Is there a general approach to evaluating definite integrals of the form ∫∞0e−xndx for arbitrary n∈Z? I imagine these lack analytic solutions, so some sort of approximation is presumably required. Any pointers are welcome.
Answer
For n=0 the integral is divergent and if n<0 lim so the integral is not convergent.
For n>0 we make the substitution t:=x^n, then I_n:=\int_0^{+\infty}e^{-x^n}dx=\int_0^{+\infty}e^{—t}t^{\frac 1n-1}\frac 1ndt=\frac 1n\Gamma\left(\frac 1n\right),
where \Gamma(\cdot) is the usual Gamma function.
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