0)
n

where on the right-hand side the indices m, n appear uncoupled.

To consider a genuine double series instead (which does not factor into a simple
product of two series), we now deliberately choose to replace one or more of the
three products (a)m (a0 )n , (b)m (b0 )n , (c)m (c0 )n by products of coupled type (a)m+n
(other choices such as (a)m−n or (a)2m−n , etc., instead, may be sensible as well;
they lead to Horn-type series, see Subsection 3.1).
There are five different possibilities, one of which by application of the binomial
theorem gives the series
X X (a)m+n (b)m+m  
m n a, b
x y = 2 F1 ;x + y ,
m≥0 n≥0
m! n! (c)m+n c

i.e., an ordinary hypergeometric series.

The other four remaining possibilities are classified as F1 -, F2 -, F3 -, and F4 -series
(cf. P. Appell [1] and P. Appell & M.-J. Kampé de Fériet [2]):

X X (a)m+n (b)m (b0 )n

0
xm y n ,


F1 a; b, b ; c; x, y := |x|, |y| < 1. (2a)
m≥0 n≥0
m! n! (c)m+n
X X (a)m+n (b)m (b0 )n
F2 a; b, b0 ; c, c0 ; x, y := xm y n ,


0)
|x| + |y| < 1. (2b)
m≥0 n≥0
m! n! (c) m (c n

X X (a)m (a0 )n (b)m (b0 )n

0 0
xm y n ,


F3 a, a ; b, b ; c; x, y := |x|, |y| < 1. (2c)
m≥0 n≥0
m! n! (c)m+n
X X (a)m+n (b)m+n 1 1
F4 a; b; c, c0 ; x, y := xm y n ,


0)
|x| 2 + |y| 2 < 1. (2d)
m≥0 n≥0
m! n! (c)m (c n

One immediately observes the following simple identities:

a + m, b0
 
0

X (a)m (b)m m
F1 a; b, b ; c; x, y = x 2 F1 ;y . (3)
m≥0
m! (c)m c + m

F1 a; b, b0 ; c; x, 0 = F2 a; b, b0 ; c, c0 ; x, 0 = F3 a, a0 ; b, b0 ; c; x, 0




(4a)
 
0

a, b
= F4 a; b; c, c ; x, 0 = 2 F1 ;x . (4b)
c

F1 a; b, 0; c; x, y = F2 a; b, 0; c, c0 ; x, y = F3 a, a0 ; b, 0; c; x, y




(5a)
 
a, b
= 2 F1 ;x . (5b)
c
4 MICHAEL J. SCHLOSSER

Using ideas of N.Ja. Vilenkin [32], W. Miller, Jr. [24] has given a Lie theoretic
interpretation of the Appell functions F1 . In particular, he showed that sl(5, C)
is the dynamical symmetry algebra for the F1 .

2.1. Contiguous relations and recursions. All contiguous relations for the F1
function can be derived from these four relations:
(a − b − b0 ) F1 a; b, b0 ; c; x, y − a F1 a + 1; b, b0 ; c; x, y

+b F1 a; b + 1, b0 ; c; x, y + b0 F1 a; b, b0 + 1; c; x, y = 0,



(6a)
c F1 a; b, b0 ; c; x, y − (c − a) F1 a; b, b0 ; c + 1; x, y

−a F1 a + 1; b, b0 ; c + 1; x, y = 0,


(6b)
0 0



c F1 a; b, b ; c; x, y + c(x − 1) F1 a; b + 1, b ; c; x, y
−(c − a)x F1 a; b + 1, b0 ; c + 1; x, y = 0,


(6c)
c F1 a; b, b0 ; c; x, y + c(y − 1) F1 a; b, b0 + 1; c; x, y

−(c − a)y F1 a; b, b0 + 1; c + 1; x, y = 0.


