Bourbaki

Lemma 3

Tag 08J2, permanent. Cite it as [Bourbaki, Tag 08J2].

Functions of a Real Variable, chapter VII, § 1. THE GAMMA FUNCTION IN THE REAL DOMAIN

Let φ\varphi be a continuous function and >0> 0 on an open interval JJ contained in [0,+∞[[0, +\infty[. If II is an open interval such that the integral g(x)=∫Jtx−1φ(t)dtg(x) = \int_J t^{x-1} \varphi(t) dt converges for all x∈Ix \in I, then gg is logarithmically convex on II.

Indeed, log⁡tx−1=(x−1)log⁡t\log t^{x-1} = (x-1) \log t is a function of xx which is convex and twice differentiable for all t>0t > 0, so lemma 2 applies.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.