The entire function W λ , μ ( z ) {\displaystyle W_{\lambda ,\mu }(z)} is often called the Wright function.2 It is the special case of 0 Ψ 1 [ … ] {\displaystyle {}_{0}\Psi _{1}\left[\ldots \right]} of the Fox–Wright function. Its series representation is
W λ , μ ( z ) = ∑ n = 0 ∞ z n n ! Γ ( λ n + μ ) , λ > − 1. {\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 lim λ → 0 W λ , μ ( z ) = e z / Γ ( μ ) {\displaystyle \lim \limits _{\lambda \to 0}W_{\lambda ,\mu }(z)=e^{z}/\Gamma (\mu )} . Hence, a non-zero λ {\displaystyle \lambda } with zero μ {\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)
λ z W λ , μ + λ ( z ) = W λ , μ − 1 ( z ) + ( 1 − μ ) W λ , μ ( z ) ( a ) d d z W λ , μ ( z ) = W λ , μ + λ ( z ) ( b ) λ z d d z W λ , μ ( z ) = W λ , μ − 1 ( z ) + ( 1 − μ ) W λ , μ ( z ) ( c ) {\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 λ = − c α , μ = 0 {\displaystyle \lambda =-c\alpha ,\mu =0} . Replacing z {\displaystyle z} with − x α {\displaystyle -x^{\alpha }} , we have
x d d x W − c α , 0 ( − x α ) = − 1 c [ W − c α , − 1 ( − x α ) + W − c α , 0 ( − x α ) ] {\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 λ = − α , μ = 1 {\displaystyle \lambda =-\alpha ,\mu =1} . Replacing z {\displaystyle z} with − z {\displaystyle -z} , we have α z W − α , 1 − α ( − z ) = W − α , 0 ( − z ) {\displaystyle \alpha zW_{-\alpha ,1-\alpha }(-z)=W_{-\alpha ,0}(-z)}
Two notations, M α ( z ) {\displaystyle M_{\alpha }(z)} and F α ( z ) {\displaystyle F_{\alpha }(z)} , were used extensively in the literatures:
M α ( z ) = W − α , 1 − α ( − z ) , ⟹ F α ( z ) = W − α , 0 ( − z ) = α z M α ( z ) . {\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 α ( z ) {\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, α {\displaystyle \alpha } is connected to Lévy's stability index ( 0 < α ≤ 1 ) {\displaystyle (0<\alpha \leq 1)} .
Its asymptotic expansion of M α ( z ) {\displaystyle M_{\alpha }(z)} for α > 0 {\displaystyle \alpha >0} is M α ( r α ) = A ( α ) r ( α − 1 / 2 ) / ( 1 − α ) e − B ( α ) r 1 / ( 1 − α ) , r → ∞ , {\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 A ( α ) = 1 2 π ( 1 − α ) , {\displaystyle A(\alpha )={\frac {1}{\sqrt {2\pi (1-\alpha )}}},} B ( α ) = 1 − α α . {\displaystyle B(\alpha )={\frac {1-\alpha }{\alpha }}.}
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. https://www.tandfonline.com/doi/abs/10.1080/03610926.2021.1934700?journalCode=lsta20 ↩
Weisstein, Eric W. "Wright Function". From MathWorld--A Wolfram Web Resource. Retrieved 2022-12-03. https://mathworld.wolfram.com/WrightFunction.html ↩
Wright, E. (1933). "On the Coefficients of Power Series Having Exponential Singularities". Journal of the London Mathematical Society. Second Series: 71–79. doi:10.1112/JLMS/S1-8.1.71. S2CID 122652898. /wiki/Doi_(identifier) ↩
Erdelyi, A (1955). The Bateman Project, Volume 3. California Institute of Technology. ↩
Mainardi, Francesco; Mura, Antonio; Pagnini, Gianni (2010-04-17). The M-Wright function in time-fractional diffusion processes: a tutorial survey. arXiv:1004.2950. /wiki/ArXiv_(identifier) ↩