3
votes
2answers
52 views

Definite integral formula from wikipedia

I need to solve a certain definite integral, and several places (for example Wikipedia) I've come across the following formula: ...
4
votes
2answers
96 views

About the Beta function : $\text{B}\left(\frac{4}{3},\frac{2}{3}\right)$.

Find the value of : $\text{B}\left(\frac{4}{3},\frac{2}{3}\right)$, where $\text{B}(x,y)$ is the Beta function. Why do I need this ? Because I want to calculate : $$ \int\limits_{ - \infty }^\infty ...
0
votes
0answers
72 views

Tight Upper/Lower bound for Incomplete Gamma function

Does anyone know of any tight upper/lower bound for incomplete Gamma functions? i.e either of the following functions: $$ \Gamma(s,x) = \int_x^{\infty} t^{s-1}\,e^{-t}\,{\rm d}t $$ or $$ \gamma(s,x) ...
5
votes
3answers
91 views

Integral in $\mathbb R^3$ and $\Gamma$-function

How one can show this equality? $$ \iiint_V x^{a-1}y^{b-1}z^{c-1}\,dxdydz = \dfrac{\Gamma(a)\Gamma(b)\Gamma(c)}{\Gamma(a+b+c+1)}, $$ where $V$ is simplex $x\geqslant0, y\geqslant0, z\geqslant0, ...
1
vote
2answers
64 views

$\Gamma ( \alpha)$ function

Gamma function of $\alpha$ is defined as $\Gamma \left( \alpha \right) = \int\limits_0^\infty {y^{\alpha - 1} e^{ - y} dy}$ Gamma function exist for $ \alpha > 0 $ why??? I think the reason is ...
4
votes
1answer
71 views

Strategy for Improper Integrals Related to the Beta Function 2

I am looking for the solution of the following integral $$\int_0^1 y^k \log\left(1+\left(\frac y{1-y}\right)^a\right)dy,\quad a>0 $$ I really appreciate it if any one can help.
12
votes
1answer
187 views

Interesting Integral $\int_{-\infty}^{\infty}\frac{e^{i nx}}{\Gamma(\alpha+x) \Gamma(\beta -x)}dx$

I am asking this question out of curiosity. $$\int_{-\infty}^{\infty}\frac{e^{i nx}}{\Gamma(\alpha+x) \Gamma(\beta -x)}dx = \frac{ \left(2\cos \frac{n}{2} \right)^{\alpha ...
8
votes
2answers
155 views

Integral $\int\limits_0^\infty \prod\limits_{k=0}^\infty\frac{1+\frac{x^2}{(b+1+k)^2}}{1+\frac{x^2}{(a+k)^2}} \ dx$

Does anybody know how to prove this identity? $$\int_0^\infty \prod_{k=0}^\infty\frac{1+\frac{x^2}{(b+1+k)^2}}{1+\frac{x^2}{(a+k)^2}} \ dx=\frac{\sqrt{\pi}}{2}\frac{\Gamma ...
1
vote
0answers
165 views

Prove this integral (about gamma function)

Prove that : $$I\left( a\ ,\ b \right)=\int_{0}^{\infty }{\frac{{{x}^{a-\frac{3}{2}}}}{{{\left( {{x}^{2}}+\left( {{b}^{2}}-2 \right)x+1 \right)}^{a}}}\text{d}x}={{b}^{1-2a}}\frac{\Gamma \left( ...
10
votes
2answers
191 views

A $\log$ integral with a parameter

Prove that: $$\int_0^\infty \frac{\ln x}{x^a+1}\;\text{d}x=-\left( \frac{\pi }{a} \right)\cot \left( \frac{\pi }{a} \right)\csc \left( \frac{\pi }{a} \right),\ \ a>1$$ For this one I consider to ...
1
vote
0answers
23 views

Quick question on the simplification of digamma series

How to simplify : $$\sum\limits_{k=1}^{\infty }{\frac{{{\left( -1 \right)}^{k-1}}}{k}\left( \psi \left( \frac{k}{2\left( 2+\sqrt{3} \right)}+1 \right)-\psi \left( \frac{k}{2\left( 2+\sqrt{3} ...
2
votes
1answer
217 views

How to calculate these gamma functions?

