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Symmetry and the trigonometric form of the real Beta integral
Statement
For , .
Facts & Assumptions
Given: Positive real parameters .
If is a monotone differentiable surjection with locally integrable derivative, the proper change-of-variable hypotheses hold on every compact truncation, and is locally integrable on , then the improper integrals of and converge simultaneously and are equal when convergent (Change of variable in an improper integral).
The Beta integral converges if and only if and (Euler's Beta integral converges exactly for two positive parameters).
Proof
In the convergent integral [F2], the decreasing substitution interchanges and . By [F1], .
On compact interior truncations use , with and . The transformed integrand is .
Let the truncations tend to and . Convergence from [F2] and [F1] yields the full trigonometric integral and completes the displayed equality.
Depends on
- Euler's real Beta integral
- Euler's Beta integral converges exactly for two positive parameters
- Change of variable in an improper integral
- The derivatives of sine and cosine are cosine and minus sine
- Parity and the Pythagorean identity for sine and cosine
- Signs, monotonicity intervals, and ranges of sine and cosine
Used by
Nothing in the library uses this result yet.
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Sources
- University of Toronto MAT237Y1, The Gamma Function and the Beta Function, §2.2(a) (standard reference, not scraped)