As a generalization of the Gamma function defined for a single complex variable, a new special function called a generalized Gamma function, defined for two complex variables and a positive integer, is introduced, and several important analytical properties are investigated in detail, which include regularity, asymptotic expansions and analytic continuations. Furthermore, as a function closely related to a generalized Gamma function, a generalized incomplete Gamma function, which is a generalization of the incomplete Gamma function, is also introduced, and some fundamental properties are investigated briefly.
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Kazuya Kobayashi (1991) studied this question.
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