ARTICLE IN PRESS

Advances in Mathematics 189 (2004) 247–267

http://www.elsevier.com/locate/aim

The modular properties and the integral

representations of the multiple elliptic
gamma functions
Atsushi Narukawa1
Department of Mathematics, School of Science and Engineering, Waseda University, Tokyo 169-8555, Japan
Received 6 June 2003; accepted 26 November 2003

Communicated by P. Etingof

Abstract

We show the modular properties of the multiple ‘‘elliptic’’ gamma functions, which are an
extension of those of the theta function and the elliptic gamma function. The modular
property of the theta function is known as Jacobi’s transformation, and that of the elliptic
gamma function was provided by Felder and Varchenko. In this paper, we deal with the
multiple sine functions, since the modular properties of the multiple elliptic gamma functions
result from the equivalence between two ways to represent the multiple sine functions as
infinite products.
We also derive integral representations of the multiple sine functions and the multiple
elliptic gamma functions. We introduce correspondences between the multiple elliptic gamma
functions and the multiple sine functions.
r 2003 Elsevier Inc. All rights reserved.

MSC: 33B15; 33D05; 33E30; 11F03

Keywords: Modular property; Multiple elliptic gamma function; Multiple sine function; q-Shifted
factorial; Generalized q-polylogarithm

E-mail address: narukawa@ruri.waseda.jp.

1
The author recently transferred to The Dai-ichi Mutual Life Insurance Company, Tokyo 100-8411,
Japan.

0001-8708/$ - see front matter r 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.aim.2003.11.009
 ARTICLE IN PRESS
248 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

1. Introduction

The theta function y0 ðz; tÞ and the elliptic gamma function Gðz; t; sÞ are defined by
infinite products
Y
N
y0 ðz; tÞ ¼ ð1  e2piðð jþ1ÞtzÞ Þð1  e2pið jtþzÞ Þ;
j¼0
YN
1  e2piðð jþ1Þtþðkþ1ÞszÞ
Gðz; t; sÞ ¼ ;
j;k¼0
1  e2pið jtþksþzÞ

then Gðz; t; sÞ satisfies the difference equation Gðz þ t; t; sÞ ¼ y0 ðz; sÞGðz; t; sÞ:
The elliptic gamma function was originally constructed by Ruijsenaars [10] as a
unique solution of difference equations which include the theta function as above.
After his work, Felder and Varchenko [3] derived the ‘‘modular property’’ of this
function,
   
z t 1 piQðz;t;sÞ zs s 1
G ; ; ¼e G ;  ;  Gðz; t; sÞ; ð1Þ
s s s t t t

where

z3 t þ s  1 2 t2 þ s2 þ 1 þ 3ts  3t  3s
Qðz; t; sÞ ¼  z þ z
3ts 2ts 6ts
ðt þ s  1Þðts  t  sÞ
 :
12ts
This formula is an extension of Jacobi’s transformation, in which the group
SLð2; ZÞrZ2 acts on the parameter of the theta function. Felder and Varchenko
deduced (1) from the modular properties of y0 ðz; tÞ and the special value of Gðz; t; sÞ:
They also gave a cohomological interpretation to this formula with SLð3; ZÞrZ3 :
On the other hand, Nishizawa [9] constructed a hierarchy of meromorphic
functions which includes the theta function and the elliptic gamma function. He
called these new functions the multiple elliptic gamma functions Gr ðz j t0 ; y; tr Þ;
which are considered as an elliptic analogue of the multiple gamma functions. They
are defined by certain infinite products called q-shifted factorials ðx; qÞðrÞ N : They
satisfy functional relations, such as %

Gr ðz þ tj j t0 ; y; tr Þ ¼ Gr1 ðz j t0 ; y; t$ j ; y; tr ÞGr ðz j t0 ; y; tr Þ:

Conversely he characterized these functions with above relations and initial values.
Our main purpose of this paper is to derive the modular properties of the multiple
elliptic gamma functions Gr ðz j t0 ; y; tr Þ while we discuss the properties of the
multiple sine functions Sr ðz j o1 ; y; or Þ and the multiple Bernoulli polynomials
Br;n ðz j o1 ; y; or Þ: The hierarchy of the multiple sine functions is defined by Barnes’
multiple gamma functions. Those have been studied by Shintani [12], Kurokawa
 ARTICLE IN PRESS
A. Narukawa / Advances in Mathematics 189 (2004) 247–267 249

[7,8]. The multiple Bernoulli polynomials are attached to the multiple zeta functions
and the multiple gamma functions as in [1,11].
We introduce integral representations and infinite product representations of the
multiple sine functions. Then it is shown that there are two ways to represent them as
an infinite product. From the equivalence between them, the modular properties of
Gr ðz j t0 ; y; tr Þ are obtained. For example, (1) is derived from the two representa-
tions of S3 ðz j o1 ; o2 ; o3 Þ; namely

S3 ðz j o1 ; o2 ; o3 Þ
 
pi
¼ exp  B33 ðz j o1 ; o2 ; o3 Þ
6
YN
ð1  e2piðz=o1 ð jþ1Þo2 =o1 ðkþ1Þo3 =o1 Þ Þð1  e2piðz=o3 þjo1 =o3 þko2 =o3 Þ Þ

j;k¼0
1  e2piðz=o2 þjo1 =o2 ðkþ1Þo3 =o2 Þ
 
pi
¼ exp þ B33 ðz j o1 ; o2 ; o3 Þ
6
YN
ð1  e2piðz=o1 jo2 =o1 ko3 =o1 Þ Þð1  e2piðz=o3 þð jþ1Þo1 =o3 þðkþ1Þo2 =o3 Þ Þ
 :
j;k¼0
1  e2piðz=o2 þð jþ1Þo1 =o2 ko3 =o2 Þ

