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Euler's Gamma integral converges exactly for positive real parameters
Statement
Let be real. The Euler integral converges if and only if .
Facts & Assumptions
Given: A real parameter , with the integral split at .
For every natural and real , as (The exponential dominates every fixed nonnegative integer power at ).
If eventually at a singular end and the improper integral of converges there, then the integral of converges; the same assertion holds separately at infinity and at either finite singular endpoint (Comparison tests for improper integrals).
The natural logarithm is strictly increasing and maps onto (Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm).
For real , is differentiable on with derivative (Continuity and derivatives of positive-base real powers).
Proof
Suppose . On , , and [F5] with the fundamental theorem gives . Thus [F2] gives convergence at zero.
If , then on , while . At this is exactly the logarithmic threshold, and [F3] and [F4] show diverges; the same lower comparison proves divergence for .
For arbitrary real , choose a natural . For , , and [F1] with makes eventually. Since the latter has a convergent improper integral, [F2] gives convergence at infinity.
Steps 1.1 and 1.3 prove convergence for , while step 1.2 proves divergence for every . Hence the two improper ends converge simultaneously exactly on the positive real axis.
Depends on
- The real Gamma function by Euler's integral
- Continuity and derivatives of positive-base real powers
- The exponential dominates every fixed nonnegative integer power at $+\infty$
- Comparison tests for improper integrals
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The exponential function is strictly increasing
- Every complete ordered field is Archimedean
- The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
Used by
- FALSE: Euler's real Gamma integral converges at the nonpositive integers False statement
- The real Beta--Gamma identity Theorem
- The real Gamma function is smooth and its derivatives are logarithmic moments Theorem
- The real Gamma function is strictly log-convex Theorem
- The real Gamma functional equation Γ(s+1)=sΓ(s) Theorem
Cited to discharge well-definedness by The real Gamma function by Euler's integral.
Dependency tree · two levels
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Sources
- K. Chandrasekharan, Lectures on the Riemann Zeta-Function, Lecture 6 §1(i) (standard reference, not scraped)
- University of Toronto MAT237Y1, The Gamma Function and the Beta Function, §1.1 (standard reference, not scraped)