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Fox H-function

The Fox H-function is a versatile special function in mathematics, introduced by Charles Fox in 1961 as a generalization of the Meijer G-function and other hypergeometric functions, defined through a Mellin–Barnes contour integral in the complex plane.^[1] It encompasses a broad class of functions, including Wright generalized hypergeometric functions, MacRobert's E-functions, and Bessel functions, by allowing flexible parameters for poles and residues in the integrand.^[2] This integral representation enables the H-function to model complex behaviors in various fields, distinguishing it from more restricted special functions through its ability to handle non-integer orders and asymmetric pole structures. Formally, the Fox H-function is expressed as

H_{p,q}^{m,n}\left(z \ \middle|\ \begin{matrix} (\alpha_1, A_1)_{1,p} \\ (\beta_1, B_1)_{1,q} \end{matrix} \right) = \frac{1}{2\pi i} \int_C \frac{\prod_{j=1}^m \Gamma(\beta_j + B_j s) \prod_{j=1}^n \Gamma(1 - \alpha_j - A_j s)}{\prod_{j=m+1}^q \Gamma(1 - \beta_j - B_j s) \prod_{j=n+1}^p \Gamma(\alpha_j + A_j s)} z^{-s} \, ds,

where C is a suitable contour separating the poles of the gamma functions in the numerator and denominator, and the parameters \alpha_j, \beta_j > 0 and A_j, B_j > 0 ensure convergence under specific conditions, such as the strip of analyticity determined by \sum_{j=1}^q B_j - \sum_{j=1}^p A_j > 0.^[2] Key properties include Mellin transform representations, convolution theorems, and asymptotic expansions, which facilitate its use in solving integral equations and differential operators.^[3] The H-function has found extensive applications in fractional calculus for modeling anomalous diffusion processes, where it represents solutions to space-fractional Fokker–Planck equations.^[4] In probability and statistics, it describes densities of generalized gamma and beta distributions, aiding in the computation of moments for random variables in stochastic modeling.^[2] Additionally, it appears in theoretical physics for astrophysical simulations and in communication theory for analyzing fading channels, highlighting its role in capturing non-local and memory-dependent phenomena across disciplines.^[5]

Definition

Mellin-Barnes representation

The Fox H-function is fundamentally defined through its Mellin-Barnes integral representation, which provides a contour integral expression in the complex plane involving products of Gamma functions. This representation was introduced by Charles Fox in 1961 as a generalization of the Meijer G-function and other hypergeometric functions, allowing for greater flexibility in the parameters to encompass a broader class of special functions.^[1] The general form of the Fox H-function H_{p,q}^{m,n} \left( z \ \middle|\ \begin{matrix} (a_1, A_1) & \cdots & (a_p, A_p) \\ (b_1, B_1) & \cdots & (b_q, B_q) \end{matrix} \right) is given by

\frac{1}{2\pi i} \int_L \frac{\prod_{j=1}^m \Gamma(b_j + B_j s) \prod_{j=1}^n \Gamma(1 - a_j - A_j s)}{\prod_{j=m+1}^q \Gamma(1 - b_j - B_j s) \prod_{j=n+1}^p \Gamma(a_j + A_j s)} z^{-s} \, ds,

where the contour L is a suitable path in the complex s-plane that separates the poles of the Gamma functions in the numerator from those in the denominator, typically running from -\infty to +\infty with a possible indentation around branch points to ensure the integral converges and defines an analytic function in appropriate regions of z.^[1]^[6] The parameters p and q are non-negative integers denoting the number of upper and lower parameters, respectively, with m and n also non-negative integers satisfying $0 \leq m \leq q and $0 \leq n \leq p, while a_1, \dots, a_p and b_1, \dots, b_q are complex numbers, and A_1, \dots, A_p > 0 as well as B_1, \dots, B_q > 0 are positive real numbers to facilitate convergence.^[1]^[6] This integral representation arises from the inverse Mellin transform applied to a suitable kernel constructed from products of Gamma functions, which generalizes the Mellin-Barnes contours used for classical hypergeometric series by allowing independent scaling factors A_j and B_k in the arguments of the Gamma functions, thereby unifying and extending various hypergeometric functions into a single framework.^[1]^[6]