(6d)
Similar sets of relations exist for the other Appell functions, see R.G. Buschman [8].
Recently, X. Wang [35] has used contiguous relations and induction to derive
various recursion formulae for all the Appell functions F1 , F2 , F3 , F4 . (Some of the
recursions for F2 were previously given by S.B. Opps, N. Saad and H.M. Srivas-
tava [26].) For n = 1 these recursions reduce to equivalent forms of the known
contiguous relations.
In particular, for F1 we have
n
0 0 bx X
F1 a + k; b + 1, b0 ; c + 1; x, y




F1 a + n; b, b ; c; x, y = F1 a; b, b ; c; x, y +
c k=1
n
b0 y X
F1 a + k; b, b0 + 1; c + 1; x, y ,


+ (7a)
c k=1
n−1
0 0 bx X
F1 a − k; b + 1, b0 ; c + 1; x, y




F1 a − n; b, b ; c; x, y = F1 a; b, b ; c; x, y −
c k=1
n−1
b0 y X
F1 a − k; b, b0 + 1; c + 1; x, y ,


− (7b)
c k=1
n
0 0 ax X
F1 a + 1; b + k, b0 ; c + 1; x, y ,




F1 a; b + n, b ; c; x, y = F1 a; b, b ; c; x, y +
c k=1
(7c)
n−1
0 0 ax X
F1 a + 1; b − k, b0 ; c + 1; x, y ,




F1 a; b − n, b ; c; x, y = F1 a; b, b ; c; x, y −
c k=1
(7d)
 MULTIPLE HYPERGEOMETRIC SERIES 5

F1 a; b, b0 ; c − n; x, y = F1 a; b, b0 ; c; x, y



n
F1 a + 1; b + 1, b0 ; c − k + 2; x, y


X
+ abx
k=1
(c − k)(c − k + 1)
n
F1 a + 1; b, b0 + 1; c − k + 2; x, y


X
0
+ ab y . (7e)
k=1
(c − k)(c − k + 1)

For F2 we have

F2 a + n; b, b0 ; c, c0 ; x, y = F2 a; b, b0 ; c, c0 ; x, y



n
bx X
F2 a + k; b + 1, b0 ; c + 1, c0 ; x, y


+
c k=1
n
b0 y X
F2 a + k; b, b0 + 1; c, c0 + 1; x, y ,


+ 0 (8a)
c k=1
F2 a − n; b, b0 ; c, c0 ; x, y = F2 a; b, b0 ; c, c0 ; x, y

n−1
bx X
F2 a − k; b + 1, b0 ; c + 1, c0 ; x, y


−
c k=1
n−1
b0 y X
F2 a + k; b, b0 + 1; c, c0 + 1; x, y ,


− 0 (8b)
c k=1
F2 a; b + n, b0 ; c, c0 ; x, y = F2 a; b, b0 ; c, c0 ; x, y



n
ax X
F2 a + 1; b + k, b0 ; c + 1, c0 ; x, y ,


+ (8c)
c k=1
F2 a; b − n, b0 ; c, c0 ; x, y = F2 a; b, b0 ; c, c0 ; x, y

n−1
ax X
F2 a + 1; b − k, b0 ; c + 1, c0 ; x, y ,


− (8d)
c k=1
F2 a; b, b0 ; c − n, c0 ; x, y = F2 a; b, b0 ; c, c0 ; x, y



n
F2 a + 1; b + 1, b0 ; c − k + 2, c0 ; x, y


X
+ abx . (8e)
k=1
(c − k)(c − k + 1)

