Two meanings of distribution

There are a couple common uses of the term distribution in math. The most familiar is probability distribution, such as a beta distribution, a Poisson distribution, etc. Less familiar but still common is distributions in the sense of generalized functions, like the Dirac delta distribution. Anybody with much exposure to math will have heard of a probability distribution. Generalized functions are common knowledge in some areas of math such as differential equations or harmonic analysis, but mathematicians in other areas, say graph theory, may not have heard of them.

This post briefly answers two questions:

  1. What is a distribution as in a generalized function?
  2. What does it have to do with a probability distribution?

Most of this post will deal with the first question, but we’ll circle back to the second question by the end.

You may have heard that a Dirac delta function δ(x) is an “infinitely concentrated” function or a point mass. Or you may have heard some of the rules for working with it, such as that it is infinite at the origin, zero everywhere else, and integrates to 1. But no function can actually do what the delta function is said to do. Measure theory will let functions take on actual infinite values, but the value of a function at a single point, even if that value is infinite, cannot matter to its integral. Even putting that aside, if you say δ(x) is infinite at 0 and integrates to 1, then how do you make sense of expressions like 2 δ? Is it twice as infinite at 0, whatever that means? Is it twice as zero everywhere else? And what on earth could it mean to take a derivative or Fourier transform of δ(x)?

Generalized functions are a way to define things like the δ distribution rigorously. They let you preserve some of the intuitive/magical properties you want while also giving rules to keep you from getting into trouble. Regarding the paragraph above, the theory will let you integrate, differentiate, and take the Fourier transform of δ(x) but it won’t let you do things like say that 2δ = δ since 2×0 = 0 and 2×∞ = ∞.

Generalized functions are just functions, but not functions of real numbers. They are linear functions that take other functions [1] and return real numbers. The functions they act on are typically called test functions. To reduce the confusion of having different kinds of functions under discussion, linear functions that act on other functions are usually called functionals. A functional is just a function, a linear function from test functions to real numbers, but it helps to give it a different name.

You can write the action of a distribution f on a test function φ as if it were an integral:

f : \varphi \mapsto \int f(x)\, \varphi(x) \, dx

If f is a function, you can take the integral literally. Distributions generalize functions by associating a function with the linear operator that acts on a test function by multiplying by it and integrating.

But distributions include other kinds of linear functionals, in which case the integral expression is not literal. The δ distribution, for example, acts on a test function φ by returning φ(0). And here’s the connection to the intuitive idea of a function infinitely concentrated at 0. If a function integrates to 1, and is very concentrated near 0, then its integral when multiplied by φ is approximately φ(0).  You could make this rigorous and define generalized functions as limits of functions, but that approach is something of a dead end. The theory is much simpler using the linear functional definition.

How does this let you differentiate things like the Dirac delta? In a nutshell, you take what is a theorem for ordinary functions and turn it into a definition for generalized functions. I explain this in more detail here.

So the theory of distributions lets you use your intuition regarding “infinitely concentrated” functions and such. It also lets you carry out formal calculations, such as differentiating or taking the Fourier transform of distributions. But it also keeps you out of trouble. Back to our example above, what does 2δ mean? It’s simply the linear functional that takes a test function φ and returns 2 φ(0).

Now what does all this have to do with probability distributions? You can think of a probability density function as something that exists to be integrated. You find the probability of some event (set) by integrating a probability density over it. You find the expected value of some function by multiplying that function by a probability distribution and integrating. Likewise you could think of distributions in the sense of generalized functions as things that exist to be integrated. They act on test functions by being integrated against them, or by doing things analogous to integration that are more general.

People sometimes get confused because they look at probability densities outside of integrals and try to think of them is probabilities. They’re not. They are things you integrate to get probabilities. A probability density can, for example, be larger than 1, but a probability cannot. Likewise people sometimes get confused when they think of generalized functions on their own. If you give the generalized function something to act on, you’re more likely to be guided into doing the right thing. Distributions, whether probability distributions or generalized functions, act on other things.

