On a generalized three-parameter Wright function of the Le Roy type

Abstract: Recently S. Gerhold and R. Garra-F. Polito independently introduced a new function related to the special functions of Mittag-Leffler family. This function is a generalization of the function studied by E. Le Roy in the period 1895-1905 in connection with the problem of analytic continuation of power series with a finite radius of convergence. In our note we obtain two integral representations of this special function, calculate its Laplace transform, determine an asymptotic expansion of this function on the negative semi-axis (in the case of an integer third parameter $\gamma$) and provide its continuation to the case of a negative first parameter $\alpha$. An asymptotic result is illustrated by numerical calculations. Discussion on possible further studies and open questions are also presented.