For F3 we have

F3 a + n, a0 ; b, b0 ; c; x, y = F3 a, a0 ; b, b0 ; c; x, y



n
bx X
F3 a + k, a0 ; b + 1, b0 ; c + 1; x, y ,


+ (9a)
c k=1
F3 a − n, a0 ; b, b0 ; c; x, y = F3 a, a0 ; b, b0 ; c; x, y



6 MICHAEL J. SCHLOSSER

n−1
bx X
F3 a − k, a0 ; b + 1, b0 ; c + 1; x, y ,


− (9b)
c k=1
F3 a, a0 ; b, b0 ; c − n; x, y = F3 a, a0 ; b, b0 ; c; x, y



n
F3 a + 1, a0 ; b + 1, b0 ; c − k + 2; x, y


X
+ abx
k=1
(c − k)(c − k + 1)
n 0 0


X F 3 a, a + 1; b, b + 1; c − k + 2; x, y
+ a0 b 0 y .
k=1
(c − k)(c − k + 1)
(9c)

Finally, for F4 we have

F4 a + n; b; c, c0 ; x, y = F4 a; b; c, c0 ; x, y



n
bx X
F4 a + k; b + 1; c + 1, c0 ; x, y


+
c k=1
n
by X
F4 a + k; b + 1; c, c0 + 1; x, y ,


+ 0 (10a)
c k=1
F4 a − n; b; c, c0 ; x, y = F4 a; b; c, c0 ; x, y

n−1
bx X
F4 a − k; b + 1; c + 1, c0 ; x, y


−
c k=1
n−1
by X
F4 a − k; b + 1; c, c0 + 1; x, y ,


− 0 (10b)
c k=1
F4 a; b; c − n, c0 ; x, y = F4 a; b; c, c0 ; x, y

n−1
F4 a + 1; b + 1; c − k + 1, c0 ; x, y


X
+ abx . (10c)
k=1
(c − k)(c − k − 1)

Most of these recursions can be extended to elegant recursions involving more

terms. For instance,
n X
n−i  
n n − i (b)i (b0 )k
X 
0


F1 a + n; b, b ; c; x, y =
i=0 k=0
i k (c)k+i
× x y F1 a + i + k; b + i, b0 + k; c + i + k; x, y , (11a)
i j

n Xn−i  
n n − i (b)i (b0 )k

0

X
F1 a − n; b, b ; c; x, y =
i=0 k=0
i k (c)k+i
× (−x)i (−y)j F1 a; b + i, b0 + k; c + i + k; x, y , (11b)


 MULTIPLE HYPERGEOMETRIC SERIES 7

n  
0
X n (a)k
xk F1 a + k; b + k, b0 ; c + k; x, y ,



F1 a; b + n, b ; c; x, y = (11c)
k=0
k (c)k
n  
X n (a)k
F1 a; b − n, b0 ; c; x, y = (−x)k F1 a + k; b, b0 ; c + k; x, y ,



(11d)
k=0
k (c)k
or
n  
0
X n (a)k (b)k
xk F4 a + k; b + k; c + k, c0 ; x, y . (12)



F4 a; b; c − n, c ; x, y =
k=0
k (c)k (c − n)k

2.2. Partial differential equations. Let

XX
z = F1 a; b, b0 ; c; x, y = Am,n xm y n .
m≥0 n≥0

Then
(a + m + n)(b + m)
Am+1,n = Am,n ,
(1 + m)(c + m + n)
and
(a + m + n)(b0 + n)
Am,n+1 = Am,n .
(1 + n)(c + m + n)
Denoting the partial differential operators by
∂ ∂
θ=x and φ=y ,
∂x ∂y
we readily see that z = F1 satisfies the partial differential equations
 1 
(θ + φ + a)(θ + b) − θ(θ + φ + c − 1) z = 0, (13a)
x
1
(θ + φ + a)(φ + b0 ) − φ(θ + φ + c − 1) z = 0.
 
