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Beta and Gamma Functions

This lecture discusses the beta and gamma functions. The beta function is defined as an integral involving two positive variables x and y. The gamma function is defined as an integral involving a positive variable x. Specific values of the gamma function are examined at x=1 and x=1/2. An identity is derived using integration by parts to relate the gamma function at other points to previous values. The gamma function generalizes the factorial function and approaches infinity as x approaches 0 from the right.

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Jayniti Kumari
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132 views9 pages

Beta and Gamma Functions

This lecture discusses the beta and gamma functions. The beta function is defined as an integral involving two positive variables x and y. The gamma function is defined as an integral involving a positive variable x. Specific values of the gamma function are examined at x=1 and x=1/2. An identity is derived using integration by parts to relate the gamma function at other points to previous values. The gamma function generalizes the factorial function and approaches infinity as x approaches 0 from the right.

Uploaded by

Jayniti Kumari
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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Lecture 3

Beta and Gamma Functions

Introduction:
This article is about Euler beta function. For other uses, see Beta function (disambiguation).
In mathematics, the beta function, also called the Euler integral of the first kind, is a special
function.

Definition:
For x, y positive we define the Beta function by

Using the substitution u = 1 - t it is easy to see that

The beta function was studied by Euler and Legendre and was given its name by Jacques
Binet; its symbol Β is a Greek capital beta rather than the similar Latin capital B or the Greek
lowercase β.

Definition:
For x positive we define the Gamma function by

This integral cannot be easily evaluated in general; therefore we first look at the Gamma
function at two important points. We start with x = 1:
Now we look at the value at x = 1/2:

The last integral cannot be evaluated using anti derivative (see the note on Newton
integrability). However, this particular definite integral is very important (for instance in
probability), so people eventually found a trick to find its value.
To find the value of the Gamma function at other points we deduce an interesting identity
using integration by parts:

The limit is evaluated using L'Hospital's rule several times. We see that for x positive we
have

If we apply this to a positive integer n, we get

So we see that the Gamma function is a generalization of the factorial function. It is possible
to show that the limit of the Gamma function at 0 from the right is infinity, the graph looks
like this:

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