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Math 411: Honours Complex Variables - University of Alberta

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12.2. THE GAMMA FUNCTION 83<br />

Since α < 1, we see that the contribution from the circular arc CR is<br />

��<br />

�<br />

� �<br />

�<br />

� f�<br />

�<br />

CR<br />

≤ Rα−1<br />

R<br />

2<br />

·2πR = 4πR α−1 →<br />

R→∞ 0.<br />

Likewise, since α > 0, the contribution from the semicircular contour Cr is<br />

��<br />

�<br />

� �<br />

�<br />

� f�<br />

�<br />

We thus deduce that<br />

Thus<br />

Cr<br />

2πie (α−1)iπ = lim<br />

r→0<br />

≤ rα−1<br />

1<br />

2<br />

R→∞ ir<br />

� ∞<br />

e (α−1)log|z|<br />

·πr = 2πr α →<br />

r→0 0.<br />

�� R+ir � R−ir<br />

f −<br />

=<br />

0 +<br />

dz −<br />

1+z<br />

= I(α) � 1−e (α−1)2πi� .<br />

�<br />

f<br />

−ir<br />

� ∞<br />

e (α−1)(log|z|+i2π)<br />

0 +<br />

1+z<br />

π = I(α)· e−(α−1)πi −e (α−1)πi<br />

= I(α)·<br />

2i<br />

−e−απi +eαπi ,<br />

2i<br />

from which we see that<br />

I(α) = Γ(α)Γ(1−α) = π<br />

sinπα ,<br />

On extending this result by analytic continuation, one finds for all z ∈ C \ Z<br />

that<br />

Γ(z)Γ(1−z) = π<br />

sinπz .<br />

• For α ≥ 1 and positive x and λ, another frequently encountered integral can be<br />

expressed in terms <strong>of</strong> Γ using the substitution u = xtλ :<br />

�<br />

� ∞<br />

0<br />

e −xtλ<br />

t α−1 dt = 1<br />

λx α<br />

λ<br />

0<br />

� ∞<br />

0<br />

e −u u α<br />

λ−1 du = Γ� α<br />

λ<br />

λx α<br />

λ<br />

For the special case α = x = 1, this result simplifies to<br />

� ∞<br />

e −tλ<br />

dt = 1<br />

λ Γ<br />

� � �<br />

1<br />

= Γ 1+<br />

λ<br />

1<br />

�<br />

.<br />

λ<br />

For 0 < α < 1 and x > 0, a related integral is<br />

� ∞<br />

0<br />

e ixt t α−1 dt = iα Γ(α)<br />

x α .<br />

dz<br />

. (12.3)<br />

(12.4)<br />

To establish this result, it is convenient to introduce a branch cut, shown in<br />

red, along the negative real axis:

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