(13b)
x
Now let
∂z ∂z ∂z ∂z ∂z 2 ∂z 2
p= , q= , r= , s= , t = .
∂x ∂y ∂x ∂y ∂x2 ∂y 2
Then z = F1 satisfies the partial differential equations
x(1 − x)r + y(1 − x)s + [c − (a + b + 1)x]p − byq − abz = 0, (14a)
y(1 − y)t + x(1 − y)s + [c − (a + b0 + 1)y]q − b0 xp − ab0 z = 0. (14b)
Similarly, z = F2 satisfies the partial differential equations
x(1 − x)r − xys + [c − (a + b + 1)x]p − byq − abz = 0, (15a)
y(1 − y)t − xys + [c0 − (a + b0 + 1)y]q − b0 xp − ab0 z = 0. (15b)
Similarly, z = F3 satisfies the partial differential equations
x(1 − x)r + ys + [c − (a + b + 1)x]p − abz = 0, (16a)
0 0 0 0
y(1 − y)t + xs + [c − (a + b + 1)y]q − a b z = 0. (16b)
8 MICHAEL J. SCHLOSSER

Finally, z = F4 satisfies the partial differential equations

x(1 − x)r − y 2 t − 2xys + cp − (a + b + 1)(xp + yq) − abz = 0, (17a)
y(1 − y)t − x2 r − 2xys + c0 q − (a + b + 1)(xp + yq) − abz = 0. (17b)

2.3. Integral representations. Integral representations for Appell series are

very useful. Substitution of variables in theses integrals lead to equivalent in-
tegrals. This provides an effective and easy method to derive transformation
formulae for Appell series, see Subsection 2.4.
Consider the integral
ZZ
0 0
I= ub−1 v b −1 (1 − u − v)c−b−b −1 (1 − ux − vy)−a du dv,

taken over the triangular region u ≥ 0, v ≥ 0, u + v ≤ 1. (We implicitly assume

suitable conditions of the parameters a, b, b0 , c such that the integral is well-defined
and converges.)
Now, provided |vy/(1 − ux)| < 1, we have, by binomial expansion,
X (a)m  vy m
−a −a
(1 − ux − vy) = (1 − ux)
m≥0
m! 1 − ux
X (a)m
= v m y m (1 − ux)−a−m
m≥0
m!
X (a)m X (a + m)n
= vmym un xn .
m≥0
m! n≥0
n!

Thus,
X X (a)m+n ZZ
0 0
I= n m
x y ub−1+n v b −1+m (1 − u − v)c−b−b −1 du dv
m≥0 n≥0
m!n!
b + n, b0 + m, c − b − b0
X X (a)m+n  
n m
= x y Γ ,
m!n! c+m+n
m≥0 n≥0

which yields
 0
b, b , c − b − b0

F1 a; b, b0 ; c; x, y .


I=Γ (18)
c
While I is a double integral, a single integral for F1 even exists, see (22).
Similarly,
Z 1Z 1
0 0 0 0
ub−1 v b −1 (1 − u)c−b −1 (1 − v)c −b −1 (1 − ux − vy)−a du dv
0 0
 0
b, b , c − b, c0 − b0

F2 a; b, b0 ; c, c0 ; x, y ,


=Γ 0 (19)
c, c
 MULTIPLE HYPERGEOMETRIC SERIES 9

and
ZZ
0 0 0
ub−1 v b −1 (1 − u − v)c−b−b −1 (1 − ux)−a (1 − vy)−a du dv
 0
b, b , c − b − b0

F3 a, a0 ; b, b0 ; c0 ; x, y ,


=Γ 0 (20)
c
the last integral taken over the triangular region u ≥ 0, v ≥ 0, u + v ≤ 1.
The double integral for F4 is more complicated:
Z 1Z 1
0
ua−1 v b−1 (1 − u)c−a−1 (1 − v)c −b−1 (1 − ux)−b (1 − vy)−a
0 0
 c+c0 −a−b−1
uvxy
× 1− du dv
(1 − ux)(1 − vy)
a, b, c − a, c0 − b
 
F4 a; b; c, c0 ; x(1 − y), y(1 − x) .


