[Math] Proving and deriving a Gamma function

calculusgamma functionreal-analysisspecial functions

I'm having a hard time trying to prove this Gamma function and trying to derive the duplication formula:

a.) Prove that

$$\frac{\Gamma (p)\Gamma (p)}{\Gamma (2p)} = 2\int_0^{1/2}x^{p-1}(1-x)^{p-1}\mathrm dx$$

b.) Make a suitable change of variable (a) and derive the duplication formula for the Gamma function:

$$\Gamma (2p)\Gamma\left(\frac12\right) = 2^{2p-1}\Gamma (p)\Gamma\left(p-\frac12\right)$$

Best Answer

As the comments (to Chandru1's answer) suggest, your two identities can be derived from the integral formula for the Beta function and its relation to the Gamma function. I'm not quite sure what Theo meant by "something non-trivial", but here's one way to prove that $ B(\alpha,\beta)=\frac{\Gamma(\alpha) \Gamma(\beta)}{\Gamma(\alpha+\beta)}.$

Starting with $ \Gamma(\alpha) = \int_0^{\infty} x^{\alpha} e^{-x} \frac{\mathrm dx}{x} $ and making the substitution $x=y^2$ gives $$ \Gamma(\alpha) = 2 \int_0^{\infty} y^{2\alpha-1} e^{-y^2}\mathrm dy. $$ Using this form of $\Gamma$, we get $$\Gamma(\alpha) \Gamma(\beta) = 4 \int_0^{\infty} \int_0^{\infty} x^{2\alpha-1} y^{2\beta-1} e^{-(x^2+y^2)}\mathrm dx\mathrm dy. $$ Switching to polar coordinates ($ x=r\cos(\theta), y=r\sin(\theta) $) gives $$ \Gamma(\alpha) \Gamma(\beta) = 4 \int_0^{\frac{\pi}{2}} \int_0^{\infty} r^{2(\alpha+\beta)-1} \cos(\theta)^{2\alpha-1} \sin(\theta)^{2\beta-1} e^{-r^2}\mathrm dr\mathrm d\theta $$ $$ = \left(2 \int_0^{\frac{\pi}{2}} \cos(\theta)^{2\alpha-1} \sin(\theta)^{2\beta-1} \mathrm d\theta \right) \left( 2\int_0^{\infty} r^{2(\alpha+\beta)-1} e^{-r^2}\mathrm dr \right) $$ $$ = \left(2 \int_0^{\frac{\pi}{2}} \cos(\theta)^{2\alpha-1} \sin(\theta)^{2\beta-1} \mathrm d\theta \right) \Gamma(\alpha+\beta). $$ Therefore, $$ \frac{\Gamma(\alpha) \Gamma(\beta)}{\Gamma(\alpha+\beta)} = 2 \int_0^{\frac{\pi}{2}} \cos(\theta)^{2\alpha-1} \sin(\theta)^{2\beta-1}\mathrm d\theta $$ and the substitution $z=\sin(\theta)^2 $ yields $$ \frac{\Gamma(\alpha) \Gamma(\beta)}{\Gamma(\alpha+\beta)} = \int_0^1 (1-z)^{\alpha-1} z^{\beta-1}\mathrm dz.$$

Appropriate selections of $\alpha, \beta$ and observing some symmetry will get the desired identities.

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