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Euler's Gamma integral converges exactly for positive real parameters

Statement

Let s be real. The Euler integral 0ts1etdt converges if and only if s>0.

Facts & Assumptions

Given: A real parameter s, with the integral split at 1.

[F1]

For every natural m and real a>0, xm/exp(ax)0 as x+ (The exponential dominates every fixed nonnegative integer power at +).

[F2]

If 0uv eventually at a singular end and the improper integral of v converges there, then the integral of u converges; the same assertion holds separately at infinity and at either finite singular endpoint (Comparison tests for improper integrals).

[F3]

For x>0, log(x)=1/x and logx=1xdt/t (The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t).

[F4]

The natural logarithm is strictly increasing and maps (0,) onto R (Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm).

[F5]

For real α, xα is differentiable on (0,) with derivative αxα1 (Continuity and derivatives of positive-base real powers).

Proof

technique · direct
1.1

Suppose s>0. On (0,1], e1et1, and [F5] with the fundamental theorem gives 01ts1dt=1/s<. Thus [F2] gives convergence at zero.

givenF2F5algebra
1.2

If s0, then ts1t1 on (0,1], while ete1. At s=0 this is exactly the logarithmic threshold, and [F3] and [F4] show 01dt/t diverges; the same lower comparison proves divergence for s<0.

givenF2F3F4cases
1.3

For arbitrary real s, choose a natural mmax{s1,0}. For t1, ts1ettmet, and [F1] with a=1/2 makes tmetet/2 eventually. Since the latter has a convergent improper integral, [F2] gives convergence at infinity.

F1F2choose
2.1

Steps 1.1 and 1.3 prove convergence for s>0, while step 1.2 proves divergence for every s0. Hence the two improper ends converge simultaneously exactly on the positive real axis.

step 1.1step 1.2step 1.3cases-exhaustive

Depends on

Used by

Cited to discharge well-definedness by The real Gamma function by Euler's integral.

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Sources