=Γ 0 (21)
c, c
In 1881, É. Picard [27] discovered a single integral for F1 . Let
Z 1
0 0
I = ua−1 (1 − u)c−a−1 (1 − ux)−b (1 − uy)−b du,
0
where <c > <a > 0. Then
1
0
XXZ (b)m m m (b0 )n n n
I = ua−1 (1 − u)c−a−1 u x u y du
m≥0 n≥0 0 m! n!
X X (b)m (b0 )n Z 1
m n
= x y ua+m+n−1 (1 − u)c−a−1 du
m≥0 n≥0
m!n! 0

X X (b)m (b0 )n 
a + m + n, c − a

m n
= x y Γ ,
m!n! c+m+n
m≥0 n≥0

hence  
0 a, c − a
F1 a; b, b0 ; c; x, y .


I =Γ (22)
c

2.3.1. Incomplete elliptic integrals. As immediate consequences of (22), it follows

that the incomplete elliptic integrals F and E and the complete elliptic integral
Π can all be expressed in terms of special cases of the Appell F1 function:
Z φ
dθ
F (φ, k) : = p
0 1 − k 2 sin2 θ
 
1 1 1 3 2 2 2 π
= sin φ F1 ; , ; ; sin φ, k sin φ , |<φ| < , (23a)
2 2 2 2 2
Z φp
E(φ, k) : = 1 − k 2 sin2 θ dθ
0
10 MICHAEL J. SCHLOSSER
 
1 1 1 3 2 2 2 π
= sin φ F1 ; , − ; ; sin φ, k sin φ , |<φ| < , (23b)
2 2 2 2 2
Z π/2  
dθ π 1 1 2
Π(n, k) : = p = F1 ; 1, ; 1; n, k . (23c)
0 (1 − n sin2 θ) 1 − k 2 sin2 θ 2 2 2

2.4. Transformations. In the single integral for the F1 series,

 Z 1
0 c 0
ua−1 (1 − u)c−a−1 (1 − ux)−b (1 − uy)−b du,


F1 a; b, b ; c; x, y = Γ
a, c − a 0
one may use the substitution of variables u = 1 − v to prove
 
0

−b −b0 0 x y
F1 a; b, b ; c; x, y = (1 − x) (1 − y) F1 c − a; b, b ; c; , . (24)
x−1 y−1
For b0 = 0 this reduces to the well-known Pfaff–Kummer transformation for the
2 F1 :    
a, b −b c − a, b x
2 F1 ; x = (1 − x) 2 F1 ; .
c c x−1
v
Similarly, the substitution of variables u = 1−x+vx can be used to prove
 
0

−a 0 0 x y−x
F1 a; b, b ; c; x, y = (1 − x) F1 a; −b − b + c, b ; c; , . (25)
x−1 1−x
For b0 = 0 this reduces again to the Pfaff–Kummer transformation for the 2 F1
series.
On the other hand, if c = b + b0 , then
a, b0 y − x
 
0 0 −a


F1 a; b, b ; b + b ; x, y = (1 − x) 2 F1 ; (26a)
b + b0 1 − x
 
−a a, b x − y
= (1 − y) 2 F1 ; . (26b)
b + b0 1 − y
Similarly,
 
0

−a x−y
0 y
F1 a; b, b ; c; x, y = (1 − y) F1 a; b, c − b − b ; c; , , (27)
1−y y−1
 
0

c−a−b −b 0 0 0 x−y
F1 a; b, b ; c; x, y = (1 − x) (1 − y) F1 c − a; c − b − b , b ; c; x, ,
1−y
(28)
 
0 y−x
F1 a; b, b0 ; c; x, y = (1 − x)−b (1 − y)c−a−b F1 c − a; b, c − b − b0 ; c;


,y .
1−x
(29)
Further,
 
0 0

−a 0 0 x y
F2 a; b, b ; c, c ; x, y = (1 − x) F2 a; c − b, b ; c, c ; , , (30)
x−1 1−x
 MULTIPLE HYPERGEOMETRIC SERIES 11
 