* * *

[1] The space of test functions can vary. The most common choice is infinitely differentiable functions with compact support. But for Fourier analysis, the natural space of test functions consists of infinitely differentiable functions of rapid decay, i.e. functions φ such that xn φ(x) goes to zero as x goes to ±∞ for any positive integer n.

The reason is that the Fourier transform of such a function is another function of the same kind. Test functions of compact support aren’t suited for Fourier analysis because a function with compact support cannot have a Fourier transform with compact support. It’s related to the Heisenberg uncertainty principle: the more concentrated something is in the time domain, the less concentrated it is in the frequency domain. A signal can’t be time-limited and bandlimited.

Typesetting and computing continued fractions


The other day I ran across the following continued fraction for π.

\pi = 3 + \cfrac{1^2}{6+\cfrac{3^2}{6+\cfrac{5^2}{6+\cfrac{7^2}{6+\cdots}}}}

Source: L. J. Lange, An Elegant Continued Fraction for π, The American Mathematical Monthly, Vol. 106, No. 5 (May, 1999), pp. 456-458.

While the continued fraction itself is interesting, I thought I’d use this an example of how to typeset and compute continued fractions.


I imagine there are LaTeX packages that make typesetting continued fractions easier, but the following brute force code worked fine for me:

    \pi = 3 + \cfrac{1^2}{6+\cfrac{3^2}{6+\cfrac{5^3}{6+\cfrac{7^2}{6+\cdots}}}}

This relies on the amsmath package for the \cfrac command.


Continued fractions of the form

\pi = a_0 + \cfrac{b_1}{a_1+\cfrac{b_2}{a_2 +\cfrac{b_3}{a_3+\cfrac{b_4}{a_4+\cdots}}}}

can be computed via the following recurrence. Define A-1 = 1, A0 = a0, B-1 = 0, and B0 = 1. Then for k ≥ 1 define Ak+1 and Bk+1 by

A_{k+1} = a_{k+1}A_k + b_k A_{k-1} \\ B_{k+1} = a_{k+1}B_k + b_k B_{k-1}

Then the nth convergent the continued fraction is Cn = An / Bn.

The following Python code creates the a and b coefficients for the continued fraction for π above then uses a loop that could be used to evaluate any continued fraction.

    N = 20
    a = [3] + ([6]*N)
    b = [(2*k+1)**2 for k in range(0,N)]
    A = [0]*(N+1)
    B = [0]*(N+1)

    A[-1] = 1
    A[ 0] = a[0]
    B[-1] = 0
    B[ 0] = 1

    for n in range(1, N+1):
        A[n] = a[n]*A[n-1] + b[n-1]*A[n-2]
        B[n] = a[n]*B[n-1] + b[n-1]*B[n-2]
        print( n, A[n], B[n], A[n]/B[n] )

Python uses -1 as a shortcut to the last index of a list. I tack A-1 and B-1 on to the end of the A and B arrays to make the Python code match the math notation. This is either clever or a dirty hack, depending on your perspective.

Back to pi

You may notice that these approximations for π are not particularly good. It’s a trade-off for having a simple pattern to the coefficients. The continued fraction for π that has all b‘s equal to 1 has a complicated set of a‘s with no discernible pattern: 3, 7, 15, 1, 292, 1, 1, etc. However, that continued fraction produces very good approximations. If you replace the first three lines of the code above with that below, you’ll see that four iterations produces an approximation to π good to 10 decimal places.

    N = 4
    a = [3, 7, 15, 1, 292]
    b = [1]*N

Timidity about approximating

“Nature does not consist entirely, or even largely, of problems designed by a Grand Examiner to come out neatly in finite terms, and whatever subject we tackle the first need is to overcome timidity about approximating.”

H. and B. S. Jeffreys, Methods of Mathematical Physics, 2nd ed., Cambridge University Press, 1950, p. 8.

Related post: Just an approximation

It all boils down to linear algebra

When I was in college, my view of applied math was something like the following.

Applied math is mostly mathematical physics. Mathematical physics is mostly differential equations. Numerical solution of differential equations boils down to linear algebra. Therefore the heart of applied math is linear algebra.