Notation and parameters

The Fox H-function employs the standardized notation H_{p,q}^{m,n} \left[ z \;\middle|\; \begin{matrix} (a_1, A_1),\ \dots,\ (a_p, A_p) \\ (b_1, B_1),\ \dots,\ (b_q, B_q) \end{matrix} \right], where the integers p and q (with $0 \leq m \leq q, $0 \leq n \leq p) denote the number of parameters in the upper and lower parameter sets, respectively, while m and n specify the number of Gamma function factors in the denominator and numerator products, respectively, that contribute poles to the left of the integration contour in the Mellin-Barnes representation.^[3] This notation encapsulates a general class of Mellin-Barnes integrals, with z \in \mathbb{C} \setminus \{0\} as the argument. The upper parameters (a_j, A_j) for j = 1, \dots, p consist of complex shifts a_j \in \mathbb{C} and positive real scaling factors A_j > 0, which determine the locations and spacings of poles in the associated Gamma functions; similarly, the lower parameters (b_k, B_k) for k = 1, \dots, q feature complex shifts b_k \in \mathbb{C} and positive scalings B_k > 0. A fundamental condition for the existence of a suitable contour is \sum_{k=1}^q B_k > \sum_{j=1}^p A_j.^[6] These scaling factors A_j and B_k allow for unequal steps in the arguments of the Gamma functions, distinguishing the Fox H-function from the more restrictive Meijer G-function, where all scalings are uniformly 1, and enabling representations of a broader range of hypergeometric-type series and integrals. Convergence of the defining Mellin-Barnes integral requires that the contour separates the poles of \prod_{j=1}^m \Gamma(b_j + B_j s) \prod_{j=1}^n \Gamma(1 - a_j - A_j s) (lying to the left) from those of \prod_{k=m+1}^q \Gamma(1 - b_k - B_k s) \prod_{j=n+1}^p \Gamma(a_j + A_j s) (lying to the right), with no overlapping poles to ensure the contour avoids singularities.^[3] For absolute convergence in a sector around the positive real axis, the condition \mu > 0 must hold, where

\mu = \sum_{j=1}^n A_j + \sum_{k=m+1}^q B_k - \sum_{j=n+1}^p A_j - \sum_{k=1}^m B_k,

yielding |\arg z| < \frac{\pi}{2} \mu; if \mu = 0, convergence occurs for $0 < |z| < \delta with \delta determined by the specific parameters and pole positions.^[3] Valid parameter sets are those satisfying the above convergence criteria and pole separation, such as the hypergeometric case where p = n + r, q = m + s, all A_j = B_k = 1, and shifts a_j, b_k chosen to match the parameters of the generalized hypergeometric function {}_{r}s F_{n}, reducing the H-function to a Meijer G-function representation of the hypergeometric series.^[3] Another example is the confluent hypergeometric function, with parameters like p=2, q=1, m=1, n=0, A_1 = 1, A_2 = \gamma, B_1 = 1, and appropriate shifts, ensuring \mu > 0 for the desired sector.^[3]

Properties

Analytic continuation and convergence

The Mellin-Barnes integral defining the Fox H-function converges absolutely in the open sector |\arg z| < \frac{1}{2} \Delta \pi, where \Delta = \sum_{j=1}^q B_j - \sum_{i=1}^p A_i > 0, assuming the contour separates the poles of \Gamma(B_j s + b_j) from those of \Gamma(1 - A_i s - a_i) and the parameters satisfy the necessary regularity conditions to avoid coincident poles. This convergence holds for all z \neq 0 within the sector, with the radius of convergence extending indefinitely under the parameter constraint \Delta > 0. Outside this sector, the integral may diverge, necessitating analytic continuation to define the function globally. Analytic continuation of the H-function is achieved by deforming the original contour L (a vertical line in the complex s-plane) to alternative paths such as Hankel or keyhole contours, which encircle or avoid poles while preserving the integral's value through the residue theorem. For instance, deformation to a Hankel contour captures residues at the poles of the numerator gamma functions, yielding a series representation valid in extended sectors adjoining the primary convergence region. Similarly, keyhole contours handle multi-valued aspects near the branch point at z = 0, allowing continuation across the positive real axis by accounting for the $2\pi i phase shift in \arg z. These deformations require \Delta > 0 and specific bounds on the imaginary parts to ensure the arcs at infinity vanish.^[7] Braaksma's theorem establishes that, under the condition \Delta > 0, the H-function admits a unique analytic continuation to a single-valued meromorphic function on the Riemann surface of the logarithm, with possible branch cuts along the non-negative real axis from z = 0 to \infty. The function is holomorphic in the complex plane except at isolated poles corresponding to residues from the deformed contours and along the branch cut, where discontinuities arise from the multi-valued nature of z^{-s}. This uniqueness follows from the monodromy theorem applied to the Mellin transform inversion, ensuring that continuations from overlapping sectors coincide.^[7] In different sectors of the z-plane, the H-function admits distinct representations: in the primary sector |\arg z| < \frac{1}{2} \Delta \pi, the original Mellin-Barnes form prevails; in adjacent sectors like \frac{1}{2} \Delta \pi < \arg z < \pi, residue sums from leftward deformations provide the continuation; and for |\arg z - 2\pi| < \frac{1}{2} \Delta \pi, rightward deformations yield equivalent expressions. These sector-specific forms overlap on common boundaries, confirming the global meromorphic structure while respecting the parameter-dependent branch cut locations.^[8]

