On the non-holonomic character of logarithms, powers, and the n-th prime   function
  We establish that the sequences formed by logarithms and by "fractional" powers of integers, as well as the sequence of prime numbers, are non-holonomic, thereby answering three open problems of Gerhold [Electronic Journal of Combinatorics 11 (2004), R87]. Our proofs depend on basic complex analysis, namely a conjunction of the Structure Theorem for singularities of solutions to linear differential equations and of an Abelian theorem. A brief discussion is offered regarding the scope of singularity-based methods and several naturally occurring sequences are proved to be non-holonomic. 
Philippe Flajolet, Stefan Gerhold, Bruno Salvy