Lec#44 Real Analysis

for lecturer mathematics

 Improper Integrals
 Gamma function
 Beta function
 Important results

0301-4889903
 Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞
∞
න 𝒙𝜶−𝟏 𝒆−𝒙 𝒅𝒙 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒔 𝒇𝒐𝒓 𝜶 > 𝟎 𝑝 = 2 > 1 𝑠𝑜 𝑏𝑦 𝐿. C. T න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑛𝑡.
∞𝟎 1 ∞ 1
න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 = න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 + න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 ∞
Hence given integral ‫׬‬0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 is convergent.
0 0 1
1
Gamma Function: The improper integral
𝛼−1 −𝑥 ∞
𝑐𝑜𝑛𝑠𝑖𝑑𝑒𝑟 න 𝑥 𝑒 𝑑𝑥
0 Γ 𝛼 = න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥
𝐻𝑒𝑟𝑒 𝑓 𝑥 = 𝑥 𝛼−1 𝑒 −𝑥 0
lim 𝑥 1−𝛼 𝑓(𝑥) = lim 𝑒 −𝑥 = 1 ≠ ∞
𝑥→0 𝑥→0 is called Gamma function. The Gamma function may be
1 regarded as a generalization of factorial function 𝑛!.
So by L.C.T ‫׬‬0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 is convergent if 1 − 𝛼 < 1 or
𝛼 > 0. Theorem:
∞
1) Γ 𝑥 + 1 = 𝑥Γ 𝑥 𝑓𝑜𝑟 𝑥 > 0
𝑁𝑜𝑤 𝑐𝑜𝑛𝑠𝑖𝑑𝑒𝑟 න 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥
1 2) Γ 𝑛 + 1 = 𝑛! 𝑓𝑜𝑟 𝑛 ∈ 𝑁
𝐻𝑒𝑟𝑒 𝑓 𝑥 = 𝑥 𝛼−1 𝑒 −𝑥
𝑥 𝛼+1 3) log Γ 𝑖𝑠 𝑐𝑜𝑛𝑣𝑒𝑥 𝑜𝑛 (0, ∞)
lim 𝑥 2 𝑓(𝑥) = lim 𝑥 = 0
𝑥→0 𝑥→0 𝑒

0301-4889903 Mathematics by ALI RAZA 2

 Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ ∞

𝑸: න 𝒙𝟑 𝒆−𝒙 𝒅𝒙 𝑸: න 𝒙𝟔 𝒆−𝟐𝒙 𝒅𝒙
𝟎 𝟎
𝑑𝑡
∞ ∞ Solution: Let 𝑡 = 2𝑥 then 𝑑𝑥 = then
Solution: ‫׬‬0 𝑥 3 𝑒 −𝑥 𝑑𝑥 = ‫׬‬0 𝑥 4−1 𝑒 −𝑥 𝑑𝑥 ∞ 2∞

So the given integral is a gamma function with 𝛼 = 4 Thus න 𝑥 6 𝑒 −2𝑥 𝑑𝑥 = න (𝑡/2)6 𝑒 −𝑡 𝑑𝑥

0∞ 0
it is convergent. ∞
1
∞ න 𝑥 6 𝑒 −2𝑥 𝑑𝑥 = න 𝑡 6 𝑒 −𝑡 𝑑𝑥
Its value is ‫׬‬0 𝑥 3 𝑒 −𝑥 𝑑𝑥 = Γ 4 = 3! = 6 0
128
0
∞ ∞
𝟏 1
𝑸: 𝚪 = 𝝅 න 𝑥 6 𝑒 −2𝑥 𝑑𝑥 = න 𝑡 7−1 𝑒 −𝑡 𝑑𝑥
𝟐 128
∞0 0
1 1
1 ∞ 1−1 −𝑥 ∞ −1 −𝑥 න 𝑥 6 𝑒 −2𝑥 𝑑𝑥 = Γ 7 = × 6!
Solution: Γ = ‫׬‬0 𝑥 2 𝑒 𝑑𝑥 = ‫׬‬0 𝑥 2 𝑒 𝑑𝑥 128 128
2 0 ∞
45
Let 𝑥 = 𝑡 2 𝑡ℎ𝑒𝑛
𝑑𝑥 = 2𝑡𝑑𝑡 then න 𝑥 6 𝑒 −2𝑥 𝑑𝑥 =
∞ ∞ 8
1 −1 −𝑡 2 −𝑡 2
𝜋 0
Γ = න 𝑡 𝑒 2𝑡𝑑𝑡 = 2 න 𝑒 𝑑𝑡 = 2 = 𝜋
2 2
0 0