Asymptotic behavior and expansions

The asymptotic behavior of the Fox H-function H_{p,q}^{m,n} \left( z \,\middle|\, \begin{matrix} (a_1, \alpha_1) & \cdots & (a_p, \alpha_p) \\ (b_1, \beta_1) & \cdots & (b_q, \beta_q) \end{matrix} \right) as |z| \to \infty depends on the parameter \Delta = \sum_{j=1}^q \beta_j - \sum_{i=1}^p \alpha_i. For \Delta < 0, the leading asymptotic expansion is algebraic, obtained by deforming the Mellin-Barnes contour to the right and summing residues at the poles of the \Gamma(1 - a_i - \alpha_i s) factors for i = 1, \dots, n, yielding terms of the form h_{i k} z^{(a_i - k - 1)/\alpha_i} where h_{i k} involves ratios of Gamma functions such as h_i = \frac{(-1)^{k} k!}{\alpha_i} \prod_{j=1}^m \Gamma(b_j - \beta_j \frac{a_i - 1}{\alpha_i}) / \prod_{r=1, r \neq i}^n \Gamma(1 - a_r + \alpha_r \frac{a_i - 1}{\alpha_i}).^[9] This residue summation provides a power series in negative powers of z, with the dominant term \sum_{i=1}^n h_i z^{(a_i - 1)/\alpha_i}, valid under conditions where poles are simple and assuming q = m to exclude additional right poles, or |z| > \delta for \Delta = 0.^[9] For cases where \Delta > 0 and n = 0, the expansion includes exponentially small contributions, analyzed via the saddle-point method across sectors bounded by Stokes lines, where the leading term is -d_0 E_n(z e^{-i \delta_0}) + O(z^{-1}) uniformly on \arg z \in (-\mu \pi + \epsilon, \mu \pi - \epsilon), with E_n denoting an exponential integral and d_0 a coefficient from residue evaluation involving Gamma function products.^[7] In transition regions near Stokes lines, where \arg z \approx \delta_r and exponentially subdominant terms become comparable, uniform asymptotics smooth the discontinuities, incorporating Stokes multipliers that adjust the coefficients of the subdominant exponentials, such as C_r E_n(z e^{i \delta_r}) for \arg z \in (\delta_r - \epsilon, \delta_r + \epsilon).^[7] As |z| \to 0, the expansion is a series obtained by deforming the contour to the left and summing residues at poles of the \Gamma(b_j + \beta_j s) factors for j = 1, \dots, m, resulting in H_{p,q}^{m,n}(z) = \sum_{j=1}^m \sum_{l=0}^\infty h^*_{j l} z^{(b_j + l)/\beta_j}, where h^*_{j l} = \frac{(-1)^l l!}{\beta_j} \prod_{r=1}^n \Gamma(a_r + \alpha_r \frac{b_j + l}{\beta_j} - 1) / \prod_{k=1, k \neq j}^m \Gamma(b_k - \beta_k \frac{b_j + l}{\beta_j}), relating to a generalized hypergeometric series under suitable parameter choices.^[9] The leading behavior is \sum_{j=1}^m h^*_j z^{b_j / \beta_j} + O(z^{(b_j + 1)/\beta_j}), convergent for \Delta \geq 0 or $0 < |z| < \delta when \Delta = 0, with simple poles assumed.^[9] For specific parameter sets, such as p = q = 1, m = n = 1, a_1 = 0, \alpha_1 = 1, b_1 = \nu, \beta_1 = 1 (reducing to a modified Bessel function case), the large-|z| expansion exhibits exponential decay \sim \sqrt{\pi / (2z)} e^{-z} modulated by power-law prefactors from Gamma ratios.^[7] In contrast, for \Delta = 0 and parameters yielding power-law behavior, like balanced sums in fractional diffusion models with m = q, n = 0, the small-|z| series shows algebraic growth \sim z^{\rho} where \rho = \min_j (b_j / \beta_j), illustrating tail behaviors in probability densities.^[9] If poles coincide, logarithmic terms appear, such as z^{b_j / \beta_j} [\log z]^{N_j - 1}, enhancing the flexibility for modeling transitional decays.^[9]

Relations to other special functions

Reduction to Meijer G-function

The Fox H-function reduces to the Meijer G-function as a special case when all scaling parameters are equal, specifically when A_j = B_k = C > 0 for j = 1, \dots, p and k = 1, \dots, q. In this scenario, the reduction formula is given by

H_{p,q}^{m,n}\left(z \;\middle|\; (a_j, C)_{1,p}, (b_k, C)_{1,q}\right) = C^{-1} G_{p,q}^{m,n}\left(z^{1/C} \;\middle|\; \frac{a_j}{C}_{1,p}; \frac{b_k}{C}_{1,q}\right).

