Product of "Gaussian" integrals

Calculus Level 5

f ( z ) = ( z z 1 ) 2 ( 0 e x z d x ) ( 0 e y z / ( z 1 ) d y ) \large f(z) = \left( \frac{z}{z-1} \right)^{2} \left( \int_{0}^{\infty} e^{-x^{z}} \ dx \right) \left( \int_{0}^{\infty} e^{-y^{z/(z-1)}} \ dy \right)

has infinitely many singularities over the real line.

Find the largest value of z z such that there is a singularity at z z and

lim z + z + f ( z + ) lim z z f ( z ) \displaystyle \lim_{z_{+} \rightarrow z^{+}} f(z_{+}) \neq \lim_{z_{-} \rightarrow z^{-}} f(z_{-})

Image Credit: Wikimedia Gaussian Integral


The answer is 0.5.

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1 solution

Jake Lai
Mar 4, 2015

Using the subsitution u = t n u = t^{n} , we get that

0 e t n d t = 1 n 0 e u u 1 n 1 d u = 1 n Γ ( 1 n ) \int_{0}^{\infty} e^{-t^{n}} \ dt = \frac{1}{n} \int_{0}^{\infty} e^{-u}u^{\frac{1}{n}-1} \ du = \frac{1}{n} \Gamma(\frac{1}{n})

where Γ \Gamma is the gamma function.

Thus, our function quickly collapses into

f ( z ) = ( z z 1 ) 2 ( 1 z Γ ( 1 z ) ) ( z 1 z Γ ( 1 1 z ) ) = Γ ( 1 z ) Γ ( 1 1 z ) z 1 f(z) = \left( \frac{z}{z-1} \right)^{2} \left( \frac{1}{z} \Gamma(\frac{1}{z}) \right) \left( \frac{z-1}{z} \Gamma(1-\frac{1}{z}) \right) = \frac{\Gamma(\frac{1}{z})\Gamma(1-\frac{1}{z})}{z-1}

Using Euler's reflection formula for the gamma function, the function is reduced again to

f ( z ) = π ( z 1 ) sin ( π / z ) f(z) = \frac{\pi}{(z-1)\sin(\pi/z)}

Looking at the denominator's zeroes, we can see that z = ± 1 1 , ± 1 2 , ± 1 3 , z = \pm \frac{1}{1}, \pm \frac{1}{2}, \pm \frac{1}{3}, \ldots satisfy the requirement of singularity.

However, of all our z z , only for z = 1 z = 1 do both limits go to + +\infty . Hence, our answer is then z = 0.5 z = \boxed{0.5} .

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