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The Beta-Gamma identity

Statement

For Re⁡p>0 and Re⁡q>0,

B(p,q)=Γ(p)Γ(q)Γ(p+q).

Facts & Assumptions

Given: Complex numbers p,q with positive real parts.

[L1]

The real Beta-Gamma identity holds for positive real parameters (The real Beta--Gamma identity).

[L2]

On positive real arguments, the complex Gamma function agrees with the real Gamma function (The complex Gamma function restricts to the real Gamma function).

[L3]

If two holomorphic functions on a complex domain agree on a set with an accumulation point, then they agree everywhere (Identity theorem for holomorphic functions).

[L4]

Finite-interval parameter integrals of holomorphic kernels are holomorphic (A jointly continuous finite-interval parameter integral of holomorphic functions is holomorphic).

[L5]

Gamma is holomorphic on the right half-plane (Euler's Gamma function is holomorphic on the right half-plane).

[L7]

Euler's Beta and Gamma functions are defined by their classical integrals (Euler's Beta function on the right half-planes, Euler's Gamma function on the right half-plane).

Proof

technique · direct
1.1givenL4L6L7

Fix a real number q0>0. For n≥2, define Bn(p):=∫1/n1−1/ntp−1(1−t)q0−1 dt. By [L4], each Bn is holomorphic on Re⁡p>0. On a compact set K⊆{p:Re⁡p>0} choose a>0 with Re⁡p≥a on K; then the omitted tails are dominated by ta−1(1−t)q0−1 near 0 and by (1−t)q0−1 near 1, so Bn→B( ⋅ ,q0) locally uniformly on Re⁡p>0. Hence [L6] makes p↦B(p,q0) holomorphic there.

2.1step 1.1L1L2L3L5

The function Hq0(p):=Γ(p+q0)B(p,q0)−Γ(p)Γ(q0) is holomorphic on Re⁡p>0 by step 1.1 and [L5]. If p>0 is real, then [L1] and [L2] identify the complex and real formulas, so Hq0(p)=0. The positive real axis has an accumulation point in the right half-plane, so [L3] gives Hq0≡0. Thus Γ(p+q0)B(p,q0)=Γ(p)Γ(q0)(Re⁡p>0, q0>0 real).

3.1step 2.1L3L5L6L7

Now fix p with Re⁡p>0. Repeating step 1.1 with the roles of p and q reversed shows that q↦B(p,q) is holomorphic on Re⁡q>0. Therefore Kp(q):=Γ(p+q)B(p,q)−Γ(p)Γ(q) is holomorphic on Re⁡q>0 by [L5]. Step 2.1 shows Kp(q)=0 for every positive real q, so [L3] gives Kp≡0. Thus Γ(p+q)B(p,q)=Γ(p)Γ(q) for all parameters in the stated half-planes.

4.1step 2.1step 3.1L3L5L7algebra∎

To justify division, suppose Γ(z)=0 for some Re⁡z>0. By [L7], B(z,1)=∫01tz−1 dt=1/z≠0, since tz→0 as t↓0. Step 3.1 makes q↦B(z,q) holomorphic, hence continuous at 1, so B(z,q)≠0 for every real q in some interval about 1 contained in (0,∞). Step 2.1 then gives Γ(z+q)=0 throughout that interval. Its translated interval has an accumulation point in the right half-plane, so [L3] and [L5] force Γ to vanish identically there, contradicting Γ(1)=∫0∞e−t dt=1 from [L7]. Thus Gamma has no zeros in the right half-plane; in particular Γ(p+q)≠0, and division of step 3.1 gives the stated identity.

Depends on

Used by

Cited to discharge well-definedness by Euler's Beta function on the right half-planes.

Dependency tree · two levels

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Sources