This identity holds under the standard convergence conditions for both functions, ensuring the contour integral remains valid. The derivation follows from the Mellin-Barnes integral representation of the Fox H-function by performing the substitution s' = C s. This change of variable adjusts the argument of z^{-s} to z^{-s'/C} = (z^{1/C})^{-s'}, while the differential ds = ds'/C introduces the C^{-1} prefactor. The gamma functions in the integrand then simplify such that the parameters a_j and b_k are rescaled by $1/C, preserving the form of the Meijer G-function integral along the deformed contour L', which maintains separation of poles. This reduction highlights the Meijer G-function as a "balanced" subclass of the Fox H-function, where uniform scaling parameters limit the flexibility of the more general Fox H-function in handling disparate pole structures and convergence behaviors across different applications. The equal scaling imposes symmetry in the Mellin transform domain, restricting the Fox H-function's ability to model asymmetric distributions or transforms that require varying A_j and B_k. Representative examples of functions expressible in both forms include the error function and Bessel functions. For instance, the complementary error function \operatorname{erfc}(z) can be represented as a Meijer G-function G_{1,2}^{2,0}(z^2 | 0, 1/2; 0, 0) and, under the reduction with C=1, directly as the corresponding Fox H-function with uniform scaling. Similarly, the modified Bessel function of the first kind I_\nu(z) appears as (z/2)^\nu G_{0,2}^{1,0} ((z/2)^2 | -; \nu/2, (\nu+1)/2 ), which aligns with a Fox H-function case when all scalings are equal. These shared representations demonstrate the Meijer G-function's role in simplifying computations for classical special functions within the Fox H-framework.

Connection to Fox-Wright function

The Fox H-function establishes a direct connection to the Fox-Wright function through its series expansion, particularly when the parameters permit reduction to a power series form valid for small arguments. For specific choices of parameters, such as when the scaling factors A_i and B_j are positive real numbers allowing convergence of the series (often with integer or commensurate steps to align poles at integer locations), the Mellin-Barnes integral of the H-function evaluates to the series representation of the {}_p \Psi_q Fox-Wright function. This reduction occurs by closing the contour in the Mellin-Barnes representation to the left, where the residues at the poles s = -k (for k = 0, 1, 2, \dots) from the factor \Gamma(-s) (incorporated via additional parameters) yield terms involving products of shifted Gamma functions, resulting in the Fox-Wright series \sum_{k=0}^\infty \frac{\prod_{i=1}^p \Gamma(a_i + A_i k)}{\prod_{j=1}^q \Gamma(b_j + B_j k)} \frac{z^k}{k!}. ^[10] The integral representation provides another link, expressing the Fox-Wright function as a special case of the H-function where the poles in the integrand are configured to include \Gamma(-s) without coalescence in the general sense, but aligned to produce the desired series upon residue calculation. Specifically, the Fox-Wright function {}_p \Psi_q \left( z \;\middle|\; \begin{array}{c} (a_i, A_i)_{1,p} \\ (b_j, B_j)_{1,q} \end{array} \right) corresponds to the H-function H_{p+1,q+1}^{1,p} \left( z \;\middle|\; \begin{array}{c} (a_i, A_i)_{1,p}, (1,1) \\ (b_j, B_j)_{1,q}, (0,1) \end{array} \right) (up to sign and parameter adjustments in standard conventions), where the additional parameters account for the \Gamma(-s) factor. This equivalence holds under conditions ensuring the contour separates the poles appropriately, with convergence for |z| within the radius determined by the parameter differences \sum A_i - \sum B_j > 0.^[10] A key distinction lies in their scopes: the H-function's contour integral accommodates arbitrary positive scaling parameters A_i > 0, B_j > 0 (including non-integer values) for analytic continuation across the complex plane, while the Fox-Wright function relies on its series form, which converges only within a limited disk (typically scaled to |z| < 1) and requires asymptotic methods for extension. This makes the H-function more versatile for global representations, whereas the Wright series excels in local expansions near the origin.^[10]^[11] The Mittag-Leffler function serves as an illustrative special case of this connection, expressed as the one-parameter form E_\alpha(z) = {}_1 \Psi_0 \left( z \;\middle|\; \begin{array}{c} (1, \alpha) \\ - \end{array} \right) = \sum_{k=0}^\infty \frac{z^k}{\Gamma(\alpha k + 1)}, which aligns with the H-function H_{1,2}^{1,1} \left( -z \;\middle|\; \begin{array}{c} (0, 1) \\ (0, 1), (0, \alpha) \end{array} \right) under parameter matching, highlighting the unified framework for fractional calculus applications.^[10]