0 0

0 0−a 0 x y
F2 a; b, b ; c, c ; x, y = (1 − y) F2 a; b, c − b ; c, c ; , , (31)
1−y y−1
 
0 0 −a 0 0 0 y

x
F2 a; b, b ; c, c ; x, y = (1 − x − y) F2 a; c − a, c − b ; c, c ; x+y−1 , x+y−1 . (32)
Also quadratic transformations are known for Appell functions, see B.C. Carl-
son [10].
2.5. Reduction formulae. The transformations of Subsection 2.4 readily imply
the following reduction formulae (typically a double series being reduced to a single
series):
• y = x in F1 :
c − a, c − b − b0
 
0 c−a−b−b0


F1 a; b, b ; c; x, x = (1 − x) 2 F1 ;x . (33a)
c
By Euler’s transformation this is
a, b + b0
 
0


F1 a; b, b ; c; x, x = 2 F1 ;x . (33b)
c
• c = b + b0 in F1 :
 
0 0

−a a, b x − y
F1 a; b, b ; b + b ; x, y = (1 − y) 2 F1 ; . (34)
b + b0 1 − y
• c = b in F2 :
a, b0
 
0 0

−a y
F2 a; b, b ; b, c ; x, y = (1 − x) 2 F1 0
; . (35)
c 1−x
• y = 1 in F1 :
Since
a + m, b0
X (a)m (b)m  
0 m


F1 a; b, b ; c; x, y = x 2 F1 ;y
m≥0
m! (c)m c+m
and    
a, b c, c − a − b
2 F1 ;1 = Γ , <(c − a − b) > 0,
c c − a, c − b
we have
c, c − a − b0
   
0

a, b
F1 a; b, b ; c; x, 1 = Γ F ;x , (36)
c − a, c − b0 2 1 c − b0
for <(c − a − b0 ) > 0.
• An F1 ↔ F3 transformation:
Since
a + m, b0
 
0

X (a)m (b)m m
F1 a; b, b ; c; x, y = x 2 F1 ;y
m≥0
m! (c)m c+m
and    
a, b −b c − a, b y
2 F1 ;y = (1 − y) 2 F1 ; ,
c c y−1
12 MICHAEL J. SCHLOSSER

we have
c − a, b0
X (a)m (b)m  
0

−b0 m y
F1 a; b, b ; c; x, y = (1 − y) x 2 F1 ;
m≥0
m! (c)m c + m y−1
 
−b0 0 y
= (1 − y) F3 a, c − a; b, b ; c; x, . (37)
y−1
Hence, any F1 function can be expressed in terms of an F3 function. The converse
is only true when c = a + a0 .
• a0 = c − a and b0 = c − b in F3 :
Since by Equation (34) the F1 function reduces to an ordinary 2 F1 function
when c = b + b0 , we have
   
y a, c − b y − x
F3 a, c − a; b, c − b; c; x, = (1 − x)−a (1 − y)c−b 2 F1 ; .
y−1 c 1−x
(38)
• c0 = a in F2 :
 
0

−b0 0 0 x
F2 a; b, b ; c, a; x, y = (1 − y) F1 b; a − b , b ; c; x, . (39)
1−y
Conversely, any F1 function can be expressed in terms of an F2 function where
c0 = a.
If further c = a, then
b, b0
 
0

−b −b0 xy
F2 a; b, b ; a, a; x, y = (1 − x) (1 − y) 2 F1 ; . (40)
a (1 − x)(1 − y)
2.6. An expansion of an F4 series. In 1940 and 1941, J.L. Burchnall and
T.W. Chaundy [6, 7] gave the following expansion of an F4 series in terms of
products of two hypergeometric 2 F1 series:
F4 a; b; c, c0 ; x(1 − y), y(1 − x)

