Scribd
Upload
79 views4 pages

Practical Guide 06 B and G Functions

1) The document defines the beta and gamma functions and states their main properties and applications to computing improper integrals. 2) It proves that the integrals defining the beta and gamma functions are convergent for all positive parameters by using limit comparison tests and splitting the integrals. 3) Several key properties of the beta and gamma functions are stated, including relationships between them and connections to factorial functions.

Uploaded by

Emil
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
79 views4 pages

Practical Guide 06 B and G Functions

1) The document defines the beta and gamma functions and states their main properties and applications to computing improper integrals. 2) It proves that the integrals defining the beta and gamma functions are convergent for all positive parameters by using limit comparison tests and splitting the integrals. 3) Several key properties of the beta and gamma functions are stated, including relationships between them and connections to factorial functions.

Uploaded by

Emil
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

0.

1 B and Functions
We dene the B and functions (Eulers functions) and briey state the main properties and applications to
computing some improper integrals.
Denition. The (improper) integral
B(p; q)
def
=
1
_
0
x
p1
(1 x)
q1
dx
is convergent for all p; q > 0 , therefore the " B (beta) function" makes sense.
Denition. The (improper) integral
(p)
def
=
+1
_
0
x
p1
e
x
dx
is convergent for all p > 0 , therefore the " (gama) function" makes sense.
Proof. To prove these improper integrals are convergent is easy.
For B(p; q) we split as ( for any c 2 (0; 1) )
B(p; q) =
1
_
0
x
p1
(1 x)
q1
dx =
c
_
0
x
p1
(1 x)
q1
d
. .
x
A
+
1
_
c
x
p1
(1 x)
q1
dx
. .
B
The improper integral "A" is "improper" only at x = 0 , "B" is "improper" only at x = 1
Since for p 1 and q 1 we have
lim
x&0
x
p1
(1 x)
q1
= 0 , lim
x%1
x
p1
(1 x)
q1
= 0
A and B are improper only for 0 < p < 1 , 0 < q < 1 , since in this case
lim
x&0
x
p1
(1 x)
q1
= lim
x&0
1
x
1p
(1 x)
q1
=
1
+0
= +1
lim
x%1
x
p1
(1 x)
q1
= lim
x%1
x
p1
1
(1 x)
q1
=
1
+0
= +1
Finally for p < 1 , q < 1 , we use the limit comparison test.
We compare A to
c
_
0
1
x
1p
dx and B to
1
_
c
1
(1 x)
1q
dx
improper integrals which are convergent since 0 < 1 p < 1 and 0 < 1 q < 1
Next compute the limits
lim
x&0
x
p1
(1 x)
q1
1
x
1p
= lim
x&0
(1 x)
q1
= 1 , lim
x%1
x
p1
(1 x)
q1
1
(1x)
1q
= lim
x%1
x
p1
= 1
Consequently, by limit comparison test the improper integrals are convergent, which implies the integral dening
B(p; q) is also convergent.
For (p) we split as
(p) =
+1
_
0
x
p1
e
x
dx =
1
_
0
x
p1
e
x
dx
. .
C
+
+1
_
1
x
p1
e
x
dx
. .
D
1
The integral C is "improper" only at x = 0 and only for p < 1 , since
lim
x&0
x
p1
e
x
= 0 for all p > 1 , lim
x&0
x
p1
e
x
= 1 for p = 1
lim
x&0
x
p1
e
x
= lim
x&0
1
x
1p
e
x
=
1
+0
= +1 for all p < 1
The integral D is "improper" only at +1 .
We use limit comparison test for p < 1
we compare C to
1
_
0
1
x
1p
dx , which is convergent since 1 p < 1
lim
x&0
x
p1
e
x
1
x
1p
= lim
x&0
e
x
= 1
consequently, by limit comparison test, the integral C is convergent.
we compare D to
+1
_
1
e
x=2
dx , which is convergent
lim
x!+1
x
p1
e
x
e
x=2
= lim
x!+1
x
p1
e
x=2
= 0 for all p > 0
consequently, by limit comparison test, the integral C is convergent.
Finally C and D convergent ) the integral dening (p) is convergent for all p > 0

Properties.
1.
(1) = 1
2. The following property suggests that may be considered a "generalization" of the "factorial" function
(which makes sense only for natural numbers).
(p) = (p 1) (p 1) for all p > 1
(n) = (n 1)! for all n 2 N
3.
B(q; p) = B(p; q) for all p; q > 0
4.
B(
1
2
;
1
2
) =
5.
B(p; q) =
1
_
0
x
p1
(1 x)
q1
dx = 2
=2
_
0
(sint)
2p1
(cos t)
2q1
dt or conversely
=2
_
0
(sint)
m
(cos t)
n
dt =
1
2
B(
m + 1
2
;
n + 1
2
)
6.
B(p; q) =
1
_
0
x
p1
(1 x)
q1
dx =
+1
_
0
t
p1
(t + 1)
p+q
dt
2
7.
B(p; q) =
(p) (q)
(p + q)
for all p; q > 0
8.
(p)(q) =

sinp
=

sinq
for all p + q = 1 , p; q > 0
Proof.
1.
(1) =
+1
_
0
e
x
dx = e
x

+1
0
= lim
x!+1
(e
x
) (e
0
) = 1 lim
x!+1
1
e
x
= 1
2.
(p) =
+1
_
0
x
p1
e
x
dx = by parts = x
p1
__
e
x
_
. .
e
x