Representation of Lambert W-function

The Lambert W-function, defined as the multivalued inverse of f(w) = w e^w, admits a representation as a limiting case of the Fox H-function, facilitating its analysis through the latter's contour integral framework.^[12] A specific form for the inverse of the Lambert W-function on the -1 branch is given by

W^{-1}(-\alpha \nu) = \lim_{\beta \to \alpha} \left[ -\frac{\alpha^2 \nu}{ \beta} \left( (\alpha - \beta) \nu \right)^{-\alpha / \beta} \, {}_1H_{1,1}^{1,2} \left( -(\alpha - \beta) \nu \left( \frac{\alpha}{\beta} - 1 \right) \;\middle|\; \begin{array}{c} (\beta + \alpha / \beta, \alpha / \beta) \\ (0,1),\; (\alpha / \beta, (\alpha - \beta)/\beta) \end{array} \right) \right],

valid for |\nu| < 1/(e |\alpha|), where \alpha > 0 and the limit is taken with appropriate conditions on \beta. An alternative expression holds under different convergence conditions for \nu. This limiting process arises from solving a trinomial equation using Lagrange's inversion theorem and specializing the parameters in the H-function definition.^[12] The derivation relies on the Mellin-Barnes integral representation of the Fox H-function, where contour deformation captures the principal branch of the Lambert W-function by encircling the relevant poles and residues corresponding to the solution of w e^w = z. For the principal branch W_0(z), the contour is chosen to separate the singularities appropriately, ensuring convergence in the region |z| \geq -1/e.^[12] Extensions to multi-branch representations of the Lambert W-function are achieved by selecting distinct Mellin-Barnes contours that isolate different sets of poles, thereby accessing branches such as W_k(z) for integer k \neq 0. This approach leverages the flexibility of the H-function's contour to handle the multivalued nature of the Lambert W-function across the complex plane.^[12] This H-function representation is particularly advantageous for asymptotic analysis and series expansions of the Lambert W-function, as the well-established properties of the H-function—such as its asymptotic behavior near infinity and reduction to hypergeometric series—directly apply, enabling precise approximations without direct inversion of the defining transcendental equation.^[12]

Applications

In integral transforms and convolutions

The Mellin transform provides a fundamental tool for analyzing the Fox H-function, yielding a closed-form expression as a ratio of products of Gamma functions. Specifically, for the Fox H-function H_{p,q}^{m,n} \left( t \;\middle|\; \begin{matrix} (\alpha_j, A_j)_{1,p} \\ (\beta_j, B_j)_{1,q} \end{matrix} \right), its Mellin transform is given by

\int_0^\infty t^{s-1} H_{p,q}^{m,n} \left( t \;\middle|\; \begin{matrix} (\alpha_j, A_j)_{1,p} \\ (\beta_j, B_j)_{1,q} \end{matrix} \right) \, dt = \frac{ \prod_{j=1}^m \Gamma(\beta_j + B_j s) \prod_{j=1}^n \Gamma(1 - \alpha_j - A_j s) }{ \prod_{j=m+1}^q \Gamma(1 - \beta_j - B_j s) \prod_{j=n+1}^p \Gamma(\alpha_j + A_j s) },

valid under the conditions $0 \leq n \leq p, $0 \leq m \leq q, A_j > 0, B_j > 0, and the strip of convergence \min_{1 \leq j \leq m} \frac{\Re(\beta_j)}{B_j} < \Re(s) < \min_{1 \leq j \leq n} \frac{1 - \Re(\alpha_j)}{A_j} when the function is positive on (0, \infty). This expression arises directly from the Mellin-Barnes integral representation of the H-function, facilitating evaluations of integrals involving H-functions in transform domains.^[13] A key consequence in convolutions is the Mellin convolution theorem, which states that the Mellin transform of the convolution of two functions equals the product of their individual Mellin transforms. For two Fox H-functions whose Mellin transforms are ratios of Gamma products, the product corresponds to the Mellin transform of another H-function obtained by combining parameters—specifically, adding the poles and residues in the Gamma factors. Thus, the Mellin convolution (f \ast g)(x) = \int_0^\infty f(t) g(x/t) \frac{dt}{t} of two such H-functions yields a third H-function with extended index sets p' = p_1 + p_2, q' = q_1 + q_2, and appropriately summed parameters (\alpha_j', A_j'), (\beta_j', B_j'). This property enables the representation of solutions to convolution-type integral equations where kernels involve products of H-functions.^[14] In fractional calculus, the Fox H-function serves as a kernel for various fractional integral operators, particularly those generalizing the Riesz and Caputo derivatives. The fundamental solution of the space-fractional diffusion equation with Riesz-Feller derivative of order \alpha (with $0 < \alpha \leq 2 and skewness \theta) can be expressed using an H-function, such as H_{1,2}^{2,0}, which captures anomalous diffusion behaviors in space-fractional equations.^[15] Similarly, the Caputo time-fractional derivative of order \beta (with $0 < \beta < 1) appears in solutions to time-fractional diffusion equations, where the kernel is an H-function of Wright type, H_{1,2}^{1,1} (t^{-\beta} | (1-\beta, \beta), (0,1); (0, \beta)), facilitating the subordination of standard diffusion processes.^[15] These representations allow H-functions to model non-local integral operators in physical systems like anomalous transport. Inversion formulas for integral transforms often yield Fox H-functions as explicit solutions to fractional equations. For instance, in the space-time fractional diffusion equation, the Fourier-Laplace transform leads to a kernel whose inverse is the H-function H_{2,2}^{1,1} (|x| / \sqrt{t} | ...), providing the fundamental solution via residue calculus or series expansions.^[15] A representative example arises in the fractional bioheat equation with Caputo time derivative of order \alpha \in (0,1]: applying the Fourier-Laplace transform and inverting yields a solution involving H_{1,2}^{1,1} (t | (1-\alpha, \alpha), (0,1); (0, \alpha)), which simplifies to Mittag-Leffler functions in special cases.^[16] For the space-fractional variant with Riesz-Feller derivative of order \beta \in (1,2], the inverse Fourier transform of the transformed solution directly gives an H-function expression, such as H_{0,2}^{2,0} (|x|^\beta | (-\beta/2, \beta/2), (i \theta \beta / (2\pi), \beta/2)), highlighting the H-function's role in recovering spatial profiles.^[16] These inversions underscore the H-function's utility in obtaining closed-form solutions for transform-based methods in fractional dynamics.