Substituting o1 ¼ t; o2 ¼ s; o3 ¼ 1; we have (1) and the fact

Qðz; t; sÞ ¼  13 B33 ðz j t; s; 1Þ:

In general, we use q-shifted factorials ðx; qÞðrÞ N to describe Gr ðz j t0 ; y; tr Þ and

% exponential of the generalized q-
Sr ðz j o1 ; y; or Þ: The q-shifted factorial is the
polylogarithm. The general result which we prove is the following theorem.
o
Theorem. If rX2; Im okj a0; then the multiple elliptic gamma function satisfies the
identity
    
Y
r
z  o1 $k
o or 2pi
Gr2 ; y; ; y; ¼ exp  B ðz j oÞ :
ok  ok
rr
k¼1
ok ok r! %

The remaining part of this paper is devoted to investigate the integral

representations of Gr ðz j t0 ; y; tr Þ: We recall the results in [3,9] again, and regard
Gr ðz j t0 ; y; tr Þ as infinite products of Srþ1 ðz j o1 ; y; orþ1 Þ:
The paper is organized as follows: In Sections 2 and 3, we review the definition and
the properties of Nishizawa’s multiple elliptic gamma functions and those of the
multiple Bernoulli polynomials. Then in Section 4, we introduce the integral
representations and the infinite product representations of the multiple sine
functions. In Section 5, we prove the modular properties of the multiple elliptic
gamma functions. In Section 6, we introduce the integral representations of the
 ARTICLE IN PRESS
250 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

multiple elliptic gamma functions, and these integrals show that the multiple elliptic
gamma functions are described as infinite products of the multiple sine functions.

2. The multiple elliptic gamma functions Gr ðz j sÞ

%
In this section, we review the multiple elliptic gamma functions Gr ðz j tÞ according
to Nishizawa [9]. %
2piz 2pitj
Let x ¼ e ; qj ¼ e for zAC and tj AC  R ð0pjprÞ; and

q ¼ ðq0 ; y y; qr Þ;
%
q ð jÞ ¼ ðq0 ; y; q̌j ; y; qr Þ;
%
q½ j ¼ ðq0 ; y; q1
j ; y; qr Þ;
%
q1 ¼ ðq10 ;y y; q1
r Þ;
%
where q̌j means the excluding of qj : When Im tj 40 for all j; define the q-shifted
factorial

YN
ðx; qÞðrÞ
N ¼ ð1  xqj00 ?qjrr Þ:
% j0 ;y; jr ¼0

This infinite product converges absolutely when jqj jo1: Thus this function is a
holomorphic function with regard to z; whose zeros are

z ¼ t0 Zp0 þ ? þ tr Zp0 þ Z:

In general, we can define the q-shifted factorial for tj AC  R as follows: When

Im t0 ; y; Im tk1 o0 and Im tk ; y; Im tr 40; that is, jq0 j; y; jqk1 j41 and
jqk j; y; jqr jo1; we define
k
ðx; qÞðrÞ 1 1 1 1 ðrÞ ð1Þ
N ¼ fðq0 ?qk1 x; ðq0 ; y; qk1 ; qk ; y; qr ÞÞN g ð2Þ
%

( )ð1Þk
Y
N
¼ ð1  xqj
0
0 1
?qjk1 1 jk
k1 qk ?qjrr Þ : ð3Þ
j0 ;y; jr ¼0

More general definition can be done in a similar way as the values are not changed
under the permutation of q0 ; y; qr : In this definition, ðx; qÞðrÞ
N is a meromorphic
function of z satisfying the following functional equations. %
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A. Narukawa / Advances in Mathematics 189 (2004) 247–267 251

Proposition 1.

1 ðx; qÞðrÞ
ðx; qÞðrÞ
N ¼ ; ðqj x; qÞðrÞ ¼ N
% ðr1Þ :
ðqj x; q½ j ÞðrÞ
N
% 1
N % 
ðx; q ð jÞÞN
% %

We next denote
t ¼ ðt0 ; y y; tr Þ;
%
t ð jÞ ¼ ðt0 ; y; t$ j ; y; tr Þ;
%
t½ j ¼ ðt0 ; y; tj ; y; tr Þ;
%
 t ¼ ðt0 ; y y; tr Þ;
%
jtj ¼ t0 þ ? þ tr
%
and define the multiple elliptic gamma function
r
Gr ðz j tÞ ¼ ðx1 q0 ?qr ; qÞðrÞ ðrÞ ð1Þ
N fðx; qÞN g ð4Þ
% % %
rþ1 r
¼ fðx1 ; q1 ÞðrÞ
Ng
ð1Þ
fðx; qÞðrÞ
Ng
ð1Þ
: ð5Þ
% %
Gr ðz j tÞ is defined for tj AC  R from the general definition of ðx; qÞðrÞ
N : The hierarchy
%
of Gr ðz j tÞ includes the theta function y0 ðz; tÞ and the elliptic% gamma function
Gðz; t; sÞ %which appeared in [10,3]. When Im t; Im s40; recall the definition
Y
N
y0 ðz; tÞ ¼ ð1  e2piðð jþ1ÞtzÞ Þð1  e2pið jtþzÞ Þ ¼ G0 ðz j tÞ;
j¼0
YN
1  e2piðð jþ1Þtþðkþ1ÞszÞ
Gðz; t; sÞ ¼ ¼ G1 ðz j t; sÞ:
j;k¼0
1  e2pið jtþksþzÞ

The definition of ðx; qÞðrÞ

N and Proposition 1 imply the functional equations:
%
Gr ðz þ 1 j tÞ ¼ Gr ðz j tÞ; ð6Þ
% %

Gr ðz þ tj j tÞ ¼ Gr1 ðz j t ð jÞÞGr ðz j tÞ; ð7Þ

% % %

1
Gr ðz j tÞ ¼ ; ð8Þ
% Gr ðz  tj j t½ j Þ
%
1
Gr ðz j  tÞ ¼ ; ð9Þ
% Gr ðz j tÞ
%
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252 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