0301-4889903 Mathematics by ALI RAZA 3

 Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals
∞ ∞
𝒆−𝒂𝒕 𝝅
𝑸: න 𝒚𝒆 −𝒚𝟑
𝒅𝒚 𝑸: න 𝒅𝒕 = 𝐰𝐡𝐞𝐫𝐞 𝐚 > 𝟎
𝒕 𝒂
𝟎 𝟎
𝑑𝑥
3
Solution: Let 𝑡 = 𝑦 then 𝑦 = 𝑡 1/6 then Solution: Let 𝑥 = 𝑎𝑡 then 𝑑𝑡 = then
∞ ∞ ∞ ∞𝑎 1
−𝑦3
𝑑𝑡 𝑒 −𝑎𝑡 𝑥 −
2 𝑑𝑥
න 𝑦𝑒 𝑑𝑦 = න 𝑡1/6 𝑒 −𝑡 2/3 න 𝑑𝑡 = න 𝑒 −𝑥
3𝑡 𝑡 𝑎 𝑎
0∞ 0 ∞ 0
∞ 0 ∞
−𝑎𝑡
1 1 𝑒 1 1
න 𝑦𝑒 −𝑦3
𝑑𝑥 = න − −𝑡
𝑡 2 𝑒 𝑑𝑥 න 𝑑𝑡 = න 𝑥 2−1 𝑒 −𝑥 𝑑𝑥
3 𝑡 𝑎
0
∞ 0
∞ 0 ∞ 0
−𝑎𝑡
−𝑦3
1 1 𝑒 1 1
න 𝑦𝑒 𝑑𝑥 = න 𝑡 2−1 𝑒 −𝑡 𝑑𝑥 න 𝑑𝑡 = Γ
3 𝑡 𝑎 2
∞0 0 0 ∞
−𝑦3
1 1 1 𝑒 −𝑎𝑡 𝜋
න 𝑦𝑒 𝑑𝑥 = Γ = × 𝜋 න 𝑑𝑡 =
3 2 3 𝑡 𝑎
0 ∞ 0∞

−𝑦3
𝜋 𝑒 −𝑎𝑡 𝜋
න 𝑦𝑒 𝑑𝑥 = න 𝑑𝑡 =
3 𝑡 𝑎
0 0

0301-4889903 Mathematics by ALI RAZA 4

 Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals
𝟏
𝒎−𝟏 𝒏−𝟏
Beta Function: The improper integral
න𝒙 (𝟏 − 𝒙) 𝒅𝒙 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒔 𝒇𝒐𝒓 𝒎, 𝒏 > 𝟎 𝟏

