I tried to prove that ∞∫0tx−1e−tdt satisfies the functional equation of the gamma function Γ(x+1)=xΓ(x), so I partially integrated Γ(x+1), yielding [−e−ttx]∞0+xΓ(x).
It is obvious to me that
lima→∞axea
is zero for any finite a due to the fact that the exponential grows faster than any polynomial. You could show this quite easily by using L'Hôpital's rule a times. I can imagine, however, that this is not true in the non-finite case. Can I apply L'Hôpital in this way, what would I have to show in order to do so, and if I cannot, please give me a hint how to obtain the desired result in a different way.
Answer
I'm not exactly sure what is meant by the "non-finite" case, but if you are trying to establish the limit without using L'Hospital's rule then the following argument is applicable.
We are considering the limit as a→∞. For a>1 there is a positive integer n such that ax<an. Using the Taylor series for ea we get
eaan=∞∑k=0akk!an>a(n+1)!
and
axea<anea<(n+1)!a
Whence
lima→∞axea=lima→∞(n+1)!a=0
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