In probability distributions and statistics

The Fox H-function serves as the probability density function (pdf) for the so-called Fox's H-distribution, which provides a unified framework for a wide class of univariate positive random variables. The pdf is typically expressed in the form f(x) = K H_{p,q}^{m,n} \left( \omega x^{\gamma} \;\middle|\; \begin{array}{c} (a_i, A_i)_{i=1}^p \\ (b_j, B_j)_{j=1}^q \end{array} \right), where K > 0 is a normalizing constant ensuring \int_0^\infty f(x) \, dx = 1, and the parameters satisfy conditions for absolute convergence, such as \sum_{j=1}^q B_j > \sum_{i=1}^p A_i > 0. This form generalizes several classical distributions; for instance, by appropriate choices of parameters, it reduces to the gamma distribution when p=1, q=1, m=1, n=0, A_1=1, B_1=1, the Weibull distribution for p=1, q=2, m=1, n=1, and the exponential distribution as a special case of the gamma.^[17] Moment calculations for the H-distribution leverage the Mellin transform, which directly yields the raw moments as E[X^r] = \mathcal{M}\{f\}(r+1) under convergence conditions like \min_{1 \leq j \leq m} \frac{\Re(\beta_j)}{B_j} - 1 < r < \min_{1 \leq j \leq n} \frac{\Re(1 - \alpha_j)}{A_j} - 1. This expression arises because the Mellin transform of the H-function is a ratio of products of gamma functions, allowing explicit computation of moments for random variables in stochastic modeling. These moments facilitate the study of higher-order statistics and cumulants, enabling the derivation of variance, skewness, and kurtosis for generalized models that capture heavy tails or asymmetry beyond standard distributions. For classical cases, the H-function reduces to the Meijer G-function, recovering moments of the gamma or Weibull directly.^[17]^[18] In stochastic processes, the H-distribution models waiting times and increments in anomalous diffusion phenomena, such as Lévy flights, where the pdf's flexibility accommodates power-law tails for superdiffusive behavior. For example, the propagator in fractional quantum mechanics involving Lévy flights is expressed via the H-function, linking it to non-Gaussian path integrals that generalize Brownian motion. Similarly, in fractional diffusion equations, H-functions describe the density evolution for subordinated processes akin to fractional Brownian motion, capturing long-range dependence through parameter choices that yield Mittag-Leffler tails. These applications highlight the H-function's role in simulating and analyzing irregular paths in physics and finance.^[19]^[20]^[18] For robust statistics, the H-generalized error distribution extends the generalized error distribution (also known as the exponential power distribution) by incorporating H-function forms to model heavy-tailed errors in regression and multivariate analysis. This generalization enhances robustness against outliers, as the pdf allows tunable tail heaviness via parameters A_i and B_j, outperforming normal or t-distributions in contaminated data scenarios. Seminal work demonstrates its use in likelihood-based inference, where moments inform maximum likelihood estimators for non-normal residuals in econometric models.^[17]^[21]

