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) α in terms of the
Equation ( 4.45 ) is made usable by interpreting the operator
(
1
B
binomial theorem when the power-law index is an integer,
1
2
1
3
) α =
B 2
B 3
(
1
B
1
α
B
! α(
1
α)
! α(
1
α)(
2
α)
−···
n
n
=
(
B
)
,
(4.46)
n =
0
where, of course, this procedure is defined only when operating on an appropriate
function. The binomial coefficient for a positive integer
α
is formally given by
n
+
1
)
=
) ,
(4.47)
(
n
+
1
)(α +
1
n
where
denotes a gamma function. Note that for negative integers the gamma
function has poles so that the binomial coefficient is zero if n
( · )
in ( 4.46 ) and
α
is integer-valued. In the case of arbitrary complex
α
and
β
with the restriction
α =−
1
,
2
,...,
we can write
α
β
+
1
)
sin
[ α)π ]
π
+
)(β α)
+
1
=
β) =
,
(4.48)
+
)(α +
)
1
1
1
which is readily established using the Euler integral of the second kind
x z 1 e x dx
(
z
) =
;
Re z
>
0.
(4.49)
0
Using this extension to the complex domain for the gamma function, the formal expres-
sion ( 4.46 ) is equally valid; however, the series no longer cuts off for n
and is an
infinite series for non-integer values of the power-law index.
The fractional difference equation has the formal solution
) α ξ j ,
Q n + 1 = (
1
B
(4.50)
where we define the inverse operator
0 θ k B k
Q j + 1 =
ξ j
=
0 θ k ξ j k .
(4.51)
k
=
k
=
Here we see that the solution to the fractional difference equation at time j
1is
determined by random fluctuations that extend infinitely far back into the past with the
strength of that influence being determined by the functional dependence of the coeffi-
cients
+
θ k on k . These coefficients are determined from the convergent expansion of the
function
) α for
θ(
z
) = (
1
z
| α | <
1
/
2,
n
) α =
n
(
1
z
(
z
)
,
(4.52)
n
=
0
and using some identities among gamma functions,
n
n
(
1
α)
) = (
1
)
+
n
)
=
)(α) ,
(
n
+
1
)(
1
α
n
(
n
+
1
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