1
Gr ðz j tÞGr ðz j t½ j Þ ¼ : ð10Þ
% % Gr1 ðz j t ð jÞÞ
%
Gr ðz j tÞ can be expressed as an infinite product directly by (8) and (3) for any
tj AC  % R:
The zeros and poles are easily observed if Im tj 40 for all j: When r is even,
Gr ðz j tÞ is holomorphic on C; and zeros are written as follows:
%
zeros z ¼ t0 Zp0 þ ? þ tr Zp0 þ Z;

z ¼ t0 ZX1 þ ? þ tr ZX1 þ Z:

When r is odd, Gr ðz j tÞ is meromorphic on C with poles and zeros written as follows:

%
poles z ¼ t0 Zp0 þ ? þ tr Zp0 þ Z;

zeros z ¼ t0 ZX1 þ ? þ tr ZX1 þ Z:

In particular, Gr ðz j tÞ has no poles and no zeros in the domain f0oIm zoIm jtjg if
Im tj 40 for all j: % %
When r ¼ 0; G0 ðz j t0 Þ means the theta function y0 ðz; tÞ: As we know, y0 ðz; tÞ
possesses the periodicity y0 ðz þ 1; tÞ ¼ y0 ðz; tÞ; y0 ðz þ t; tÞ ¼ e2piðz1=2Þ y0 ðz; tÞ and
the modular property
    2 
z 1 z z t 1 1
y0 ;  ¼ exp pi þ zþ þ  y0 ðz; tÞ: ð11Þ
t t t t 6 6t 2

The modular property of r ¼ 1 case has been already described in (1) referring to [3].
We derive the modular properties for general Gr ðz j tÞ in this paper.
%

3. The multiple Bernoulli polynomials Br;n ðz j xÞ

%
For zAC; o ¼ ðo1 ; y; or Þ; oj AC  f0g; we define the multiple Bernoulli
%
polynomials Br;n ðz j oÞ with a generating function
%
tr ezt X
N
tn
Qr ¼ Br;n ðz j oÞ :
j¼1 ðe
oj t  1Þ n¼0 % n!

They essentially appeared in [1] and play an important role to study the multiple zeta
functions and the multiple gamma functions as in the next section.
Br;n ðz j oÞ is a polynomial of degree n in z and is symmetric in o1 ; y; or : It is easy
to show that%

Br;n ðcz j coÞ ¼ cnr Br;n ðz j oÞ ð8cAC  f0gÞ; ð12Þ

% %
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A. Narukawa / Advances in Mathematics 189 (2004) 247–267 253

Br;n ðjoj  zjoÞ ¼ ð1Þn Br;n ðzjoÞ; ð13Þ

% % %

Br;n ðz þ oj j oÞ  Br;n ðz j oÞ ¼ nBr1;n1 ðz j o ð jÞÞ; ð14Þ

% % %

Br;n ðz j o½ j Þ ¼ Br;n ðz þ oj j oÞ; ð15Þ

% %

Br;n ðz j oÞ þ Br;n ðz j o½ j Þ ¼ nBr1;n1 ðz j o ð jÞÞ; ð16Þ

% % %

d
Br;n ðz j oÞ ¼ nBr;n1 ðz j oÞ ð17Þ
dz % %

where

co ¼ ðco1 ; y; cor Þ;
%
joj ¼ o1 þ ? þ or ;
%
$ j ; y; or Þ;
o ð jÞ ¼ ðo1 ; y; o
%
o½ j ¼ ðo1 ; y; oj ; y; or Þ
%
$ j means the excluding of oj : In particular, Br;n ðzÞ ¼ Br;n ðz j 1; y; 1Þ obeys
and o

rBrþ1;n ðz þ 1Þ ¼ ðr  nÞBr;n ðzÞ þ nzBr;n1 ðzÞ;


z1
Brþ1;r ðzÞ ¼ ðz  1Þ?ðz  rÞ ¼ r! :
r

For example, we can see that

z 1
B11 ðz j o1 Þ ¼  ;
o1 2
z2 o1 þ o2 o2 þ o22 þ 3o1 o2
B22 ðz j o1 ; o2 Þ ¼  zþ 1 ;
o1 o2 o1 o2 6o1 o2
z3 3ðo1 þ o2 þ o3 Þ 2
B33 ðz j o1 ; o2 ; o3 Þ ¼  z
o1 o2 o3 2o1 o2 o3
o21 þ o22 þ o23 þ 3o1 o2 þ 3o2 o3 þ 3o3 o1
þ z
2o1 o2 o3
ðo1 þ o2 þ o3 Þðo1 o2 þ o2 o3 þ o3 o1 Þ
 :
4o1 o2 o3
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254 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

4. Definition and properties of the multiple sine functions Sr ðz j xÞ

%
4.1. Definition of the multiple sine functions Sr ðz j oÞ
%
Now suppose that the points representing o1 ; y; or AC all lie on the same
side of some straight line through the origin. (Usually we suppose o1 ; y; or AC
all lie on the right half plane.) In this case, the multiple zeta function is defined
by the series

XN
1
zr ðs; z j oÞ ¼
% n1 ;y;nr ¼0
ðn 1 o1 þ ? þ nr or þ zÞs

for zAC; Re s4r; where the exponential is rendered one-valued. This series is
holomorphic in the domain fRe s4rg; and it is analytically continued to sAC: Since
it is holomorphic at s ¼ 0; we can next define the multiple gamma function by
  
@ 
Gr ðz j oÞ ¼ exp zr ðs; z j oÞ : ð18Þ
% @s % s¼0

Now we define the multiple sine function by the form

r
Sr ðz j oÞ ¼ Gr ðz j oÞ1 Gr ðjoj  z j oÞð1Þ : ð19Þ
% % % %
The above definition of zr ðs; z j oÞ is due to Barnes [1], and the definitions of
Gr ðz j oÞ and Sr ðz j oÞ are due to % Kurokawa [8] and Jimbo–Miwa [4]. Barnes’
% is slightly different
Gr ðz j oÞ % in the coefficient called Barnes’ modular constant.
%
In particular, the double sine function S2 ðz j o1 ; o2 Þ have been studied to construct
solutions or operators of certain equations of mathematical physics as in [4] or [5].