History and development

Introduction by Charles Fox

The Fox H-function was introduced by Charles Fox in his 1961 paper published in the Transactions of the American Mathematical Society.^[22] This work built upon earlier developments in contour integrals, particularly the Mellin-Barnes type integrals pioneered by Ernesto Pincherle in 1888, Ernest William Barnes in 1908, and Hjalmar Mellin in 1910, which provided a foundation for representing special functions through complex analysis.^[17] Fox's primary motivation was to generalize Cornelis Simon Meijer's G-function, introduced in 1936, which was limited by assuming unit steps in the arguments of the Gamma functions within its integral representation.^[17] The Meijer G-function excelled in unifying many hypergeometric functions but struggled with cases involving unequal or non-unit steps in the Gamma factors, restricting its applicability to certain hypergeometric integrals.^[22] By extending this framework, Fox aimed to encompass a wider array of special functions, such as the Boersma function, Mittag-Leffler function, and Wright's generalized Bessel function, that could not be adequately captured by the G-function alone.^[17] The key innovation in Fox's approach was the incorporation of arbitrary positive parameters A_j and B_k into the Mellin-Barnes representation, allowing for flexible scaling of the Gamma function arguments to accommodate non-unit steps.^[22] This modification enabled the H-function to serve as a more versatile symmetrical Fourier kernel, facilitating compact expressions for a broad class of integral transforms.^[17] Initially, Fox applied the H-function to derive solutions for certain differential equations arising in physics, demonstrating its utility in modeling physical phenomena through these generalized integral representations.^[22]

Extensions by Saxena and Mathai

In the 1960s and 1970s, R.K. Saxena extended the Fox H-function through studies of definite integrals and solutions to integral equations, particularly focusing on multiple integrals that incorporated the H-function to represent solutions in applied mathematics and physics.^[23] His work included formal solutions to dual and triple integral equations involving the H-function, enabling broader applications in transform theory and boundary value problems.^[24] These contributions laid groundwork for multivariate generalizations by demonstrating the H-function's utility in handling products and convolutions of special functions. Collaborating with A.M. Mathai in the 1970s and 1980s, Saxena advanced the H-function's role in statistics through their seminal 1978 book, which explored H-distributions as flexible models for random variables, encompassing classical distributions like gamma and beta as special cases.^[25] Their joint efforts emphasized pathway models, where the H-function parameterized density functions along "pathways" in parameter space, facilitating generalizations of quadratic forms and bilinear forms in multivariate analysis.^[26] These models linked to fractional calculus by incorporating non-integer order integrals, allowing representations of fractional diffusion processes and reaction-diffusion equations via H-function kernels.^[3] Subsequent extensions in the 1980s and beyond introduced N-fold H-functions, or multivariable H-functions of matrix argument, to address higher-dimensional problems in statistics and stochastic processes, as detailed in Mathai and Saxena's later works.^[27] These generalizations enabled compact representations of joint densities in multiple variables, extending univariate H-function properties to matrices and tensors for applications in nonextensive statistical mechanics. Computational algorithms for evaluating these functions emerged, including series expansions and contour integral approximations, which facilitated numerical implementation.^[28] The impact of these extensions is evident in their integration into mathematical software, such as Mathematica's built-in FoxH function introduced in version 12.3 (2021), which supports symbolic manipulation and high-precision numerical evaluation of both univariate and generalized multivariable forms.^[29] This computational accessibility has broadened the H-function's adoption in fields like astrophysics and signal processing, where pathway-based H-distributions model complex phenomena.^[30] As of 2025, ongoing developments include applications in gravitational lensing models and generalizations such as the Fox-Barnes I-function, further expanding its utility in theoretical physics and beyond.^[31]^[32]