I still think there’s a lot of truth in the summary above. Linear algebra is very important, and a great deal of applied math does ultimately depend on efficient solutions of large linear systems. The weakest link in the argument may be the first one: there’s a lot more to applied math than mathematical physics. Mathematical physics hasn’t declined, but other areas have grown. Still, areas of applied math outside of mathematical physics and outside of differential equations often depend critically on linear algebra.

I’d certainly recommend that someone interested in applied math become familiar with numerical linear algebra. If you’re going to be an expert in differential equations, or optimization, or many other fields, you need to be at leas familiar with numerical linear algebra if you’re going to compute anything. As Stephen Boyd points out in his convex optimization class, many of the breakthroughs in optimization over the last 20 years have at their core breakthroughs in numerical linear algebra. Improved algorithms have sped up the solution of very large systems more than Moore’s law has.

It may seem questionable that linear algebra is at the heart of applied math because it’s linear. What about nonlinear applications, such as nonlinear PDEs? Nonlinear differential equations lead to nonlinear algebraic equations when discretized. But these nonlinear systems are solved via iterations of linear systems, so we’re back to linear algebra.

Splitting proofs in two

“Ever since Euclid, mathematical proofs have served a dual purpose: certifying that a statement is true and explaining why it is true. In the future these two epistemological functions may be divorced. In the future, the computer assistant may take care of the certification and leave the mathematician to look for an explanation that humans can understand.”

Dana Mackenzie, “What in the Name of Euclid Is Going On Here?”, Science, 2005


Permutations and tests

Suppose a test asks you to place 10 events in chronological order. Label these events A through J so that chronological order is also alphabetical order.

If a student answers BACDEFGHIJ, then did they make two mistakes or just one? Two events are in the wrong position, but they made one transposition error. The simplest way to grade such a test would be to count the number of events that are in the correct position. Is this the most fair way to grade?

If you decide to count how many transpositions are needed to correct a student’s answer, do you count any transposition or only adjacent transpositions? For example, if someone answered JBCDEFGHIA, then transposing the A and the J is enough to put the results in order. But reversing the first and last event seems like a bigger mistake than reversing the first two events. Counting only adjacent transpositions would penalize this mistake more. You would have to swap the J with each of the eight letters between J and A. But it hardly seems that answering JBCDEFGHIA is eight times worse than answering BACDEFGHIJ.

Maybe counting transpositions is too much work. So we just go back to counting how many events are in the right place. But then suppose someone answers JABCDEFGHI. This is completely wrong since every event is in the wrong position. But the student obviously knows something, since the relative order of nearly all of the events is correct. From one perspective there was only one mistake: J comes last, not first.

What is the worst possible answer? Maybe getting the order exactly backward? If you have an odd number of events, then getting the order backward means one event is in the right place, and so that doesn’t receive the lowest possible score.

This is an interesting problem beyond grading exams. (As for grading exams, I’d suggest simply not using questions of this type on an exam.) In manufacturing, how serious a mistake is it to reverse two consecutive components versus two distant components? You could also ask the same question when comparing DNA sequences or other digital signals. The best way to assign a distance between the actual and desired sequence would depend entirely on context.

Fibonacci formula for pi

Here’s an unusual formula for pi based on the product and least common multiple of the first m Fibonacci numbers.


\pi = \lim_{m\to\infty} \sqrt{\frac{6 \log F_1 \cdots F_m}{\log \mbox{lcm}( F_1, \ldots, F_m )}}

Unlike the formula I wrote about a few days ago relating Fibonacci numbers and pi, this one is not as simple to prove. The numerator inside the root is easy enough to estimate asymptotically, but estimating the denominator depends on the distribution of primes.

Source: Yuri V. Matiyasevich and Richard K. Guy, A new formula for π, American Mathematical Monthly, Vol 93, No. 8 (October 1986), pp. 631-635.