4.2. Integral representations of Sr ðz j oÞ

%
Proposition 2. (i) Sr ðcz j coÞ ¼ Sr ðz j oÞ for all cAC  f0g:
(ii) When 0oRe oj ð8jÞ %and 0oRe %zoRe joj; Sr ðz j oÞ has the integral representa-
% %
tions
( Z )
pi ezt
Sr ðz j oÞ ¼ exp ð1Þ Brr ðz j oÞ þ ð1Þr
r
Qr dt ð20Þ
% r! % Rþi0 t j¼1 ðe
oj t  1Þ

( Z )
r1 pi ezt
¼ exp ð1Þ Brr ðz j oÞ þ ð1Þr Q dt ; ð21Þ
r! % Ri0 t rj¼1 ðeoj t  1Þ
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A. Narukawa / Advances in Mathematics 189 (2004) 247–267 255

where the contours are taken as following figures:

(iii) When 0oRe oj ð8jÞ; Sr ðz j oÞ has no poles and no zeros in the domain
%
f0oRe zoRe jojg:
%
Proof. Let L be the half-line from the origin, let L% be the half-line conjugate to L
with respect to the real axis, and let L% > be the line at right angles to L:
% Further we
take a contour L̃ which embraces L; and other contours C0 ; C as following figures.

Now we assume all of z; o1 ; y; or and L% lie on the same side with respect to L% > :
Then as in [1], Gr ðz j oÞ has an integral representation
%
( Z zt )
1 e flog ðtÞ þ gg
Gr ðz j oÞ ¼ exp Q dt ;
% 2pi L̃ t rj¼1 ð1  eoj t Þ

where log ðtÞ is rendered one-valued by the cross-cut along L; and log ðtÞ is real
when t is in Ro0 (real and negative). g is Euler’s constant.
Under this assumption, study Sr ðcz j coÞ for any cAC with ceL: Then all of cz;
%
co1 ; y; cor lie on the same side with a half-line cL% ¼ fct j tALg: % Let c1 L be the
% 1
half-line conjugate to cL; and let c L̃ be a contour which embraces the half-line
c1 L: Then we obtain the rotated expression
( Z )
1 eczt flog ðtÞ þ gg
Gr ðcz j coÞ ¼ exp Q dt ;
% 2pi c1 L̃ t rj¼1 ð1  ecoj t Þ

where the cross-cut of log ðtÞ is the half-line c1 L; and log ðtÞ is real when tARo0 :
Further changing t into c1 t and changing the branch of the logarithm, we get
( Z zt )
1 e flog ðtÞ  log c þ gg
Gr ðcz j coÞ ¼ exp Q dt ;
% 2pi L̃ t rj¼1 ð1  eoj t Þ

where the cross-cut of log ðtÞ is the half-line L; and log ðtÞ is real when tARo0 :
 ARTICLE IN PRESS
256 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

ezt
If we denote jðtÞ ¼ Qr ; the above expression is rewritten into
t j¼1
ðeoj t 1Þ

Z 
flog ðtÞ  log c þ gg
Gr ðcz j coÞ ¼ exp ð1Þrþ1 jðtÞ dt :
% L̃ 2pi

Moreover assuming that joj  z lies on the same side with L% as well as z and o; we
get % %
Z 
flogðtÞ  logc þ gg
Gr ðcjoj  cz j coÞ ¼ exp jðtÞ dt :
% % L̃ 2pi

Thus by definition (19),

 Z 
flogðtÞ  log c þ gg
Sr ðcz j coÞ ¼ exp ð1Þr fjðtÞ þ jðtÞg dt :
% L̃ 2pi
R
When we consider the integral L̃ jðtÞ þ jðtÞ dt; L̃ can be replaced by C0 because
jðtÞ and jðtÞ are rapidly decreasing along the half-line L: We note that jðtÞ þ
jðtÞ is an even function, then we have
Z Z
jðtÞ þ jðtÞ dt ¼ jðtÞ þ jðtÞ dt ¼ 0:
L̃ C0

They yield
 Z 
r log ðtÞ
Sr ðcz j coÞ ¼ exp ð1Þ fjðtÞ þ jðtÞg dt : ð22Þ
% L̃ 2pi

The right-hand side of this formula is independent of c: This means that Sr ðcz j coÞ
coincides with Sr ðz j oÞ under the assumption that z and joj  z lie on the same side %
% %
% Nevertheless the analytic continuation certifies that Sr ðcz j coÞ ¼ Sr ðz j oÞ for
with L:
any z except the poles. Another assumption ceL is not essential% since we %could
choose a line L such that ceL for any c: We conclude (i).
Next we have to show (20) of (ii). Suppose 0oRe oj ; 0oRe zoRe joj; c ¼ 1;
%
L ¼ RX0 ; L̃ ¼ C: We shall transform the integral of (22) after fixing the branch of
the logarithm such that the cross-cut of log ðtÞ is the half-line RX0 ; and log ðtÞ is
real when tARo0 :

Set the contours as above figure, then stretching the contour C implies
Z Z Z
logðtÞ logðtÞ logðtÞ
jðtÞ dt ¼ jðtÞ dt þ jðtÞ dt:
C 2pi Rþie 2pi Rie 2pi
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A. Narukawa / Advances in Mathematics 189 (2004) 247–267 257

