Integral incomplete gamma:$\int_0^\infty x^{k-1} \frac{\gamma(x,t)}{\Gamma(x)} dx$, $k\in \{1,2,3…\}$ and $t>0$.

analysisgamma functionimproper-integralsintegrationspecial functions

I need to solve an integral involving the lower incomplete gamma $\gamma$ (https://en.wikipedia.org/wiki/Incomplete_gamma_function) and the Gamma function $\Gamma$.
In particular the integral is
\begin{align*}
\int_0^\infty x^{k-1} \frac{\gamma(x,t)}{\Gamma(x)} dx
\end{align*}

with $k\in \{1,2,3…\}$ and $t>0$.

Do you have any tip? Do you know any book that has similar results? Thanks!

Best Answer

Do you know about the regularized lower incomplete gamma function $P(a,z)$ and upper $Q(a,z)$? Your integral then is:$$\int_0^\infty x^{k-1} P(x,t)dx= \mathcal M_x\{P(x,t)\}(k)$$

which is just The Mellin Transform. Let this expansion be used:

$$ \mathcal M_x\{P(x,t)\}(k) =\int_0^\infty \frac{x^{k-1}t^x}{Γ(x+1)}\sum_{n=0}^\infty \frac{(-1)^n x t^n}{(x+n)n!}dx=\sum_{n=0}^\infty \frac{(-t)^n}{n!}\int_0^\infty \frac{x^kt^x}{x!(x+n)}dx$$

Let’s try to use Ramanujan’s Master Theorem:

$$\int_0^\infty x^{k-1} P(x,t)dx=Γ(k)\varphi(-k)$$

Where $\varphi(m)$ is a type of generating function for $P(x,t)$:

$$P(x,t)=\sum_{m=0}^\infty \frac{(-1)^m x^m}{m!}\varphi(m)$$

Note that $$\varphi(m)\mathop=^\text{may}\varphi(m,t)$$

because of the $t$ parameter. This integral looks almost like a Mu function. Please correct me and give me feedback!

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