Fibonacci numbers, arctangents, and pi

Here’s an unusual formula for π. Let Fn be the nth Fibonacci number. Then

\pi = 4 \sum_{n=1}^\infty \arctan\left( \frac{1}{F_{2n+1}} \right)

As mysterious as this equation may seem, it’s not hard to prove. The arctangent identity

\arctan\left(\frac{1}{F_{2n+1}}\right) = \arctan\left(\frac{1}{F_{2n}}\right) - \arctan\left(\frac{1}{F_{2n+2}}\right)

shows that the sum telescopes, leaving only the first term, arctan(1) = π/4. To prove the arctangent identity, take the tangent of both sides, use the addition law for tangents, and use the Fibonacci identity

F_{n+1} F_{n-1} - F_n^2 = (-1)^n

See this post for an even more remarkable formula relating Fibonacci numbers and π.

Number of digits in n!

The other day I ran across the fact that 23! has 23 digits. That made me wonder how often n! has n digits.

There can only be a finite number of cases, because n! grows faster than 10n for n > 10, and it’s reasonable to guess that 23 might be the largest case. Turns out it’s not, but it’s close. The only cases where n! has n digits are 1, 22, 23, and 24. Once you’ve found these by brute force, it’s not hard to show that they must be the only ones because of the growth rate of n!.

Is there a convenient way to find the number of digits in n! without having to compute n! itself? Sure. For starters, the number of digits in the base 10 representation of a number x is

⌊ log10 x ⌋ + 1.

where ⌊ z ⌋ is the floor of z, the largest integer less than or equal to z. The log of the factorial function is easier to compute than the factorial itself because it won’t overflow. You’re more likely to find a function to compute the log of the gamma function than the log of factorial, and more likely to find software that uses natural logs than logs base 10. So in Python, for example, you could compute the number of digits with this:

from scipy.special import gammaln
from math import log, floor

def digits_in_factorial(n):
    return floor( gammaln(n+1)/log(10.0) ) + 1

What about a more elementary formula, one that doesn’t use the gamma function? If you use Stirling’s approximation for factorial and take log of that you should at least get a good approximation. Here it is again in Python:

from math import log, floor, pi

def stirling(n):
    return floor( ((n+0.5)*log(n) - n + 0.5*log(2*pi))/log(10) ) + 1

The code above is exact for every n > 2 as far as I’ve tested, up to n = 1,000,000. (Note that one million factorial is an extremely large number. It has 5,565,709 digits. And yet we can easily say something about this number, namely how many digits it has!)

The code may break down somewhere because the error in Stirling’s approximation or the limitations of floating point arithmetic. Stirling’s approximation gets more accurate as n increases, but it’s conceivable that a factorial value could be so close to a power of 10 that the approximation error pushes it from one side of the power of 10 to the other. Maybe that’s not possible and someone could prove that it’s not possible.

You could extend the code above to optionally take another base besides 10.

def digits_in_factorial(n, b=10):
    return floor( gammaln(n+1)/log(b) ) + 1

def stirling(n, b=10):
    return floor( ((n+0.5)*log(n) - n + 0.5*log(2*pi))/log(b) ) + 1

The code using Stirling’s approximation still works for all n > 2, even for b as small as 2. This is slightly surprising since the number of bits in a number is more detailed information than the number of decimal digits.

Nicholas Higham on Mathematics in Color

This is reprint of Nick Higham’s post of the same title from the Princeton University Press blog, used with permission.


Color is a fascinating subject. Important early contributions to our understanding of it came from physicists and mathematicians such as Newton, Young, Grassmann, Maxwell, and Helmholtz. Today, the science of color measurement and description is well established and we rely on it in our daily lives, from when we view images on a computer screen to when we order paint, wallpaper, or a car, of a specified color.

For practical purposes color space, as perceived by humans, is three-dimensional, because our retinas have three different types of cones, which have peak sensitivities at wavelengths corresponding roughly to red, green, and blue. It’s therefore possible to use linear algebra in three dimensions to analyze various aspects of color.


A good example of the use of linear algebra is to understand metamerism, which is the phenomenon whereby two objects can appear to have the same color but are actually giving off light having different spectral decompositions. This is something we are usually unaware of, but it is welcome in that color output systems (such as televisions and computer monitors) rely on it.

