Frullani integral for $f(x)=e^x$ in a complex contextFrullani integral for $f(x)=e^-lambda x $Calculating integral using cauchy integral formulaAnalytically continuing a function defined by an integral to a larger regionfundamental complex integral( in Conway's book)Multivariate Complex Gaussian IntegralComplex path IntegralRiemann Zeta Function integralIntegral of complex logarithm on a disk in the planeMethods for integral calculationRaabe's integral for complex argumentDefininition of the complex integral $int_z_0^z_1f(z) , dz$.

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Frullani integral for $f(x)=e^x$ in a complex context


Frullani integral for $f(x)=e^-lambda x $Calculating integral using cauchy integral formulaAnalytically continuing a function defined by an integral to a larger regionfundamental complex integral( in Conway's book)Multivariate Complex Gaussian IntegralComplex path IntegralRiemann Zeta Function integralIntegral of complex logarithm on a disk in the planeMethods for integral calculationRaabe's integral for complex argumentDefininition of the complex integral $int_z_0^z_1f(z) , dz$.













2












$begingroup$


I should prove the Frullani integral equality



$$
int_0^infty (1-e^zx) fracbetax e^-gamma xdx = beta log left(1- fraczgammaright)
$$

for $z in mathbbC$ with non-positive real part.



I should first consider $z leq 0$ and use
$$
frace^-gamma x - e^-(gamma - z)xx=int_gamma^gamma - ze^-y xdy$$

and then change the order of integration. These steps are clear (see also Frullani integral for $f(x)=e^-lambda x $).



But then I should use analytic extension to show that the formula is valid for $z in mathbbC$ with non-positive real part. I need help for this step.



Thank you in advance!










share|cite|improve this question









New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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$endgroup$







  • 2




    $begingroup$
    Should that be $dx$ in your second equation?
    $endgroup$
    – Bladewood
    Mar 12 at 9:22







  • 1




    $begingroup$
    No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
    $endgroup$
    – Christina
    Mar 12 at 10:24
















2












$begingroup$


I should prove the Frullani integral equality



$$
int_0^infty (1-e^zx) fracbetax e^-gamma xdx = beta log left(1- fraczgammaright)
$$

for $z in mathbbC$ with non-positive real part.



I should first consider $z leq 0$ and use
$$
frace^-gamma x - e^-(gamma - z)xx=int_gamma^gamma - ze^-y xdy$$

and then change the order of integration. These steps are clear (see also Frullani integral for $f(x)=e^-lambda x $).



But then I should use analytic extension to show that the formula is valid for $z in mathbbC$ with non-positive real part. I need help for this step.



Thank you in advance!










share|cite|improve this question









New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$







  • 2




    $begingroup$
    Should that be $dx$ in your second equation?
    $endgroup$
    – Bladewood
    Mar 12 at 9:22







  • 1




    $begingroup$
    No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
    $endgroup$
    – Christina
    Mar 12 at 10:24














2












2








2





$begingroup$


I should prove the Frullani integral equality



$$
int_0^infty (1-e^zx) fracbetax e^-gamma xdx = beta log left(1- fraczgammaright)
$$

for $z in mathbbC$ with non-positive real part.



I should first consider $z leq 0$ and use
$$
frace^-gamma x - e^-(gamma - z)xx=int_gamma^gamma - ze^-y xdy$$

and then change the order of integration. These steps are clear (see also Frullani integral for $f(x)=e^-lambda x $).



But then I should use analytic extension to show that the formula is valid for $z in mathbbC$ with non-positive real part. I need help for this step.



Thank you in advance!










share|cite|improve this question









New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$




I should prove the Frullani integral equality



$$
int_0^infty (1-e^zx) fracbetax e^-gamma xdx = beta log left(1- fraczgammaright)
$$

for $z in mathbbC$ with non-positive real part.



I should first consider $z leq 0$ and use
$$
frace^-gamma x - e^-(gamma - z)xx=int_gamma^gamma - ze^-y xdy$$

and then change the order of integration. These steps are clear (see also Frullani integral for $f(x)=e^-lambda x $).



But then I should use analytic extension to show that the formula is valid for $z in mathbbC$ with non-positive real part. I need help for this step.