Equation : $$\int _{0}^{\infty }x^{n}e^{-x}dx=n!=\Gamma(n+1) $$ 1) $$ \int _{0}^{1}x^{2}\left( \ln \dfrac {1} {x}\right) ^{3}dx $$ 2) $$\int _{0}^{1}\sqrt[3] {\ln x}dx $$ Hint : $$ x=e^{u} $$ ...
3
votes
4answers
148 views

Integrating $\int_0^{\infty} u^n e^{-u} du $

I have to work out the integral of $$ I(n):=\int_0^{\infty} u^n e^{-u} du $$ Somehow, the answer goes to $$ I(n) = nI(n - 1)$$ and then using the Gamma function, this gives $I(n) = n!$ What I do ...
1
vote
1answer
37 views

Integral of Singh-Maddala cdf

What is the integral or maybe a suggested technique to find $$\int_0^x \left(1+\left(\frac{t}{b}\right)^a\right)^{-q} d t,$$ $a,b,q\in \mathbb{R}:a\cdot q>1,b>0.$ ?
1
vote
0answers
260 views

$\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$

I'm trying to solve the integral $\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$, where $s$, $r$ and $m$>1 are positive integers. My question is whether a closed form ...
0
votes
1answer
203 views

Solve in terms of the Gamma function

Show: \begin{align*} \int\limits_0^1\sqrt{\frac{1-x^2}{1+x^2}}\,\mathrm d x &=\frac{\sqrt \pi}{4}\left(\frac{\Gamma ...
0
votes
2answers
394 views

what are the properties of gamma function? [closed]

In mathematics, the gamma function (represented by the capital Greek letter $\Gamma$) is an extension of the factorial function, example: $\Gamma(x)$, $\Gamma(ix)$. What are the physical properties ...
6
votes
4answers
624 views

Calculate integrals involving gamma function

What are the usual ways to follow in order to solve the integrals given below? $$\begin{align*} I&=\int_0^1 \ln\Gamma(x)\,dx\\ J&=\int_0^1 x\ln\Gamma(x)\,dx \end{align*}$$
8
votes
1answer
311 views

Question involving the Gamma function

I'm trying to prove that for $p,q>0$, we have $$\int_0^1t^{p-1}(1-t)^{q-1}\,dt=\frac{\Gamma(p)\Gamma(q)}{\Gamma(p+q)}.$$ The hint given suggest that we express $\Gamma(p)\Gamma(q)$ as a double ...
2
votes
1answer
182 views

Strategy for Improper Integrals Related to the Beta Function

I'm interested in whether or not integrals of the form $I (\alpha , \beta , k) = \displaystyle\int_0^1 \log^k \left(\frac{x}{1-x}\right) x^{\alpha -1} (1-x)^{\beta -1 }dx,$ with $k\in \mathbb{N}, ...
0
votes
0answers
124 views

Can one find the inverse function for a combination of imcomplete gamma functions?

The original function was defined as $f(z)=y=\left( \Gamma \left( k,{\frac {z-b}{\theta}} \right) -\Gamma \left( k,{\frac {z-a}{\theta}} \right) \right) \left( \Gamma \left( k \right) \right) ...
1
vote
2answers
145 views

Resummation of the Series

I wonder if there is a way to get resummation of this series? By this way , i am trying to get the integral representation of this series, it could be by Gamma function. $$\sum _{k=0}^{\infty} \left ...
5
votes
3answers
261 views

Proof that $Γ'(1) = -γ$?

