∫ 0 ∞ 1 + x x a − 1 d x
For 0 < a < 1 , find the closed form for the integral above.
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@Pi Han Goh here's another one that uses RMT (one of the most awesome theorem)
I = ∫ 0 ∞ 1 + x x a − 1 d x
Let x = tan 2 θ
d x = 2 tan θ sec 2 θ d θ
I = 2 × ∫ 0 2 π tan 2 a − 2 θ × tan θ sec 2 θ s e c 2 θ d θ
∴ I = 2 × ∫ 0 2 π sin 2 a − 1 ( θ ) cos 1 − 2 a ( θ ) d θ
∴ I = 2 × 2 β ( a , 1 − a )
∴ I = Γ ( a ) Γ ( 1 − a )
Using Euler's reflection formula,
Γ ( x ) Γ ( 1 − x ) = sin π x π
∴ I = sin π a π
A logical solution to this problem Put a = 1/2 Since the function is positive in given limits and the integral has a closed form in 0 < a < 1 Hence the function cannot have infinite or zero area under the curve in X-Y plane , this leaves us out with only one option possible i.e pi/sin(a*pi).
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Alternate Solution:
Using Maclaurin series, 1 + x 1 = 1 − x + x 2 − x 3 + x 4 + . . .
On converting it into a beautiful summation, 1 + x 1 = k = 0 ∑ ∞ k ! Γ ( 1 + k ) ( − x ) k
(You can prove it by using properties of Gamma function)
Now, the integral is: M { 1 + x 1 } ( a )
Here M{f(x)}(s) is Mellin transform of f(x) over s.
Now using Ramanujan's Master Theorem , we get ∫ 0 ∞ 1 + x ( x ) a − 1 d x = Γ ( a ) Γ ( 1 − a )
Since 0 < a < 1 , we can use Euler's reflection formula.
Therefore, the above integral comes out to be: s i n ( a π ) π