Thank you in advance!







calculus integration complex-analysis stochastic-analysis






share|cite|improve this question









New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











share|cite|improve this question









New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









share|cite|improve this question




share|cite|improve this question








edited Mar 12 at 11:46









mathreadler

15.1k72263




15.1k72263






New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









asked Mar 12 at 8:54









ChristinaChristina

234




234




New contributor




Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.





New contributor





Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






Christina is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







  • 2




    $begingroup$
    Should that be $dx$ in your second equation?
    $endgroup$
    – Bladewood
    Mar 12 at 9:22







  • 1




    $begingroup$
    No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
    $endgroup$
    – Christina
    Mar 12 at 10:24













  • 2




    $begingroup$
    Should that be $dx$ in your second equation?
    $endgroup$
    – Bladewood
    Mar 12 at 9:22







  • 1




    $begingroup$
    No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
    $endgroup$
    – Christina
    Mar 12 at 10:24








2




2




$begingroup$
Should that be $dx$ in your second equation?
$endgroup$
– Bladewood
Mar 12 at 9:22





$begingroup$
Should that be $dx$ in your second equation?
$endgroup$
– Bladewood
Mar 12 at 9:22





1




1




$begingroup$
No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
$endgroup$
– Christina
Mar 12 at 10:24





$begingroup$
No, the $dy$ was correct, but I did another mistake: it is not $e^-gamma x$ in the integral, but $e^-yx$, thanks for pointing that out! I will edit it.
$endgroup$
– Christina
Mar 12 at 10:24











2 Answers
2






active

oldest

votes


















2












$begingroup$

Consider the integral



$$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag1$$



For $xto0$ the integrand remains finite, for $xtoinfty$ convergence requires that



$$Re(gamma)gt0tag2a$$ and $$Re(gamma - z)gt0tag2b$$.



Now the derivative with respect to $gamma$ is



$$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dxtag3$$



Notice that the $x$ in the denominator has vanished, and the resulting integral is elementary



$$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dx=-frac1gamma +frac1gamma -ztag4$$



Now integrating with respect to $gamma $ gives



$$ f(gamma,z)= -log(gamma) + log(gamma - z) + C= logleft(fracgamma-zgammaright)=logleft(1-fraczgammaright) tag5$$



The constant $C$ was found to vanish considering the limit $gamma to infty$.



Hence we have proven (apart from the trivial factor $beta$) the relation of the OP under the conditions $(2)$.



$(5)$ then gives the analytic continuation to the complex $z$-plane.






share|cite|improve this answer











$endgroup$












  • $begingroup$
    thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
    $endgroup$
    – Christina
    Mar 13 at 9:51






  • 1




    $begingroup$
    @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
    $endgroup$
    – Dr. Wolfgang Hintze
    2 days ago



















1












$begingroup$

Using the power series expansion



$$frac(1-e^zx)x = - sum_n=1^infty frac1n! z^n x^n-1tag1$$



the integral



$$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag2$$



becomes after interchanging sum and integral



$$f(gamma,z)=- sum_n=1^infty frac1n! z^n int_0^infty x^n-1 e^-gamma x,dxtag3$$



Now



$$int_0^infty x^n-1 e^-gamma x,dx = frac1gamma^n Gamma(n)= frac1gamma^n (n-1)!tag4 $$



so that



$$f(gamma,z)=- sum_n=1^infty frac1n!(n-1)! left(fraczgammaright)^n = - sum_n=1^infty frac1n left(fraczgammaright)^n= logleft(1-fraczgammaright)tag5$$



QED.






share|cite|improve this answer











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    Your Answer





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    2 Answers
    2






    active

    oldest

    votes








    2 Answers
    2






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    2












    $begingroup$

    Consider the integral



    $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag1$$



    For $xto0$ the integrand remains finite, for $xtoinfty$ convergence requires that



    $$Re(gamma)gt0tag2a$$ and $$Re(gamma - z)gt0tag2b$$.



