Fox–Wright function

The entire function ${\displaystyle W_{\lambda ,\mu }(z)}$ is often called the Wright function.[2] It is the special case of ${\displaystyle {}_{0}\Psi _{1}\left[\ldots \right]}$ of the Fox–Wright function. Its series representation is

$${\displaystyle W_{\lambda ,\mu }(z)=\sum _{n=0}^{\infty }{\frac {z^{n}}{n!\,\Gamma (\lambda n+\mu )}},\lambda >-1.}$$

This function is used extensively in fractional calculus and the stable count distribution. Recall that ${\displaystyle \lim \limits _{\lambda \to 0}W_{\lambda ,\mu }(z)=e^{z}/\Gamma (\mu )}$. Hence, a non-zero ${\displaystyle \lambda }$ with zero ${\displaystyle \mu }$ is the simplest nontrivial extension of the exponential function in such context.

Three properties were stated in Theorem 1 of Wright (1933)[3] and 18.1(30–32) of Erdelyi, Bateman Project, Vol 3 (1955)[4] (p. 212)

$${\displaystyle {\begin{aligned}\lambda zW_{\lambda ,\mu +\lambda }(z)&=W_{\lambda ,\mu -1}(z)+(1-\mu )W_{\lambda ,\mu }(z)&(a)\\[6pt]{d \over dz}W_{\lambda ,\mu }(z)&=W_{\lambda ,\mu +\lambda }(z)&(b)\\[6pt]\lambda z{d \over dz}W_{\lambda ,\mu }(z)&=W_{\lambda ,\mu -1}(z)+(1-\mu )W_{\lambda ,\mu }(z)&(c)\end{aligned}}}$$

Equation (a) is a recurrence formula. (b) and (c) provide two paths to reduce a derivative. And (c) can be derived from (a) and (b).

A special case of (c) is ${\displaystyle \lambda =-c\alpha ,\mu =0}$. Replacing ${\displaystyle z}$ with ${\displaystyle -x^{\alpha }}$, we have

$${\displaystyle {\begin{array}{lcl}x{d \over dx}W_{-c\alpha ,0}(-x^{\alpha })&=&-{\frac {1}{c}}\left[W_{-c\alpha ,-1}(-x^{\alpha })+W_{-c\alpha ,0}(-x^{\alpha })\right]\end{array}}}$$

A special case of (a) is ${\displaystyle \lambda =-\alpha ,\mu =1}$. Replacing ${\displaystyle z}$ with ${\displaystyle -z}$, we have

$${\displaystyle \alpha zW_{-\alpha ,1-\alpha }(-z)=W_{-\alpha ,0}(-z)}$$

Two notations, ${\displaystyle M_{\alpha }(z)}$ and ${\displaystyle F_{\alpha }(z)}$, were used extensively in the literatures:

$${\displaystyle {\begin{aligned}M_{\alpha }(z)&=W_{-\alpha ,1-\alpha }(-z),\\[1ex]\implies F_{\alpha }(z)&=W_{-\alpha ,0}(-z)=\alpha zM_{\alpha }(z).\end{aligned}}}$$

M-Wright function

${\displaystyle M_{\alpha }(z)}$ is known as the M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes, generally referred to as time-fractional diffusion processes.

Its properties were surveyed in Mainardi et al (2010).[5] Through the stable count distribution, ${\displaystyle \alpha }$ is connected to Lévy's stability index ${\displaystyle (0<\alpha \leq 1)}$.

Its asymptotic expansion of ${\displaystyle M_{\alpha }(z)}$ for ${\displaystyle \alpha >0}$ is

$${\displaystyle M_{\alpha }\left({\frac {r}{\alpha }}\right)=A(\alpha )\,r^{(\alpha -1/2)/(1-\alpha )}\,e^{-B(\alpha )\,r^{1/(1-\alpha )}},\,\,r\rightarrow \infty ,}$$

where ${\displaystyle A(\alpha )={\frac {1}{\sqrt {2\pi (1-\alpha )}}},}$ ${\displaystyle B(\alpha )={\frac {1-\alpha }{\alpha }}.}$

• Hypergeometric function
• Generalized hypergeometric function
• Modified half-normal distribution[1] with the pdf on ${\displaystyle (0,\infty )}$ is given as ${\displaystyle f(x)={\frac {2\beta ^{\frac {\alpha }{2}}x^{\alpha -1}\exp(-\beta x^{2}+\gamma x)}{\Psi {\left({\frac {\alpha }{2}},{\frac {\gamma }{\sqrt {\beta }}}\right)}}}}$, where ${\displaystyle \Psi (\alpha ,z)={}_{1}\Psi _{1}\left({\begin{matrix}\left(\alpha ,{\frac {1}{2}}\right)\\(1,0)\end{matrix}};z\right)}$ denotes the Fox–Wright Psi function.

• Fox, C. (1928). "The asymptotic expansion of integral functions defined by generalized hypergeometric series". Proc. London Math. Soc. 27 (1): 389–400. doi:10.1112/plms/s2-27.1.389.
• Wright, E. M. (1935). "The asymptotic expansion of the generalized hypergeometric function". J. London Math. Soc. 10 (4): 286–293. doi:10.1112/jlms/s1-10.40.286.
• Wright, E. M. (1940). "The asymptotic expansion of the generalized hypergeometric function". Proc. London Math. Soc. 46 (2): 389–408. doi:10.1112/plms/s2-46.1.389.
• Wright, E. M. (1952). "Erratum to "The asymptotic expansion of the generalized hypergeometric function"". J. London Math. Soc. 27: 254. doi:10.1112/plms/s2-54.3.254-s.
• Srivastava, H.M.; Manocha, H.L. (1984). A treatise on generating functions. E. Horwood. ISBN 0-470-20010-3.
• Miller, A. R.; Moskowitz, I.S. (1995). "Reduction of a Class of Fox–Wright Psi Functions for Certain Rational Parameters". Computers Math. Applic. 30 (11): 73–82. doi:10.1016/0898-1221(95)00165-u.
• Sun, Jingchao; Kong, Maiying; Pal, Subhadip (22 June 2021). "The Modified-Half-Normal distribution: Properties and an efficient sampling scheme". Communications in Statistics – Theory and Methods. 52 (5): 1591–1613. doi:10.1080/03610926.2021.1934700. ISSN 0361-0926. S2CID 237919587.

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