By changing t into t without changing the branch of the logarithm, we have

Z Z
logðtÞ logðtÞ  pi
jðtÞ dt ¼  jðtÞ dt;
Rþie 2pi Rie 2pi
Z Z
logðtÞ logðtÞ þ pi
jðtÞ dt ¼  jðtÞ dt:
Rie 2pi Rþie 2pi

Thus
Z Z Z
logðtÞ logðtÞ  pi logðtÞ þ pi
jðtÞ dt ¼  jðtÞ dt  jðtÞ dt:
C 2pi Rie 2pi Rþie 2pi

On the other hand, stretching the contour C implies

Z Z Z
log ðtÞ log ðtÞ log ðtÞ
jðtÞ dt ¼ jðtÞ dt þ jðtÞ dt:
C 2pi Rþie 2pi Rie 2pi

Consequently we obtain
Z Z Z
logðtÞ 1 1
fjðtÞ þ jðtÞg dt ¼  jðtÞ dt þ jðtÞ dt
C 2pi 2 Rþie 2 Rie
Z Z Z 
1 1
¼ jðtÞ dt þ jðtÞ dt þ jðtÞ dt
2 Rþi0 2 Rþi0 C0
Z
pi
¼ jðtÞ dt þ Brr ðz j oÞ;
Rþi0 r! %

since the residue of jðtÞ at t ¼ 0 is r!1 Brr ðz j oÞ: (20) is shown.

%
Eq. (21) follows easily from (20). (iii) is due to (ii) because the integrals of (ii) are
bounded. &

The following well-known formulae hold from the integral representations of

Sr ðz j oÞ:
%
r
Sr ðz þ oj j oÞ ¼ Sr1 ðz j o ð jÞÞ1 Sr ðz j oÞ; Sr ðz j oÞSr ðjoj  z j oÞð1Þ ¼ 1:
% % % % % %

4.3. Definition of the generalized q-polylogarithm Lirþ2 ðx; qÞ

%
To describe the infinite product representations of Sr ðz j oÞ; we start with a
%
definition and a lemma. Now let x ¼ e2piz ; qj ¼ e2pitj : When Im z40 and
Im tj a0 ð0pjprÞ; Nishizawa [9] defined the generalized q-polylogarithm

X
N
xn
Lirþ2 ðx; qÞ ¼ Qr n :
% n¼1
n j¼0 ð1  qj Þ
 ARTICLE IN PRESS
258 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

This series converges absolutely and then it is holomorphic in z: This function is a

generalization of Kirillov’s quantum polylogarithm [6], whose parameters q0 ; y; qr
are all equal. If r ¼ 0; the above series is the quantum dilogarithm in [2].
We can see the functional equation

Lirþ2 ðx; qÞ ¼ Lirþ2 ðq1

j x; q½ j Þ: ð23Þ
% %
Let us review the following fundamental lemma verified in [9].

Lemma 3. Let Im z40; Im tj a0; that is, jxjo1; jqj ja1; then

ðx; qÞðrÞ
N ¼ expðLirþ2 ðx; qÞÞ:
% %
Proof. First we discuss the case when jqj jo1 ð8jÞ: Applying the formula 1  x ¼
P xn
expð N n¼1 n Þ; it follows that:
( )
X
N
xn
expðLirþ2 ðx; qÞÞ ¼ exp  Qr
% n¼1
n j¼0 ð1  qnj Þ
( )
XN X
N
xn qnj 0 njr
0 ?qr
¼ exp 
n¼1 j0 ;y; jr ¼0
n
( )
Y
N XN
ðxqj00 ?qjrr Þn
¼ exp 
j0 ;y; jr ¼0 n¼1
n
Y
N
¼ ð1  xqj00 ?qjrr Þ
j0 ;y; jr ¼0

¼ ðx; qÞðrÞ
N:
%
Next it is enough to discuss the case when jq0 j; y; jqk1 j41; and jqk j; y; jqr jo1:
The first case and (2), (23) implies
k
ðx; qÞðrÞ 1 1 1 1 ðrÞ ð1Þ
N ¼ fðq0 ?qk1 x; ðq0 ; y; qk1 ; qk ; y; qr ÞÞN g
%
k
ð1Þ
¼ fexpðLirþ2 ðq1 1 1 1
0 ?qk1 x; ðq0 ; y; qk1 ; qk ; y; qr ÞÞg

k
¼ fexpðð1Þk Lirþ2 ðx; ðq0 ; y; qk1 ; qk ; y; qr ÞÞgð1Þ

¼ expðLirþ2 ðx; qÞÞ: &

%

4.4. Infinite product representations of Sr ðz j oÞ

%
We need the following lemma.
 ARTICLE IN PRESS
A. Narukawa / Advances in Mathematics 189 (2004) 247–267 259

Lemma 4. If 0oRe zoRe joj; Im z40 and Im z4Im joj; there exists a real series
fan g such that % %

Z
ezt
lim an ¼ þN and lim Qr oj t  1Þ
dt ¼ 0:
t j¼1 ðe
n-N n-þN Rþian

Similarly if 0oRe zoRe joj; Im zo0 and Im zoIm joj; there exists a real series fan g
such that % %

Z
ezt
lim an ¼ N and lim Qr oj t  1Þ
dt ¼ 0;
t j¼1 ðe
n-N n-þN Rþian

where the contour is drawn in the following figure.

