Bourbaki

Proposition 3

Tag 08J3, permanent. Cite it as [Bourbaki, Tag 08J3].

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

For all x>0x > 0

Γ(x)=∫0∞e−ttx−1dt \Gamma(x) = \int_0^\infty e^{-t} t^{x-1} dt

(second Euler integral).

Now the function g(x)=∫0∞e−ttx−1dtg(x) = \int_0^\infty e^{-t} t^{x-1} dt is defined for all x>0x > 0 (V, p. 229); lemma 3 of VII, p. 311, then shows that it is logarithmically convex on ]0,+∞[0, +\infty[. Moreover, on integrating by parts, one has

g(x+1)=∫0∞e−ttx dt=−e−ttx∣0∞+x∫0∞e−ttx−1dt=x g(x). g(x+1) = \int_0^\infty e^{-t} t^x \, dt = -e^{-t} t^x \Big|_0^\infty + x \int_0^\infty e^{-t} t^{x-1} dt = x \, g(x).

Other words, gg is a solution of equation (1) of VII, p. 305; finally,

g(1)=∫0∞e−t dt=1; g(1) = \int_0^\infty e^{-t} \, dt = 1;

proposition therefore follows from prop. 1 of VII, p. 306.

By the change of variable e−t=ue^{-t} = u one deduces from (14) (VII, p. 311) the formula

Γ(x)=∫01(log⁡1t)x−1dt. \Gamma(x) = \int_0^1 \left( \log \frac{1}{t} \right)^{x-1} dt.

Similarly, from the change of variable u=t1/xu = t^{1/x} we obtain

x Γ(x)=∫0∞e−t1/x dt x \, \Gamma(x) = \int_0^\infty e^{-t^{1/x}} \, dt

again, taking account of (7) (VII, p. 3),

Γ(1+1x)=∫0∞e−tx dt \Gamma \left( 1 + \frac{1}{x} \right) = \int_0^\infty e^{-t^x} \, dt

In particular, for x=2x = 2

Γ(32)=12Γ(12)=∫0∞e−t2 dt. \Gamma \left( \frac{3}{2} \right) = \frac{1}{2} \Gamma \left( \frac{1}{2} \right) = \int_0^\infty e^{-t^2} \, dt.

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

Cited by

Nothing.

Cites

Transcribed from the printed volume. Not translated.