Mathematically, the response of the cones on the retina to light can be modeled as a matrix-vector product Af, where A is a 3-by-n matrix and f is an n-vector that contains samples of the spectral distribution of the light hitting the retina. The parameter n is a discretization parameter that is typically about 80 in practice. Metamerism corresponds to the fact that Af1 = Af2  is possible for different vectors f1 and f2. This equation is equivalent to saying that Ag = 0 for a nonzero vector gf1 – f2, or, in other words, that a matrix with fewer rows than columns has a nontrivial null space.

Metamerism is not always welcome. If you have ever printed your photographs on an inkjet printer you may have observed that a print that looked fine when viewed indoors under tungsten lighting can have a color cast when viewed in daylight.

LAB Space: Separating Color from Luminosity

In digital imaging the term channel refers to the grayscale image representing the values of the pixels in one of the coordinates, most often R, G, or B (for red, green, and blue) in an RGB image. It is sometimes said that an image has ten channels. The number ten is arrived at by combining coordinates from the representation of an image in three different color spaces. RGB supplies three channels, a space called LAB (pronounced “ell-A-B”) provides another three channels, and the last four channels are from CMYK (cyan, magenta, yellow, black), the color space in which all printing is done.

LAB is a rather esoteric color space that separates luminosity (or lightness, the L coordinate) from color (the A and B coordinates). In recent years photographers have realized that LAB can be very useful for image manipulations, allowing certain things to be done much more easily than in RGB. This usage is an example of a technique used all the time by mathematicians: if we can’t solve a problem in a given form then we transform it into another representation of the problem that we can solve.

As an example of the power of LAB space, consider this image of aeroplanes at Schiphol airport.


Original image.

Suppose that KLM are considering changing their livery from blue to pink. How can the image be edited to illustrate how the new livery would look? “Painting in” the new color over the old using the brush tool in image editing software would be a painstaking task (note the many windows to paint around and the darker blue in the shadow area under the tail). The next image was produced in
just a few seconds.


Image converted to LAB space and A channel flipped.

How was it done? The image was converted from RGB to LAB space (which is a nonlinear transformation) and then the coordinates of the A channel were replaced by their negatives. Why did this work? The A channel represents color on a green–magenta axis (and the B channel on a blue–yellow axis). Apart from the blue fuselage, most pixels have a small A component, so reversing the sign of this component doesn’t make much difference to them. But for the blue, which has a negative A component, this flipping of the A channel adds just enough magenta to make the planes pink.

You may recall from earlier this year the infamous photo of a dress that generated a huge amount of interest on the web because some viewers perceived the dress as being blue and black while others saw it as white and gold. A recent paper What Can We Learn from a Dress with Ambiguous Colors? analyzes both the photo and the original dress using LAB coordinates. One reason for using LAB in this context is its device independence, which contrasts with RGB, for which the coordinates have no universally agreed meaning.

Nicholas J. Higham is the Richardson Professor of Applied Mathematics at The University of Manchester, and editor of The Princeton Companion to Applied Mathematics. His article Color Spaces and Digital Imaging in The Princeton Companion to Applied Mathematics gives an introduction to the mathematics of color and the representation and manipulation of digital images. In particular, it emphasizes the role of linear algebra in modeling color and gives more detail on LAB space.

Higham jacket

Related posts:

Three algorithms for converting to gray scale

FFT and Big Data (quotes from Princeton Companion to Applied Mathematics)

Generalization of Fibonacci ratios

Each Fibonacci number is the sum of its two predecessors. My previous post looked at generalizing this to the so-called Tribonacci numbers, each being the sum of its three predecessors. One could keep going, defining the Tetrabonacci numbers and in general the n-Fibonacci numbers for any n at least 2.

For the definition to be complete, you have to specify the first n of the n-Fibonacci numbers. However, these starting values hardly matter for our purposes. We want to look at the limiting ratio of consecutive n-Fibonacci numbers, and this doesn’t depend on the initial conditions. (If you were determined, you could find starting values where this isn’t true. It’s enough to pick integer initial values, at least one of which is not zero.)

