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