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Many important functions in applied sciences are defined via improper integrals. Maybe the most famous among them is the Gamma Function. This is why we thought it would be a good idea to have a page on this function with its basic properties. You may consult any library for more information on this function. Historically the search for a function generalizing the factorial expression for the natural numbers was on. In dealing with this problem one will come upon the wellknown formula
A very quick approach to this problem suggests to replace n by x in the improper integral to generate the function
Clearly this definition requires a close look in order to determine the domain of f(x). The only possible bad points are 0 and . Let us look at the point 0. Since when , then we have
when . The p-test implies that we have convergence around 0 if and only if x < 1 (or equivalently x >-1). On the other hand, it is quite easy to show that the improper integral is convergent at regardless of the value of x. So the domain of f(x) is . If we like to have translate the x-axis to get the new function as a domain, we will need to
which explains somehow the awkward term x-1 in the power of t. Now the domain of this new function (called the Gamma Function) is . The above formula is also known as Euler's second integral (if you wonder about Euler's first integral, it is coming a little later).
for any x > 0. In order to show this formula from the definition of will use the following identity
, we
(this is just an integration by parts). If we let a goe to 0 and b goe to we get the desired identity. In particular, we get
. This formula makes it possible for the (except for the negative integers). on the interval (0,1] to know the
In particular, it is enough to know function for any x > 0. Note that since
we get . Combined with the above identity, we get what we expected before :
A careful analysis of the Gamma function (especially if we notice that is a convex function) yields the inequality
or equivalently
for every
Note that this formula identifies the Gamma function in a unique fashion. Weierstrass identity. A simple algebraic manipulation gives
converges to
or
The logarithmic derivative of the Gamma function: Since any x >0, we can take the logarithm of the above expression to get
for
or
In fact, one can differentiate the Gamma function infinitely often. In "analysis" language we say that the graph of the Gamma function. is of -class. Below you will find
It is defined for two variables x and y. This is an improper integral of Type I, where the potential bad points are 0 and 1. First we split the integral and write
When
, we have
and when
, we have
So we have convergence if and only if x > 0 and y >0 (this is done via the ptest). Therefore the domain of B(x,y) is x > 0 and y>0. Note that we have
or
or equivalently
Hence we have
or
where
This is a well known result, called Stirling's formula. So for large n, we have
which implies
and
), we get
This page is inspired by Emil Artin's book on the Gamma Function. The exact reference is: Artin, Emil. The Gamma Function. New York, NY: Holt, Rinehart and Winston, 1964.