Wednesday, 14 October 2015

integration - Integral int10logleft(Gammaleft(x+alpharight)right),rmdx=fraclogleft(2piright)2+alphalogleft(alpharight)alpha




Hi I am trying to proveI:=10log(Γ(x+α))dx=log(2π)2+αlog(α)α,α0.


I am not sure whether to use an integral representation or to somehow use the Euler reflection formula
Γ(z)Γ(1z)=πsinπz

since a previous post used that to solve this kind of integral. Other than this method, we can use the integral representation
Γ(t)=0xt1exdx.



Also note Γ(n)=(n1)!.


Answer



This one is deceptively simple. Differentiate with respect to α and note that your integrand becomes Γ(x+α)Γ(x+α). You can view this also as (logΓ(x+α)) (where the derivative is taken with respect to x now). At this point you have



10(logΓ(x+α))dx=logΓ(x+α)|10=logΓ(1+α)logΓ(0+α)=log(αΓ(α))logΓ(α)=logα+logΓ(α)logΓ(α)=logα



So I(α)=log(α) which gives that I(α)=αlogαα+C. To determine the constant of integration, take α=0. This gives




I(0)=C=10logΓ(x)dx.



From here, refer to achille's answer on a different question to evaluate this integral.


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