We look at the following hypergeometric series:

F(a, b, c; u) = 1 + \frac{a \cdot b}{1 \cdot c} \frac{u}{1!} + \frac{a(a+1)b(b+1)}{c(c+1)0} \frac{u^2}{2!} + ...

\equiv \sum_{n=0}^{\infty} \frac{(a)_n (b)_n}{(c)_n} \frac{z^n}{n!} (*)

where (a)_n = a(a+1) ... (a+n-1) ((b)_n, and (c)_n are defined similarly) and a, b, c \in \mathbb{C}.

We now find the integral representation of this series.

Key: (a)_n = \frac{\Gamma(a+n)}{\Gamma(a)}, (b)_n = \frac{\Gamma(b+n)}{\Gamma(b)}, and (c)_n = \frac{\Gamma(c+n)}{\Gamma(c)}.

It follows that (*) becomes:

\sum_{n=0}^{\infty} \frac{\Gamma(a+n) \Gamma(b+n) \Gamma(c)}{\Gamma(a) \Gamma(b) \Gamma(c+n)} \frac{z^n}{n!} (**).

Note: the Beta function is defined as

B(x, y) = \int_0^1 t^{x-1} (1-t)^{y-1} dt = \frac{\Gamma(x) \Gamma(y)}{\Gamma(x+y)}.

Thus, we have:

(**) = \frac{\Gamma(c)}{\Gamma(a) \Gamma(b)} \Sigma_{n=0}^{\infty} \frac{\Gamma(a+n) z^n}{n!} \frac{\Gamma(b+n)}{\Gamma(c+n)}

= \frac{\Gamma(c)}{\Gamma(a) \Gamma(b) \Gamma(c-b)} \Sigma_{n=0}^{\infty} \frac{\Gamma(a+n) z^n}{n!} \int_0^1 t^{b+n-1} (1-t)^{c-b-1}dt

Here, without considering much about convergence, we move the infinite sum into the integral:

= \frac{\Gamma(c)}{\Gamma(a) \Gamma(b) \Gamma(c-b)} \int_0^1 t^{b-1} (1-t)^{c-b-1} [\Sigma_{n=0}^{\infty} \frac{\Gamma(a+n)}{n!}(zt)^n] dt

But notice:

\Sigma_{n=0}^{\infty} \frac{\Gamma(a+n)}{n!}(zt)^n = \Gamma(a) \Sigma_{n=0}^{\infty} \frac{(a)_n}{n!}(zt)^n = \Gamma(a) (1-zt)^{-a}

we use the generalized binomial series.

Hence, we obtain:

F(a, b, c; u) = \frac{\Gamma(c)}{\Gamma(a) \Gamma(b) \Gamma(c-b)} \int_0^1 t^{b-1} (1-t)^{c-b-1} [\Gamma(a) (1-zt)^{-a}]dt

= \frac{\Gamma(c)}{\Gamma(b) \Gamma(c-b)} \int_0^1 t^{b-1} (1-t)^{c-b-1} (1-zt)^{-a} dt

which gives us an integral representation of our series.

Part 2: the corresponding differential equation

Notice that for fixed a, b, c:

F'(u) = \frac{a \cdot b}{c \cdot 0!} + \frac{a(a+1)b(b+1)}{c(c+1)} \frac{u}{1!} + ...

F''(u) = \frac{a(a+1)b(b+1)}{c(c+1)} + \frac{a(a+1)(a+2)b(b+1)(b+2)}{c(c+1)(c+2)} \frac{u}{1!} + ...!

and so it is not difficult to check that:

u(1-u)F'' + (c-(a+b+1)u)F' - abF = 0 (*)

i.e. the hypergeometric series is a solution to the above second-order differential equation.

We can rewrite this equation as:

F'' + \frac{c-(a+b+1)u}{u(1-u)}F' - \frac{ab}{u(1-u)}F = 0 (**)

Interesting Question: what is the other independent solution corresponding to (**)?

In the appendix of Klein’s The Icosahedron, it is mentioned that the more general hypergeometric differential equation is:

z'' + \frac{(\alpha + \alpha' - 1) + (\beta + \beta' + 1)u}{u(u-1)} z' + \frac{\alpha \alpha' - (\alpha \alpha' + \beta \beta' - \gamma \gamma')u + \beta \beta' u^2}{u^2 (u-1)^2} z = 0

where \alpha' = 1 - c + \gamma, \gamma' = c - a - b + \gamma, \beta = a - \alpha - \gamma, \beta' = b - \alpha - \gamma

and one corresponding solution (known as the hypergeometric functions):

u^{\alpha}(1-u)^{\gamma}F(a,b,c;u)

where \alpha, \gamma \in \mathbb{C}.

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