+1
0

+1
_
0
_
x
p1
_
0
__
e
x
_
dx =
=
_
lim
x!+1
x
p1
e
x

0
p1
e
0
_

+1
_
0
(p 1)x
p2
(e
x
)dx = 0 0 + (p 1)
+1
_
0
x
p2
e
x
dx = (p 1) (p 1)
For natural numbers n we get
(n) = (n 1)(n 1) = (n 1)(n 2)(n 2) = :::
::: = (n 1)(n 2):::3 2 1 (1) = (n 1)!(1)
3.
B(q; p) =
1
_
0
x
q1
(1 x)
p1
dx = the change of variable x = 1 t leads to
=
0
_
1
(1 t)
q1
t
p1
(dt) =
1
_
0
(1 t)
q1
t
p1
dt = Bp; q)
4. We use the change of variable x = sin
2
t , dx = 2 sint cos tdt we have x &0 )t &0 si x %1 )t %

2
,
we get
B(
1
2
;
1
2
) =
1
_
0
1
_
x(1 x)
dx =
=2
_
0
1
_
sin
2
t(1 sin
2
t)
2 sint cos tdt =
=2
_
0
2 sint cos t
sint cos t
dt =
=2
_
0
2dt =
5. Again we use the change of variable x = sin
2
t , dx = 2 sint cos tdt , just as before, we get
B(p; q) =
1
_
0
x
p1
(1 x)
q1
dx ==
=2
_
0
(sin
2
t)
p1
(1 sin
2
t)
q1
2 sint cos tdt = 2
=2
_
0
(sint)
2p1
(cos t)
2q1
dt
6. We use the change of variable x =
t
t+1
, and clearly x &0 ) t &0 , x %1 ) t !
1
+0
= +1
dx =
_
t
t + 1
_
0
dt =
t + 1 t
(t + 1)
2
dt =
1
(t + 1)
2
dt
B(p; q) =
1
_
0
x
p1
(1 x)
q1
dx ==
+1
_
0
_
t
t + 1
_
p1
_
1
t
t + 1
_
q1
1
(t + 1)
2
dt =
+1
_
0
t
p1
(t + 1)
p+q
dt
3
7. 8. We omit the proof, it is not elementary and irrelevant for the purpose of this presentation.
Here are a few applications of these properties, to computing some denite or improper integrals .
Exemples.
1) Prove that
(
1
2
) =
p

Solution.
= B(
1
2
;
1
2
) =
(
1
2
) (
1
2
)
(
1
2
+
1
2
)
=
(
1
2
)
2
(1)
) (
1
2
) =
p

2) Compute the integral


=2
_
0
(sint)
6
(cos t)
8
dt
Solution.
=2
_
0
(sint)
6
(cos t)
8
dt =
1
2
B(
6 + 1
2
;
8 + 1
2
) =
1
2
(
7
2
) (
9
2
)
(
7
2
+
9
2
)
=
First we have
(
7
2
+
9
2
) = (8) = 7!
(
9
2
) =
7
2
(
7
2
) =
7
2
5
2
(
5
2
) =
7
2
5
2
3
2
(
3
2
) =
7
2
5
2
3
2
1
2
(
1
2
)
(
7
2
) =
5
2
(
5
2
) =
5
2
3
2
(
3
2
) =
5
2
3
2
1
2
(
1
2
)
Then we nalise
=2
_
0
(sint)
6
(cos t)
8
dt =
1
2
(
7
2
) (
9
2
)
(8)
=
5
2
3
2
1
2
(
1
2
)
7
2
5
2
3
2
1
2
(
1
2
)
7!
3) Compute the improper integral
+1
_
0
1
(x
3
+ 1)
3
dx
Solution.
We use the change of variable x
3
= t , x !0 ) t !0 , x !+1 ) t !+1 , x = t
1=3
, dx =
1
3
t
1=31
dt
, we get
+1
_
0
1
(x
3
+ 1)
3
dx =
+1
_
0
t
1=31
(t + 1)
3
dt = B(
1
3
; 3
1
3
) = B(
1
3
;
8
3
) =
(
1
3
) (
8
3
)
(
1
3
+
8
3
)
=
=
(
1
3
)
5
3
(
5
3
)
(3)
=
(
1
3
)
5
3
2
3
(
5
3
)
2!
=
5
3
1
3
(
1
3
)(
5
3
) =
5
9

sin

3
=
5 2
9
p
3

4) Compute the value of Poisson integral


+1
_
0
e
x
2
dx
Solution.
We use the change of variable x
2
= t ) x = t
1=2
, dx =
1
2
t
1=21
dt , x ! 0 ) t ! 0 , x ! +1 )
t !+1 , we get
+1
_
0
e
x
2
dx =
+1
_
0
e
t
1
2
t
1
2
1
dt =
1
2
(
1
2
) =
p

2
4

You might also like