References

[1]
The G and H Functions as Symmetrical Fourier Kernels - jstor
The rest of the contents of this paper are briefly as follows. I shall first establish the reciprocities (1), (2) with G(x) of (7) as the symmetrical Fourier.Missing: original | Show results with:original
[2]
[PDF] arXiv:2502.10483v1 [math.CV] 14 Feb 2025
Feb 14, 2025 · The Fox H-function is a special function which is defined via the Mellin-Barnes integrals and produces, as particular cases, Wright generalized ...
[3]
The H-Function: Theory and Applications - SpringerLink
$$84.99 In stockTheH-function or popularly known in the literature as Fox'sH-function has recently found applications in a large variety of problems connected with reaction, ...
[4]
Fox H functions in fractional diffusion - ScienceDirect.com
The H functions, introduced by Fox in 1961, are special functions of a very general nature, which allow one to treat several phenomena including anomalous ...
[5]
[PDF] Fox-H densities and completely monotone generalized Wright ...
Dec 3, 2024 · We recall the definition of the generalized Wright functions, i.e. mΨp(·), (a sub- class of Fox-H functions also known as Fox-Wright functions) ...
[6]
https://doi.org/10.1007/978-1-4419-0916-9
[7]
[PDF] Asymptotic expansions and analytic continuations for a class of ...
This paper derives asymptotic expansions and analytic continuations for a class of Barnes-integrals, which are integrals corresponding to Barnes-contours.
[8]
[PDF] A note on Fox's H function in the light of Braaksma's results - arXiv
Apr 24, 2019 · Fox's H function is a very general function defined by the Mellin-Barnes integral (1) below. It was introduced by Fox [4] in the context of ...
[9]
[PDF] arXiv:math/9803163v1 [math.CA] 4 Mar 1998
a) If j01 < j02, then the asymptotic expansion of the H-function has the form: Hm,n p,q (z) = h∗ j01 zbj01 /βj01 + o zbj01 /βj01. (z → 0),. (4.11) where h∗.<|control11|><|separator|>
[10]
https://doi.org/10.1007/978-1-4419-9916-9
[11]
New integral representations for the Fox–Wright functions and its ...
The H-function was introduced by Fox in [11] as a generalized hypergeometric function defined by an integral representation in terms of the Mellin–Barnes ...
[12]
https://doi.org/10.3390/stats5040072
[13]
[2502.10483] A class of positive Fox H-functions - arXiv
Feb 14, 2025 · Abstract:The Fox H-function is a special function which is defined via the Mellin-Barnes integrals and produces, as particular cases, ...
[14]
Mellin convolutions and H -function transformations
- **Source**: Rocky Mountain J. Math. 6(2): 331-344 (Spring 1976), DOI: 10.1216/RMJ-1976-6-2-331
[15]
https://doi.org/10.1016/j.cam.2004.08.006
[16]
https://doi.org/10.1186/s40064-016-1743-2
[17]
[PDF] The H-function With Applications In Statistics And Other Disciplines
Apr 5, 2024 · This book deals with /f-functions, known in the literature as generalized. Mellin-Barnes functions or generalized G-functions or Fox's //- ...
[18]
Fox H functions in fractional diffusion - ScienceDirect.com
Fox H functions are special functions used to treat anomalous diffusion, including fractional diffusion, and are related to Mellin-Barnes integrals.Missing: original | Show results with:original
[19]
Fractional quantum mechanics and Lévy path integrals - ScienceDirect
The Lévy stochastic process is the natural generalization of the Brownian motion. ... fractional quantum-mechanical propagator using the Fox's H-function.
[20]
[PDF] Lévy Statistics and Anomalous Transport: Lévy flights and Subdiffusion
Jun 25, 2007 · The stochastic motion of a Brownian particle of mass m is described by the Langevin ... Fox' H-function (17). In the. Laplace domain, the kernel ...
[21]
On the characteristic function the generalized normal distribution ...
... Fox H function (FHF) [14]. From the CF of one ... Fox H function. The ... Generalized Error Distribution to refer to the Exponential Power Distribution.
[22]
https://www.ams.org/journals/tran/1961-098-03/S0002-9947-1961-0120652-8/
[23]
[PDF] A formal solution of certain dual integral equations involving H ...
A formal solution of certain dual integral equations involving H-functions · R. Saxena · Published in Mathematical Proceedings of… 1 January 1967 · Mathematics ...
[24]
[PDF] The H-Function and Probability Density Functions of Certain ... - DTIC
history. The H- function is a ellin-Barnes integral first introduced in 1961 by Charles Fox (10) as a syometric Fourier kernel to the. Heijer G- function ...
[25]
The H-function with Applications in Statistics and Other Disciplines
A. M. Mathai, Rajendra Kumar Saxena. Wiley, 1978 - Mathematics - 192 pages. From inside the book. Contents. HFUNCTION. 1. GENERALIZED HFUNCTION AND INTEGRALS OF ...
[26]
(PDF) The H-function: Theory and Applications - ResearchGate
The book sets forth the definitions, contours, existence conditions, and particular cases for the H-function, then explores the properties and relationships.
[27]
(PDF) The Multivariable H-Function and the General Class of ...
Mar 30, 2020 · The multivariable H-function is defined and studied by Srivastava & Panda [12, p. 271, Eqn. (4.1)] in term of a multiple Mellin-Bernes type contour integral.Missing: fold | Show results with:fold
[28]
EXPANSION THEOREM FOR THE MULTIVARIABLE H-FUNCTION
Abstract The object of this paper is to establish expansion theorem for the multivariable H-function. The expansion theorem known so far and includes a large ...
[29]
FoxH: Fox H-function—Wolfram Documentation
Mathematical function, suitable for both symbolic and numerical manipulation. FoxH generalizes the MeijerG function and is defined by the Mellin–Barnes integral ...
[30]
Fox's H-Functions: A Gentle Introduction to Astrophysical ... - MDPI
Aug 6, 2024 · Following the definition of Meijer's G-function, in 1961, Charles Fox [2] defined a new function involving the Mellin–Barnes integrals covering ...