𝟏
𝟎 𝟏/𝟐 𝟏 B 𝑚, 𝑛 = න 𝒙𝒎−𝟏 (𝟏 − 𝒙)𝒏−𝟏 𝒅𝒙
න 𝒙𝒎−𝟏 (𝟏 − 𝒙)𝒏−𝟏 𝒅𝒙 = න 𝒙𝒎−𝟏 (𝟏 − 𝒙)𝒏−𝟏 𝒅𝒙 + න 𝒙𝒎−𝟏 (𝟏 − 𝒙)𝒏−𝟏 𝒅𝒙 𝟎
𝟎 𝟎 𝟏/𝟐
1/2 is called Beta function.
𝑐𝑜𝑛𝑠𝑖𝑑𝑒𝑟 න 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0
Theorem:
𝐻𝑒𝑟𝑒 𝑓 𝑥 = 𝑥 𝑚−1 (1 − 𝑥)𝑛−1
𝑙𝑖𝑚 𝑥 1−𝑚 𝑓(𝑥) = 𝑙𝑖𝑚(1 − 𝑥)𝑛−1 = 1 ≠ ∞ 1) B 𝑚, 𝑛 = B 𝑛, 𝑚
𝑥→0 𝑥→0
Γ 𝑚 Γ n
So by
1/2
L.C.T‫׬‬0 𝑥 𝑚−1 (1 − 𝑥) 𝑛−1
𝑑𝑥 is cgt if 1 − 𝑚 < 1 or 𝑚 > 0. 2) B 𝑚, 𝑛 =
Γ(𝑚+𝑛)
1 𝜋/2
𝑁𝑜𝑤 𝑐𝑜𝑛𝑠𝑖𝑑𝑒𝑟 ‫׬‬1/2 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 3) 𝐵 𝑚, 𝑛 = 2 ‫׬‬0 𝑠𝑖𝑛𝜃 2𝑚−1 𝑐𝑜𝑠𝜃 2𝑛−1 𝑑𝜃
𝑙𝑖𝑚(𝑥 − 1)1−𝑛 𝑓(𝑥) = 𝑙𝑖𝑚 𝑥 𝑚−1 = 1 ≠ ∞
𝑥→1 𝑥→1
1
So by L.C.T ‫׬‬1/2 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 is cgt if 1 − 𝑛 < 1 or 𝑛 > 0.

Thus

0301-4889903 Mathematics by ALI RAZA 5

 Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals
𝟏 𝝅/𝟐

𝑸: න 𝒙𝟒 (𝟏 − 𝒙)𝟑 𝒅𝒙 𝑸: න 𝒔𝒊𝒏𝟔 𝒙𝒅𝒙

𝟎 𝟎
7 1
Solution: Solution: Let 2𝑚 − 1 = 6 and 2𝑛 − 1 = 0 then 𝑚 = 2 , 𝑛 = 2
1 1 𝜋/2
7 1
න 𝑠𝑖𝑛6 𝑥𝑑𝑥 = 𝐵 ,
න 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = න 𝑥 5−1 (1 − 𝑥)4−1 𝑑𝑥 2 2
0
0 0 𝜋/2 7 1
1 Γ Γ
2 2
න 𝑠𝑖𝑛6 𝑥𝑑𝑥 =
7 1
න 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = 𝐵 5,4 0 Γ +
2 2
𝜋/2 5 3 1 1 1
1 0 . . .Γ .Γ
2 2 2 2 2
Γ 5 Γ 4 Γ 5 Γ 4 න 𝑠𝑖𝑛6 𝑥𝑑𝑥 =
Γ 4
න 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = = 0
Γ(5 + 4) Γ(9) 𝜋/2 15
𝜋 𝜋
15
𝜋
15
𝜋
0 1 6 8 8 8
න 𝑠𝑖𝑛 𝑥𝑑𝑥 = = ==
4! 3! 1 Γ 4 3! 6
න 𝑥 4 (1 − 𝑥)3 𝑑𝑥 = = 0
𝜋/2
8! 280 5𝜋
0 න 𝑠𝑖𝑛6 𝑥𝑑𝑥 =
16
0

0301-4889903 Mathematics by ALI RAZA 6

Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals

0301-4889903 Mathematics by ALI RAZA 7

Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals

0301-4889903 Mathematics by ALI RAZA 8

Lec#44 Real Analysis | Lecturer Mathematics preparation | Improper integrals

0301-4889903 Mathematics by ALI RAZA 9