X (a)m (b)m (1 + a + b − c − c0 )m
= 0
xm y m
m≥0
m! (c)m (c )m
   
a + m, b + m a + m, b + m
× 2 F1 ; x 2 F1 ; y . (41)
c+m c0 + m
This expansion has applications to classical orthogonal polynomials. It can also
be used to deduce the double integral representation for F4 . Various special cases
are interesting enough to state separately:
• c0 = 1 + a + b − c in F4 :
We have the product formula
   

a, b a, b
F4 a; b; c, 1 + a + b − c; x(1 − y), y(1 − x) = 2 F1 ; x 2 F1 ; y . (42)
c c0
• c0 = b in F4 :
 MULTIPLE HYPERGEOMETRIC SERIES 13

Here we have the reduction formula

F4 a; b; c, b; x(1 − y), y(1 − x)
 
−a −a xy x
= (1 − x) (1 − y) F1 a; 1 + a − c, c − b; c; , . (43)
(1 − x)(1 − y) x − 1

• c0 = b and c = a in F4 :
Further specialization of (43) gives the quite attractive summation formula

F4 a; b; a, b; x(1 − y), y(1 − x) = (1 − x)1−b (1 − y)1−a (1 − x − y)−1 .

(44a)

Written out in explicit terms, this is

X X (a)m+n (b)m+n (1 − x)1−b (1 − y)1−a
xm (1 − y)m y n (1 − x)n = . (44b)
m≥0 n≥0
m! n! (a) m (b)n (1 − x − y)

For y = 0 this reduces to I. Newton’s binomial expansion formula

 
b
1 F0 ; x = (1 − x)−b .
−

3. Related series and extensions of Appell series

3.1. Horn functions. P In 1931, Jacob Horn [17] studied convergent bivariate hy-
pergeometric functions m,n fm,n xm y n with certain (degree and other) restrictions
on the two ratios of consecutive terms
fm+1,n fm,n+1
, .
fm,n fm,n

He arrived at a complete set of 34 different functions among which are the Appell
functions F1 , F2 , F3 , F4 .
They include series such as
X X (a)m+n (b)n−m (b0 )m−n
G1 (a, b, b0 ; x, y) := xm y n , (45)
m≥0 n≥0
m!n!

X X (a)2m+n (b)n
H3 (a, b, c; x, y) := xm y n , (46)
m≥0 n≥0
(c)m+n m!n!

and
X X (a)2m−n (b)n (b0 )n
H7 (a, b, b0 , c; x, y) := xm y n . (47)
m≥0 n≥0
(c)m m!n!
14 MICHAEL J. SCHLOSSER

3.2. Kampé de Fériet series. In 1937, J. Kampé de Fériet [18] introduced the
following bivariate extension of the generalized hypergeometric series:
a1 , . . . , ap : b1 , b01 ; . . . ; bq , b0q ;
 
p:q
Fr:s x, y
c1 , . . . , cr : d1 , d01 ; . . . ; ds , d0s ;
X X (a1 )m+n . . . (ap )m+n (b1 )m (b01 )n . . . (bq )m (b0q )n xm y n
= . (48)
m≥0 n≥0
(c1 )m+n . . . (cr )m+n (d1 )m (d01 )n . . . (ds )m (d0s )n m!n!
Numerous identities exist for special instances of such series. For illustration,
we list three summation formulae.
• P.W. Karlsson [19], 1994:
   
0:3 − : a, d − a; b, d − b; c, −c; e, e + d − a − b − c
F1:1 1, 1 = Γ , (49)
d : e, d + e − a − b − c; e − c, e + d − a − b
where <(e) > 0 and <(d + e − a − b − c) > 0.
• S.N. Pitre and J. Van der Jeugt [28], 1996:
   
0:3 − : a, d − a; b, d − b; c, d − c; e, e + d − a − b − c, e − d
F1:1 1, 1 = Γ , (50)
d : e, d + e − a − b − c; e − a, e − b, e − c
where <(e − d) > 0 and <(d + e − a − b − c) > 0. Further
 
