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Relation Between The Beta and Gamma Functions

The document relates the Beta and Gamma functions. It shows that the Beta function can be expressed as a double integral over certain regions. Through a series of variable substitutions and taking limits, it is shown that the Beta function multiplied by the Gamma of the sum of its arguments is equal to the product of the Gamma functions of the individual arguments. This establishes the relation between the Beta and Gamma functions.

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37 views

Relation Between The Beta and Gamma Functions

The document relates the Beta and Gamma functions. It shows that the Beta function can be expressed as a double integral over certain regions. Through a series of variable substitutions and taking limits, it is shown that the Beta function multiplied by the Gamma of the sum of its arguments is equal to the product of the Gamma functions of the individual arguments. This establishes the relation between the Beta and Gamma functions.

Uploaded by

অর্পিতা রহমান অথৈ
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Relation between the Beta and Gamma Functions

Relation between the Beta and Gamma Functions


Z 1
B(a, b) = x a−1 (1 − x)b−1 dx.
0

Relation between the Beta and Gamma Functions


Z 1
B(a, b) = x a−1 (1 − x)b−1 dx.
0

1
Setting x = y + 2 gives the more symmetric formula
Z 1/2
1 1
B(a, b) = ( + y )a−1 ( − y )b−1 dy .
−1/2 2 2

Relation between the Beta and Gamma Functions


Z 1
B(a, b) = x a−1 (1 − x)b−1 dx.
0

1
Setting x = y + 2 gives the more symmetric formula
Z 1/2
1 1
B(a, b) = ( + y )a−1 ( − y )b−1 dy .
−1/2 2 2
t
Now let y = 2s to obtain
Z s
a+b−1
(2s) B(a, b) = (s + t)a−1 (s − t)b−1 dt.
−s

Relation between the Beta and Gamma Functions


Multiply by e −2s then integrate with respect to s, 0 ≤ s ≤ A, to
get
Z A Z AZ s
−2s
B(a, b) e a+b−1
(2s) ds = e −2s (s+t)a−1 (s−t)b−1 dt ds.
0 0 −s

Relation between the Beta and Gamma Functions


Multiply by e −2s then integrate with respect to s, 0 ≤ s ≤ A, to
get
Z A Z AZ s
−2s
B(a, b) e a+b−1
(2s) ds = e −2s (s+t)a−1 (s−t)b−1 dt ds.
0 0 −s

Take the limit as A → ∞ to get


Z AZ s
1
B(a, b)Γ(a + b) = lim e −2s (s + t)a−1 (s − t)b−1 dt ds.
2 A→∞ 0 −s

Relation between the Beta and Gamma Functions


Let σ = s + t, τ = s − t, so we integrate over

R = {(σ, τ ) : σ + τ ≤ 2A, σ, τ ≥ 0}.

Since s = 12 (σ + τ ), t = 21 (σ − τ ) the Jacobian determinant of the


change of variables is
1
1
2 −2 1

J= 1 =
1
2
2 2

Relation between the Beta and Gamma Functions


Let σ = s + t, τ = s − t, so we integrate over

R = {(σ, τ ) : σ + τ ≤ 2A, σ, τ ≥ 0}.

Since s = 12 (σ + τ ), t = 21 (σ − τ ) the Jacobian determinant of the


change of variables is
1
1
2 −2 1

J= 1 =
1
2
2 2

so
ZZ
1 1 −(σ+τ ) a−1 b−1
B(a, b)Γ(a + b) = lim e σ τ dτ dσ.
2 A→∞ R 2
.

Relation between the Beta and Gamma Functions


Thus
Z ∞Z ∞
B(a, b)Γ(a + b) = e −(σ+τ ) σ a−1 τ b−1 dτ dσ
0 0

Relation between the Beta and Gamma Functions


Thus
Z ∞Z ∞
B(a, b)Γ(a + b) = e −(σ+τ ) σ a−1 τ b−1 dτ dσ
0 0
Z ∞Z ∞
= e −σ σ a−1 e −τ τ b−1 dτ dσ
0 0

Relation between the Beta and Gamma Functions


Thus
Z ∞Z ∞
B(a, b)Γ(a + b) = e −(σ+τ ) σ a−1 τ b−1 dτ dσ
0 0
Z ∞Z ∞
= e −σ σ a−1 e −τ τ b−1 dτ dσ
0Z ∞0  Z ∞ 
−σ a−1 −τ b−1
= e σ dσ e τ dτ .
0 0

Relation between the Beta and Gamma Functions


Thus
Z ∞Z ∞
B(a, b)Γ(a + b) = e −(σ+τ ) σ a−1 τ b−1 dτ dσ
0 0
Z ∞Z ∞
= e −σ σ a−1 e −τ τ b−1 dτ dσ
0Z ∞0  Z ∞ 
−σ a−1 −τ b−1
= e σ dσ e τ dτ .
0 0

So we have:

Relation between the Beta and Gamma Functions


Theorem
Γ(a)Γ(b)
B(a,b) =
Γ(a + b)

Relation between the Beta and Gamma Functions

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