There exist a small E40 and a real series fan g such that the distances from each
poles to any contours R þ ian are more than E: We reach the above lemma by
estimating the absolute value of the integrand.
Now we set xk ¼ e2piz=ok ; qjk ¼ e2pioj =ok ; qk ¼ ðq1k ; y; q̌kk ; y; qrk Þ and q1
k ¼
ðq1 1 1
1k ; y; q̌kk ; y; qrk Þ; then we are ready to prove the formula on Sr ðz j oÞ:
%
o
Proposition 5. If rX2; Im okj a0; then Sr ðz j oÞ has the following infinite product
%
representations:
 Y
r
pi
Sr ðz j oÞ ¼ exp ð1Þr Brr ðz j oÞ ðxk ; qk Þðr2Þ ð24Þ
% r! % k¼1 N

 Y
r
pi ðr2Þ
¼ exp ð1Þr1 Brr ðz j oÞ ðx1 ; q1
k ÞN : ð25Þ
r! % k¼1 k

Proof. From Proposition 2(i) and (12), it is enough to discuss the case 0oRe oj for
all j: We need to evaluate the integrals of Proposition 2(ii) by the residue formula.
We first compute that

ezt xnk
Res Qr ¼ Q r :
2pin
t¼ o t j¼1 ðe
oj t  1Þ 2pin j¼1;jak ðqnjk  1Þ
k
 ARTICLE IN PRESS
260 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

For the convergency of the series, we restrict the domain of z to

 
z
zAC j 0oRe zoRe joj; 0oIm z; Im jojoIm z; Im 40 ð8kÞ ;
% % ok

which is not void when Re oj 40: Then we can use Lemma 4, and add up the
residues in fIm t40g; namely
( Z )
r ezt
exp ð1Þ Qr oj t  1Þ
dt
Rþi0 t j¼1 ðe
8 9
< X r XN
e zt =
¼ exp ð1Þr 2pi Res Qr o t
: k¼1 n¼1 t¼ o
2pin t j¼1 ðe
j  1Þ;

k
( )
r
X r XN
xnk
¼ exp ð1Þ 2pi Q
k¼1 n¼1
2pin rj¼1;jak ðqnjk  1Þ
( )
Yr X N
xnk
¼ exp  Q
k¼1 n¼1
n rj¼1;jak ð1  qnjk Þ
Y
r
¼ expfLir ðxk ; qk Þg
k¼1
Yr
¼ ðxk ; qk Þðr2Þ
N :
k¼1

The last equality is due to Lemma 3. Therefore we get (24) from (20) under the
restriction of z; but we can conclude (24) for any zAC except the poles by the
analytic continuation.
Similarly in the domain
 
z
zAC j 0oRe zoRe joj; Im zo0; Im zoIm joj; Im o0 ð8kÞ ;
% % ok

we are allowed to add up the residues in fIm to0g and we get (25) from (21). &

Consequently it is clear that Sr ðz j oÞ is meromorphic on C: In the next section,

Proposition 5 will be connected with the% modular properties of the multiple elliptic
gamma functions Gr ðz j tÞ:
%
Corollary 6. If Im o
o2 40; then
1

 Y
pi N
1  e2piðz=o2 þjo1 =o2 Þ
S2 ðz j o1 ; o2 Þ ¼ exp þ B22 ðz j o1 ; o2 Þ
2 j¼0
1  e2piðz=o1 ð jþ1Þo2 =o1 Þ
 Y
pi N
1  e2piðz=o1 jo2 =o1 Þ
¼ exp  B22 ðz j o1 ; o2 Þ :
2 j¼0
1  e2piðz=o2 þð jþ1Þo1 =o2 Þ
 ARTICLE IN PRESS
A. Narukawa / Advances in Mathematics 189 (2004) 247–267 261

If Im o o1 o2
o2 ; Im o3 ; Im o3 40; then
1

S3 ðz j o1 ; o2 ; o3 Þ
 
pi
¼ exp  B33 ðz j o1 ; o2 ; o3 Þ
6
YN
ð1  e2piðz=o1 ð jþ1Þo2 =o1 ðkþ1Þo3 =o1 Þ Þð1  e2piðz=o3 þjo1 =o3 þko2 =o3 Þ Þ

j;k¼0
1  e2piðz=o2 þjo1 =o2 ðkþ1Þo3 =o2 Þ
 
pi
¼ exp þ B33 ðz j o1 ; o2 ; o3 Þ
6
Y ð1  e2piðz=o1 jo2 =o1 ko3 =o1 Þ Þð1  e2piðz=o3 þð jþ1Þo1 =o3 þðkþ1Þo2 =o3 Þ Þ
N
 :
j;k¼0
1  e2piðz=o2 þð jþ1Þo1 =o2 ko3 =o2 Þ

Similarly the equation S1 ðz j o1 Þ ¼ 2 sin opz1 is confirmed by the residue formula.

5. Modular properties of the multiple elliptic gamma functions Gr ðz j sÞ

%
Now we show the main theorem of this paper.
o
Theorem 7 (Modular properties of Gr ðz j tÞ). If rX2; Im okj a0; then the multiple
%
elliptic gamma function satisfies the identity
    
Y
r
z  o1 $k
o or 2pi
Gr2 ; y; ; y; ¼ exp  Brr ðz j oÞ :
k¼1
ok  ok ok ok r! %

Proof. Assume that o1 ; y; or lie on the same side of some line through the origin.
Then comparing formulae (24) and (25) implies
  Y
r
2pi 1 ðr2Þ ð1Þ
r1 r
exp  Brr ðz j oÞ ¼ fðx1
k ; qk Þ N g fðxk ; qk Þðr2Þ
N g
ð1Þ
r! % k¼1
  
Yr
z  o1 $k
o or
¼ Gr2 ; y; ; y; ;
k¼1
ok  ok ok ok

where we used the definition (5) of Gr ðz j tÞ:

