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Beta - Gamma - Functions 1

beta gamma functions

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17 views

Beta - Gamma - Functions 1

beta gamma functions

Uploaded by

renatinavaneeth
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Gamma and Beta Functions

Gamma function

introduced by Swiss mathematician


Leonhard Euler (1729)

generalization of factorial function to


non-integer values (more specifically, to
all complex numbers except the
non-positive integers)
A translated version of factorial function
is the following recurrence relation:
1 f (1) = 1, Leonhard Euler (1707–1783)
2 f (x + 1) = xf (x).
Z ∞
For p > 0, the gamma function, Γ(p) := xp−1 e−x dx.
0
Is gamma function convergent?

Z 1 Z ∞
p−1 −x
Γ(p) = x e dx + xp−1 e−x dx
0 1

=I1 + I2

To see the convergence of I1 (improper integral of second kind), we take


Z 1
f (x)
f (x) = x ep−1 −x p−1
and g(x) = x , then lim = 1 and xp−1 dx
x→0 g(x) 0
converges.
To see the convergence of I2 (improper integral of first kind), take f (x) =
f (x)
xp−1 e−x and g(x) = x12 . Then lim = lim x2+p−1 e−x = 0 and
x→∞ g(x) x→∞
R∞ 1
1 x2 dx converges. Hence by (2) of limit comparison theorem, the integral
converges.
Some properties of Gamma function
Z ∞
Γ(1) = e−x dx = 1.
0
Γ(α + 1) = αΓ(α).
Integration by parts formula implies,
Z ∞ ∞
∞
Z
Γ(α+1) = xα e−x dx = −(xα e−x ) +α xα−1 e−x dx = αΓ(α).
0 0 0

Therefore, Γ(n + 1) = n! ∀n ∈ N.

Euler’s reflection formula for p ∈


/Z
π
Γ(p) · Γ(1 − p) = .
sin (πp)
√
 
1 1
Γ = π. Hint: choose p = 2 in the above formula.
2
Beta functions
Z 1
For p, q > 0, beta function, β(p, q) = xp−1 (1 − x)q−1 dx.
0
If p > 1 and q > 1, then the integral is definite integral. When p < 1
and/or q < 1, this integral is improper of second kind at 0 and/or 1.
To prove the convergence, we divide as before
Z 1 Z 1/2 Z 1
p−1 q−1 p−1 q−1
x (1 − x) dx = x (1 − x) dx + xp−1 (1 − x)q−1 dx
0 0 1/2

= I1 + I2 .

To see the convergence of I1 , take f (x) = xp−1 (1 − x)q−1 and


Z 1/2
f (x) q−1
p−1
g(x) = x . Then lim = lim (1 − x) = 1 and xp−1 dx
x→0 g(x) x→0 0
converges. Similarly, for convergence of I2 , we take
f (x) = xp−1 (1 − x)q−1 and g(x) = (1 − x)q−1 .
Some properties of beta function

β(p, q) = β(q, p).


Hint: Substitute t = 1 − x.

Z π/2
β(p, q) = 2 sin2p−1 θ cos2q−1 θdθ
0
.
Hint: Substitute x = sin2 θ in β(p, q).

Relationship between gamma and beta functions


Γ(p)Γ(q)
β(p, q) = .
Γ(p + q)
Thank You.

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