As shown in the previous post, the ratio is the largest eigenvalue of an n by n matrix with 1’s on the first row and 1’s immediately below the main diagonal. The characteristic polynomial of such a matrix is

λn – λn-1 – λn-2 – … -1

and so we look for the largest zero of this polynomial. We can sum the terms with negative coefficients as a geometric series and show that the eigenvalues satisfy

λn – 1/(2 – λ) = 0.

So the limiting ratio of consecutive n-Fibonacci numbers is the largest root of the above equation. You could verify that when n = 2, we get the golden ratio φ as we should, and when n = 3 we get around 1.8393 as in the previous post.

As n gets large, the limiting ratio approaches 2. You can see this by taking the log of the previous equation.

n = -log(2 – λ)/log(λ).

As n goes to infinity, λ must approach 2 so that the right side of the equation also goes to infinity.

Reading equations forward and backward

There is no logical difference between writing A = B and writing B = A, but there is a psychological difference.

Equations are typically applied left to right. When you write A = B you imply that it may be useful to replace A with B. This is helpful to keep in mind when learning something new: the order in which an equation is written gives a hint as to how it may be applied. However, this way of thinking can also be a limitation. Clever applications often come from realizing that you can apply an equation in the opposite of the usual direction.

For example, Euler’s reflection formula says

Γ(z) Γ(1-z) = π / sin(πz).

Reading from left to right, this says that two unfamiliar/difficult things, values of the Gamma function, are related to a more familiar/simple thing, the sine function. It would be odd to look at this formula and say “Great! Now I can compute sines if I just know values of the Gamma function.” Instead, the usual reaction would be “Great! Now I can relate the value of Gamma at two different places by using sines.”

When we see Einstein’s equation

E = mc2

the first time, we think about creating energy from matter, such as the mass lost in nuclear fission. This applies the formula from left to right, relating what we want to know, an amount of energy, to what we do know, an amount of mass. But you could also read the equation from right to left, calculating the amount of energy, say in an accelerator, necessary to create a particle of a given mass.

Calculus textbooks typically have a list of equations, either inside the covers or in an appendix, that relate an integral on the left to a function or number on the right. This makes sense because calculus students compute integrals. But mathematicians often apply these equations in the opposite direction, replacing a number or function with an integral. To a calculus student this is madness: why replace a familiar thing with a scary thing? But integrals aren’t scary to mathematicians. Expressing a function as an integral is often progress. Properties of a function may be easier to see in integral form. Also, the integral may lend itself to some computational technique, such as reversing the order of integration in a double integral, or reversing the order to taking a limit and an integral.

Calculus textbooks also have lists of equations involving infinite sums, the summation always being on the left. Calculus students want to replace the scary thing, the infinite sum, with the familiar thing, the expression on the right. Generating functions turn this around, wanting to replace things with infinite sums. Again this would seem crazy to a calculus student, but it’s a powerful problem solving technique.

Differential equation students solve differential equations. They want to replace what they find scary, a differential equation, with something more familiar, a function that satisfies the differential equation. But mathematicians sometimes want to replace a function with a differential equation that it satisfies. This is common, for example, in studying special functions. Classical orthogonal polynomials satisfy 2nd order differential equations, and the differential equation takes a different form for different families of orthogonal polynomials. Why would you want to take something as tangible and familiar as a polynomial, something you might study as a sophomore in high school, and replace it with something as abstract and mysterious as a differential equation, something you might study as a sophomore in college? Because some properties, properties that you would not have cared about in high school, are more clearly seen via the differential equations.

Defining zero factorial

Things are defined the way they are for good reasons. This seems blatantly obvious now, but it was eye-opening when I learned this my first year in college. Our professor, Mike Starbird, asked us to go home and think about how convergence of a series should be defined. Not how it is defined, but how it should be defined. We were not to look up the definition but to think about what it should be. The next day we proposed our definitions. In good Socratic fashion Starbird showed us the flaws of each and lead us to arrive at the standard definition.

This exercise gave me confidence that mathematical definitions were created by ordinary mortals like myself. It also began my habit of examining definitions carefully to understand what motivated them.