%
In general, it suffices to see the case when o2 ; y; or lie on the same side and
only o1 lies on the contour side. In other words, o1 ; o2 ; y; or lie on the same
side. Then apply (9), (8), (6) and (15) to complete the proof inductively. In fact, it
 ARTICLE IN PRESS
262 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

follows that
   Y   
z  o2 or r
z  o1 o$k or
Gr2 ; y; Gr2 ; y; ; y;
o1  o1 o1 k¼2
ok  ok ok ok
  1 Y r    1
z  o1  o2 or z  o1  o1 o2 $k
o or
¼ Gr2 ; y; G ; ; y; ; y;
o1  o1 ok  ok o k
r2
o1 k¼2
ok ok
 
2pi
¼ exp þ Brr ðz  o1 j o½1 Þ
r! %
 
2pi
¼ exp  Brr ðz j oÞ : &
r! %

t
Theorem 8 (Modular properties of Gr ðz j tÞ). If Im tj a0 and Im tkj a0; then
%
 
2pi
Gr ðz j tÞ ¼ exp Brþ2;rþ2 ðz j ðt; 1ÞÞ
% ðr þ 2Þ! %
Yr   
z  t0 t$ k tr 1
 Gr ; y; ; y; ;  ð26Þ
t  t
k¼0 k t
k k t k t
k

 
2pi
¼ exp  Brþ2;rþ2 ðz j ðt; 1ÞÞ
ðr þ 2Þ! %
  
Y
r
z  t0 t$ k tr 1
 Gr    ; y;  ; y;  ;  : ð27Þ
k¼0
t k t k t
k t t k k

Proof. In Theorem 7, we replace r by r þ 2 to get


 
Y
rþ1
z  o0 $k
o orþ1
Gr ; y; ; y;
k¼0
ok  ok ok ok
 
2pi
¼ exp  Brþ2;rþ2 ðz j ðo0 ; y; orþ1 ÞÞ :
ðr þ 2Þ!

When o0 ¼ t0 ; y; or ¼ tr ; orþ1 ¼ 1; this becomes

Y
r   
z  t0 t$ k tr 1
Gr ðz j  tÞ Gr ; y; ; y; ; 
% k¼0 tk  tk tk tk tk
 
2pi
¼ exp  Brþ2;rþ2 ðz j ðt; 1ÞÞ :
ðr þ 2Þ! %

The first formula follows from (9).

Second formula of the theorem is similar to first one by letting orþ1 ¼ þ1: &
 ARTICLE IN PRESS
A. Narukawa / Advances in Mathematics 189 (2004) 247–267 263

The equivalence between (26) and (27) follows from (16), (9), (10) and Theorem 7.
Of course, this theorem includes Jacobi’s result (11) and Felder and Varchenko’s
result (1).

Corollary 9. If Im t40; then

 
z 1
y0 ðz; tÞ ¼ exp fpiB22 ðz j t; 1Þgy0 ; 
t t
 
z 1
¼ expfpiB22 ðz j t; 1Þgy0  ;  :
t t

If Im t; Im s; Im st 40; then
 
pi Gðsz ; st ; s1Þ
Gðz; t; sÞ ¼ exp B33 ðz j t; s; 1Þ
3 Gðzs s
t ;  t ; tÞ
1
  z
pi Gðt;  t ; 1tÞ
s
¼ exp  B33 ðz j t; s; 1Þ :
3 Gðtz t
s ; s;  sÞ
1

If Im t0 ; Im t1 ; Im t2 ; Im tt01 ; Im tt02 ; Im tt12 40; then

 
pi
G2 ðz j t0 ; t1 ; t2 Þ ¼ exp B44 ðz j t0 ; t1 ; t2 ; 1Þ
12
     
z  t1  t2  t1 t2 1 z t0 t1 1
G2 
 t ;  ;  G ; ; 
t t t
2
t0 t t0 t2
  0 0 2 2 2
z  t2 t0 t2 1
G2 ; ;
t1  t1 t1 t1
 
pi
¼ exp  B44 ðz j t0 ; t1 ; t2 ; 1Þ
12
     
z  t1 t2 1 t0 þ t1  zt0 t1 1
G2    ;  ;  G2 t t ; ; 
t0 t0 t0 t0 t2 2 2 t2
    :
t0  zt0 t2 1
G2 ; ;
t1  t1 t1 t1

The parameters of y0 ; G; G2 which appeared above are all in the upper half plane.

Proof. To prove the first identity of G2 ; we take r ¼ 2 in Theorem 8, and get

    
pi z t1 t2 1
G2 ðz j t0 ; t1 ; t2 Þ ¼ exp B44 ðz j t0 ; t1 ; t2 ; 1Þ G2 ; ; 
12 t0 t0 t0 t0
     
z t0 t2 1 z t0 t1 1
 G2 ; ;  G ; ;  :
t1  t1 t1 t1 t 2  t2 t2 t2
2
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264 A. Narukawa / Advances in Mathematics 189 (2004) 247–267

We recall that the functional equation (8) implies

     
z t1 t2 1 z  t1  t2  t1 t2 1
G2 ; ; ¼ G2   t ;t ;t ;
t0  t0 t0 t0 t0 0 0 0
     1

z  t0 t2 1 
z  t2  t0 t2 1
G2 ; ; ¼ G2 ; ; :
t1  t1 t1 t1 t1  t1 t1 t1

All required formulae are obtained in a similar way. &

6. Representation of Gr ðz j sÞ by the integral or Srþ1 ðz j xÞ

% %
In this section, we start with the following proposition, which is verified by
evaluating the residues inside the contour C1 :

Proposition 10. When Im z40; Im tj a0 ð8jÞ; then we have

Z
e2pizt
Lirþ2 ðx; qÞ ¼  Qr dt;
% C1 tð1  e2pit Þ j¼0 ð1  e2pitj t Þ

where the contour C1 is as follows.