I know that $Γ'(1) = -γ$, but how does one prove this? Starting from the basics, we have that: $$Γ(x) = \int_0^\infty e^{-t} t^{x-1} dt$$ How do we differentiate this? How do we then find that ...
6
votes
4answers
207 views

Gamma identity $\lim_{n\to \infty}n^{p+1}\int_{0}^{1}e^{-nx}\ln(1+x^{p})dx=\Gamma(p+1)$

I ran across what appears to be another Gamma identity. Show that $$\lim_{n\to \infty}n^{p+1}\int_{0}^{1}e^{-nx}\ln(1+x^{p}) \,\mathrm dx=\Gamma(p+1)=p!$$ I tried several different subs and ...
5
votes
2answers
566 views

Convergence of $\Gamma(p)$ for $0<p\leq 1$ and divergence for $p \leq0$.

Can someone show me a proof or any clear resource about convergence of gamma function for values of $p$ less than zero. If possible I need proofs using integration by parts. My problem evaluating ...
1
vote
2answers
114 views

How to integrate this equation

all. I am trying integrate this equation(gamma density). $$\int\limits_0^\infty \frac{1}{\sqrt{\left| x-1 \right|}}\exp \left( -\left| 1-x \right| \right) \;dx$$ What I have done is split it into 2 ...
2
votes
1answer
180 views

Intuitive limit. Integration and $\gamma(n,x)$

It isn't hard to prove that: $$\int_0^x e^{-t} {t^n} dt = n! \cdot e^{-x}\left( e^x-\sum_{k=0}^{n} \frac{x^k}{k!}\right)$$ Or put in a different way: $$\int_0^x e^{-t} \frac{t^n}{n!} dt = ...
2
votes
1answer
199 views

About integration related to the gamma function

I would like to compute the integral $$ \int_{0}^{\infty}\frac{1}{\sqrt{2t}}e^{-\frac{1}{2t}}dt $$ which wolfram alpha says that it does not converge. However by letting $x=1/2t$ I get ...
4
votes
2answers
212 views

Integral form of $\Gamma (x)$

While trying to represent the poles and analytic continuation of $\Gamma (x)$ , the author uses the following equality: $$\int_{0}^{1}t^{x-1}e^{-t}dt=\sum_{n=0}^{+\infty}\frac{{(-1)}^{n}}{(n+x)n!}.$$ ...
7
votes
2answers
324 views

Integration of powers of the $\sin x$

I have to evalute $$\int_0^{\frac{\pi}{2}}(\sin x)^z\ dx.$$ I put this integral in Wolfram Alpha, and the result is ...
0
votes
1answer
138 views

Coordinate scaling in incomplete gamma function integral

I'm faced with the integral $$\mathcal{I} = \int_0^\infty \mathrm d x \; e^{-\beta \, e^x - \mu x} \;,\quad \Re(\beta) > 0 \;.$$ The solution can be looked up. It reads $$\mathcal{I} = \beta^\mu ...
1
vote
1answer
179 views

Integral of product of Gamma densities over probability simplex

I want to find a simpler form or closed form for the following integral: $$ \int_A \,\prod_{t=1}^T f_{\Gamma(a,\theta_t)}(x_t) \,d\mathbf{x} $$ where $A$ is the simplex $$ A = \{\mathbf{x} \in ...
0
votes
0answers
129 views

Determining well-definedness for functions

How does one determine well-definedness in analytical continuation for $\Gamma(s)\zeta(s)$ function? Firstly: $$\Gamma(s)\zeta(s) = \int_0^\infty dt \frac{t^{s-1}}{e^t - 1},\quad Re(s) > 1$$ ...
2
votes
2answers
198 views

modified gamma integral

I have the following integral $$\int_0^{+\infty} t^{z-1} e^{-t} \frac1{(kt + 1)^s}\mathrm dt$$ where $k>0, s > 0$. How would you suggest to solve it? Without $\frac1{(kt + 1)^s}$ it would be ...
7
votes
2answers
481 views

Limit of Gamma integrals

The following seems to hold in numerical simulations, is it true? $$\lim_{n\to \infty} \int_0^1 dx \frac{n! 2^{-n} n}{(n x)!(n-n x)!\sqrt{x(1-x)}}=2$$ It's a combination of two known integrals ...
6
votes
2answers
609 views

An elementary way of simplifying a trigonometric triple integral?

By stressing my manipulative powers and a bit of help from Mathematica I was able to show that the triple integral ...