One question that comes up frequently is why zero factorial equals 1. The pedantic answer is “Because it is defined that way.” This answer alone is not very helpful, but it does lead to the more refined question: Why is 0! defined to be 1?

The answer to the revised question is that many formulas are simpler if we define 0! to be 1. If we defined 0! to be 0, for example, countless formulas would have to add disqualifiers such as “except when n is zero.”

For example, the binomial coefficients are defined by

C(n, k) = n! / k!(nk)!.

The binomial coefficient C(n, k) tells us how many ways one can draw take a set of n things and select k of them. For example, the number of ways to deal a hand of five cards from a deck of 52 is C(52, 5) = 52! / 5! 47! = 2,598,960.

How many ways are there to deal a hand of 52 cards from a deck of 52 cards? Obviously one: the deck is the hand. But our formula says the answer is

C(52, 52) = 52! / 52! 0!,

and the formula is only correct if 0! = 1. If 0! were defined to be anything else, we’d have to say “The number of ways to deal a hand of k cards from a deck of n cards is C(n, k), except when k = 0 or k = n, in which case the answer is 1.” (See [1] below for picky details.)

The example above is certainly not the only one where it is convenient to define 0! to be 1. Countless theorems would be more awkward to state if 0! were defined any other way.

Sometimes people appeal to the gamma function for justification that 0! should be defined to be 1. The gamma function extends factorial to real numbers, and the gamma function value associated with 0! is 1. (In detail, n! = Γ(n+1) for positive integers n and Γ(1) = 1.) This is reassuring, but it raises another question: Why should the gamma function be authoritative?

Indeed, there are many ways to extend factorial to non-integer values, and historically many ways were proposed. However, the gamma function won and its competitors have faded into obscurity. So why did it win? Analogous to the discussion above, we could say that the gamma function won because more formulas work out simply with this definition than with others. That is, you can very often replace n! with Γ(n + 1) in a formula true for positive integer values of n and get a new formula valid for real or even complex values of n.

There is another reason why gamma won, and that’s the Bohr–Mollerup theorem. It says that if you’re looking for a function f(x) defined for x > 0 that satisfies f(1) = 1 and f(x+1) = x f(x), then the gamma function is the only log-convex solution. Why should we look for log-convex functions? Because factorial is log-convex, and so this is a natural property to require of its extension.

Update: Occasionally I hear someone say that the gamma function (shifting its argument by 1) is the only analytic function that extends factorial to the complex plane, but this isn’t true. For example, if you add sin(πx) to the gamma function, you get another analytic function that takes on the same values as gamma for positive integer arguments.

Related posts:

* * *

[1] Theorems about binomial coefficients have to make some restrictions on the arguments. See these notes for full details. But in the case of dealing cards, the only necessary constraints are the natural ones: we assume the number of cards in the deck and the number we want in a hand are non-negative integers, and that we’re not trying to draw more cards for a hand than there are in a deck. Defining 0! as 1 keeps us from having to make any unnatural qualifications such as “unless you’re dealing the entire deck.”

Mathematical arbitrage

I suspect there’s a huge opportunity in moving mathematics from the pure column to the applied column. There may be a lot of useful math that never sees application because the experts are unconcerned with or unaware of applications.

In particular I wonder what applications there may be of number theory, especially analytic number theory. I’m not thinking of the results of number theory but rather the elegant machinery developed to attack problems in number theory. I expect more of this machinery could be useful to problems outside of number theory.

I also wonder about category theory. The theory certainly finds uses within pure mathematics, but I’m not sure how useful it is in direct application to problems outside of mathematics. Many of the reported applications don’t seem like applications at all, but window dressing applied after-the-fact. On the other hand, there are also instances where categorical thinking led the way to a solution, but did its work behind the scenes; once a solution was in hand, it could be presented more directly without reference to categories. So it’s hard to say whether applications of category theory are over-reported or under-reported.

The mathematical literature can be misleading. When researchers say their work has various applications, they may be blowing smoke. At the same time, there may be real applications that are never mentioned in journals, either because the work is proprietary or because it is not deemed original in the academic sense of the word.