0 and n > 0. [2] The Gamma function is defined as an integral from 0 to infinity of t^(n-1)e^-t dt, where n > 0. [3] These functions have various properties and applications in calculating definite integrals."> 0 and n > 0. [2] The Gamma function is defined as an integral from 0 to infinity of t^(n-1)e^-t dt, where n > 0. [3] These functions have various properties and applications in calculating definite integrals.">
BETA and Gamma Functions Hand Out UNIT - II
BETA and Gamma Functions Hand Out UNIT - II
BETA and Gamma Functions Hand Out UNIT - II
Handout
1
Beta function: It is defined as β(m,n) = ∫
0
x m−1 (1 - x) n -1 dx , m > 0, n > 0 ( Euler
Gamma function:
∞
Γ(n)= ∫
0
t n−1e −t dt , n > 0 for convergence (2)
∞
Theorem Γ(x+1)=xΓ(x), Γ’(x)= ∫0
ln(t ) ⋅ t x −1e −t dt
∞ ∞
(Proof) Γ( x + 1) = ∫ t x e −t dt = − ∫ t x de −t
0 0
t = ∞ ∞ −t x ∞
= −t x e − t + ∫ e dt = x ∫ t x −1e −t dt = xΓ(x)
t=0 0 0
sin(πx) ∫0 1 + t
Theorem Γ(x)Γ(1-x)= = dt
∞
Γ( z ) = 2 ∫ e −t t 2 z −1 dt ,
2
ℜ( z ) > 0, ( A)
0
1 ∞
Theorem Γ = π , Γ’(1)= ∫ e −t ln tdt =-γ=-0.5772156....
2 0
1 1 1
(γ= lim 1 + + + LL + − ln n )
n →∞
2 3 n
2
1 1 1 π 1
(Proof) Γ Γ1 − = Γ = = π ⇒ Γ( ) = π
2 2 2 π 2
sin
2
1 Γ ( x )Γ( y )
Beta function: β(x,y)= ∫ t (1 − t ) dt =
x −1 y −1
0 Γ( x + y )
Motivating problems:
1 dz
1) Evaluate ∫0
1 − z4
.
3
1 −4
t dt 1 1
1 dz 1
4 1 1 4 −1 −1 1 1 1
Sol.) Let t=z4, dt=4z3 dz, ∫ =∫ = ∫ t ⋅ (1 − t ) 2 dt = β ,
0
1− z 4 0
1− t 4 0 4 4 2
π 2
Theorem β(m,n)= 2 ∫ 0
sin 2 m −1 (θ ) cos 2 n −1 (θ )dθ
Result: β(x,y)=β(y,x)
The restriction on z is necessary to avoid divergence of the integral. When Γ(z) does
appear in physical problems, it is often in this form or some variation such as
to define a factorial function z! The factorial function of Eq.(5.5) is, of course, related to
the gamma function by
Γ( z ) = ( z − 1)!
Γ( z + 1) = z!.
3
Observation:
The definite integral, together with the factor 2, has been named the beta function
π 2
B (m + 1, n + 1) ≡ 2 ∫ cos 2 m +1 θ sin 2 n+1 θdθ
0
m!n!
= = B (n + 1, m + 1).
(m + n + 1)!
Γ ( p )Γ( q )
B ( p, q ) = .
Γ( p + q )
The beta function is useful in the evaluation of a wide variety of definite integrals. The
substitution t=cosθ2 converts to
m!n! 1
B (m + 1, n + 1) = = ∫ t m (1 − t ) n dt. Replacing t by x2 , we obtain
(m + n + 1)! 0
m!n! 1
= ∫ x 2 m +1 (1 − x 2 ) n dx.
2(m + n + 1)! 0
The substitution t = u (1 + u ) in the basic equation yields still another useful form
m!n! ∞ um
(m + n + 1)! ∫0 (1 + u ) m + n + 2
= du.