The definition of Gr ðz j tÞ; Lemma 3 and the above proposition lead us to the
following representations. %

Theorem 11 (Integral representations of Gr ðz j tÞ). When Im tj 40 ð8jÞ;

%
0oIm zoIm jtj; then
%
Gr ðz j tÞ
%
(Z )
e2pizt þ ð1Þr e2piðjtjþ1zÞt
%
¼ exp 2pit  1Þ
Qr 2pitj t  1Þ
dt
C1 tðe j¼0 ðe
( Z )
2pi e2pizt þ ð1Þrþ1 e2piðjtjþ1zÞt
%
¼ exp  Brþ2;rþ2 ðz j ðt; 1ÞÞ þ Qr dt
ðr þ 2Þ! % Rþie tðe
2pit  1Þ
j¼0 ðe
2pitj t  1Þ
( Z )
2pi e2pizt þ ð1Þr e2piðjtj1zÞt
%
¼ exp Brþ2;rþ2 ðz j ðt; 1ÞÞ þ Qr dt ;
ðr þ 2Þ! % Rþie tðe
2pit  1Þ
j¼0 ðe
2pitj t  1Þ
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A. Narukawa / Advances in Mathematics 189 (2004) 247–267 265

where we take a small e40 and the contours as following figures:

We have immediate results by setting r ¼ 0 or 1:

Corollary 12. If 0oIm zoIm t; we have

 Z 
cos ðpð2z  t  1ÞtÞ
y0 ðz; tÞ ¼ exp  dt
C1 2t sin ðptÞ sin ðpttÞ
 Z 
cos ðpð2z  t  1ÞtÞ
¼ exp piB22 ðz j t; 1Þ þ dt
Rþie 2t sin ðptÞ sin ðpttÞ
 Z 
cos ðpð2z  t þ 1ÞtÞ
¼ exp piB22 ðz j t; 1Þ þ dt :
Rþie 2t sin ðptÞ sin ðpttÞ

If 0oIm zoIm ðt þ sÞ; we have

 Z 
sin ðpð2z  t  s  1ÞtÞ
Gðz; t; sÞ ¼ exp  dt
C1 4t sin ðptÞ sin ðpttÞ sin ðpstÞ
 Z 
pi sin ðpð2z  t  s  1ÞtÞ
¼ exp  B33 ðz j t; s; 1Þ þ dt
3 Rþie 4t sin ðptÞ sin ðpttÞ sin ðpstÞ
 Z 
pi sin ðpð2z  t  s þ 1ÞtÞ
¼ exp B33 ðz j t; s; 1Þ þ dt :
3 Rþie 4t sin ðptÞ sin ðpttÞ sin ðpstÞ

The corollary implies the following formulae by collecting the residues inside the
contour C1 : These were originally obtained in a different way [3]. Generally Gr ðz j tÞ
have similar representations [9]. %

Corollary 13 (summation formula). If 0oIm zoIm t; then

!
XN
cos ðpjð2z  tÞÞ
y0 ðz; tÞ ¼ exp i :
j¼1
j sin ðpjtÞ

If 0oIm zoIm ðt þ sÞ; then

!
i XN
sin ðpjð2z  t  sÞÞ
Gðz; t; sÞ ¼ exp  :
2 j¼1 j sin ðpjtÞ sin ðpjsÞ

At the end of this paper, we give the following theorem which comes from the
integral representations of Gr ðz j tÞ and Sr ðz j oÞ: We also use (12) and Proposition
2(i) for the proof. % %
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Theorem 14 (Representations of Gr by the infinite product of Srþ1 ). We assume

Im tj 40 ð8jÞ; 0oIm zoIm jtj; then
%
 
2pi
Gr ðz j tÞ ¼ exp Brþ2;rþ2 ðz j ðt; 1ÞÞ
% ðr þ 2Þ! %
r r
Y
N
S ðz þ k þ 1 j tÞð1Þ Srþ1 ðz  k j tÞð1Þ
 n rþ1 % % o
pi
k¼0 exp ðrþ1Þ!ðBrþ1;rþ1 ðz þ k þ 1 j tÞ  Brþ1;rþ1 ðz  k j tÞÞ
  % %
2pi
¼ exp  Brþ2;rþ2 ðz j ðt; 1ÞÞ
ðr þ 2Þ! %
r r
Y
N
Srþ1 ðz þ k j tÞð1Þ Srþ1 ðz  k  1 j tÞð1Þ
 n % % o:
pi
k¼0 exp ðrþ1Þ! ðBrþ1;rþ1 ðz þ k j tÞ  Brþ1;rþ1 ðz  k  1 j tÞÞ
% %

Now we denote
 Z z 
t1
c2 ðzÞ ¼ exp 2pi dt ;
iN e2pit  1

pi
which satisfies c2 ð1Þ ¼ exp 12 and c2 ðzÞc2 ð2  zÞ ¼ expðpiB22 ðz j 1; 1ÞÞ: Referring
to Kurokawa [7,8], S2 ðz j 1; 1Þ obeys the identity
 Z z 
S2 ðz j 1; 1Þ ¼ exp  pðt  1Þ cot ðptÞ dt :
1

Hence they imply

 
1 pi
S2 ðz j 1; 1Þ ¼ c2 ðzÞ exp  B22 ðz j 1; 1Þ
2
 
pi
¼ c2 ð2  zÞ exp B22 ðz j 1; 1Þ :
2

Substituting r ¼ 1; t ¼ t0 ¼ t1 in Theorem 14, we can get the formula

 Y  
pi N
c2 zþkþ1
t
Gðz; t; tÞ ¼ exp B33 ðz j t; t; 1Þ  :
3 c 2  zk
k¼0 2 t

This is a shifted version of the formula which appeared in Theorem 5.2 of paper [3].
 ARTICLE IN PRESS
A. Narukawa / Advances in Mathematics 189 (2004) 247–267 267

Acknowledgments

The author thanks Prof. Kimio Ueno for discussions and support. Thanks are also
due to Dr. Michitomo Nishizawa.

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