0:3 − : a, d − a; b, d − b; c, e − c − 1;
F1:1 1, 1
d : e, d + e − a − b − c;
 
1 − a, 1 − b, e, e − d, d + e − a − b − c
=Γ , (51)
1 − d, e − a, e − b, e − c, 1 + d − a − b
where <(d + e − a − b − c) > 0, and d − a or d − b is a negative integer.
3.3. Lauricella series. In 1893, G. Lauricella [21] investigated properties of the
(n) (n) (n) (n)
following four series FA , FB , FC , FD , of n variables:

(n)

FA a; b1 , . . . , bn ; c1 , . . . , cn ; x1 , . . . , xn
X X (a)m +···+m (b1 )m . . . (bn )m
n m1
= ··· 1 n 1
x1 . . . xm
n ,
n
(52)
m ≥0 m ≥0
(c 1 ) m 1 . . . (c n ) mn m 1 ! . . . mn !
1 n

where |x1 | + · · · + |xn | < 1.

(n)

FB a1 , . . . , an ; b1 , . . . , bn ; c; x1 , . . . , xn
X X (a1 )m . . . (an )m (b1 )m . . . (bn )m
n m1
= ··· 1 n 1
x 1 . . . xm
n ,
n
(53)
m ≥0 m ≥0
(c) m1 +···+mn m 1 ! . . . mn !
1 n

where |x1 |, . . . , |xn | < 1.

(n)

FC a; b; c1 , . . . , cn ; x1 , . . . , xn
 MULTIPLE HYPERGEOMETRIC SERIES 15

X X (a)m1 +···+mn (b)m1 +···+mn m1

= ··· x 1 . . . xm
n ,
n
(54)
m1 ≥0 mn ≥0
(c )
1 m1 . . . (c )
n mn m1 ! . . . mn !
1 1
where |x1 | + · · · + |xn | < 1.
2 2

(n)

FD a; b1 , . . . , bn ; c; x1 , . . . , xn
X X (a)m +···+m (b1 )m . . . (bn )m
n m1
= ··· 1 n 1
x1 . . . xm
n ,
n
(55)
m ≥0 m ≥0
(c) m 1 +···+m n m1 ! . . . mn !
1 n

where |x1 |, . . . , |xn | < 1.

Certainly, we have
(2) (2) (2) (2)
FA = F2 , FB = F 3 , FC = F 4 , FD = F 1 .
Many properties for Lauricella functions, such as integral representations and
partial differential equations, are given by Appell and Kampé de Fériet [2]. From
the vast amount of material, we single out the following integral representation of
(n)
the Lauricella FD series as a specific example.
(n)
3.3.1. Integral representation of FD . The formula
(n)

FD a; b1 , . . . , bn ; c; x1 , . . . , xn
 Z 1
c
=Γ ua−1 (1 − u)c−a−1 (1 − ux1 )−b1 . . . (1 − uxn )−bn du, (56)
a, c − a 0
where <c > <a > 0, is very useful for deriving relations for FD series. It can be
easily verified by Taylor expansion of the integrand, followed by termwise integra-
tion.
3.3.2. Group theoretic interpretations. A group theoretic interpretation of the
(n)
Lauricella FA functions corresponding to the most degenerate principal series rep-
resentations of SL(n, R) was given by N.Ja. Vilenkin [33] (see also [34, Sec. 16.3.4]).
(n)
Similarly, W. Miller, Jr. [23] has shown that the Lauricella FD functions trans-
form as basis vectors corresponding to irreducible representations of the Lie algebra
sl(n + 3, C) (by which he generalized his previous observation in [24] for the n = 2
case, corresponding to the Appell functions F1 ).

Acknowledgement. I would like to thank Tom Koornwinder for pointing out

references on group theoretic interpretations of Lauricella series.

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Fakultät für Mathematik, Universität Wien, Nordbergstrasse 15, A-1090 Vi-

enna, Austria
E-mail address: michael.schlosser@univie.ac.at

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