    Now the derivative with respect to $gamma$ is



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dxtag3$$



    Notice that the $x$ in the denominator has vanished, and the resulting integral is elementary



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dx=-frac1gamma +frac1gamma -ztag4$$



    Now integrating with respect to $gamma $ gives



    $$ f(gamma,z)= -log(gamma) + log(gamma - z) + C= logleft(fracgamma-zgammaright)=logleft(1-fraczgammaright) tag5$$



    The constant $C$ was found to vanish considering the limit $gamma to infty$.



    Hence we have proven (apart from the trivial factor $beta$) the relation of the OP under the conditions $(2)$.



    $(5)$ then gives the analytic continuation to the complex $z$-plane.






    share|cite|improve this answer











    $endgroup$












    • $begingroup$
      thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
      $endgroup$
      – Christina
      Mar 13 at 9:51






    • 1




      $begingroup$
      @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
      $endgroup$
      – Dr. Wolfgang Hintze
      2 days ago
















    2












    $begingroup$

    Consider the integral



    $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag1$$



    For $xto0$ the integrand remains finite, for $xtoinfty$ convergence requires that



    $$Re(gamma)gt0tag2a$$ and $$Re(gamma - z)gt0tag2b$$.



    Now the derivative with respect to $gamma$ is



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dxtag3$$



    Notice that the $x$ in the denominator has vanished, and the resulting integral is elementary



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dx=-frac1gamma +frac1gamma -ztag4$$



    Now integrating with respect to $gamma $ gives



    $$ f(gamma,z)= -log(gamma) + log(gamma - z) + C= logleft(fracgamma-zgammaright)=logleft(1-fraczgammaright) tag5$$



    The constant $C$ was found to vanish considering the limit $gamma to infty$.



    Hence we have proven (apart from the trivial factor $beta$) the relation of the OP under the conditions $(2)$.



    $(5)$ then gives the analytic continuation to the complex $z$-plane.






    share|cite|improve this answer











    $endgroup$












    • $begingroup$
      thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
      $endgroup$
      – Christina
      Mar 13 at 9:51






    • 1




      $begingroup$
      @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
      $endgroup$
      – Dr. Wolfgang Hintze
      2 days ago














    2












    2








    2





    $begingroup$

    Consider the integral



    $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag1$$



    For $xto0$ the integrand remains finite, for $xtoinfty$ convergence requires that



    $$Re(gamma)gt0tag2a$$ and $$Re(gamma - z)gt0tag2b$$.



    Now the derivative with respect to $gamma$ is



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dxtag3$$



    Notice that the $x$ in the denominator has vanished, and the resulting integral is elementary



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dx=-frac1gamma +frac1gamma -ztag4$$



    Now integrating with respect to $gamma $ gives



    $$ f(gamma,z)= -log(gamma) + log(gamma - z) + C= logleft(fracgamma-zgammaright)=logleft(1-fraczgammaright) tag5$$



    The constant $C$ was found to vanish considering the limit $gamma to infty$.



    Hence we have proven (apart from the trivial factor $beta$) the relation of the OP under the conditions $(2)$.



    $(5)$ then gives the analytic continuation to the complex $z$-plane.






    share|cite|improve this answer











    $endgroup$



    Consider the integral



    $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag1$$



    For $xto0$ the integrand remains finite, for $xtoinfty$ convergence requires that



    $$Re(gamma)gt0tag2a$$ and $$Re(gamma - z)gt0tag2b$$.



    Now the derivative with respect to $gamma$ is



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dxtag3$$



    Notice that the $x$ in the denominator has vanished, and the resulting integral is elementary



    $$fracpartial f(gamma,z)partialgamma=-int_0^infty (1-e^zx) e^-gamma x,dx=-frac1gamma +frac1gamma -ztag4$$



    Now integrating with respect to $gamma $ gives



    $$ f(gamma,z)= -log(gamma) + log(gamma - z) + C= logleft(fracgamma-zgammaright)=logleft(1-fraczgammaright) tag5$$



    The constant $C$ was found to vanish considering the limit $gamma to infty$.



    Hence we have proven (apart from the trivial factor $beta$) the relation of the OP under the conditions $(2)$.



    $(5)$ then gives the analytic continuation to the complex $z$-plane.







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Mar 12 at 11:48









    mathreadler

    15.1k72263




    15.1k72263










    answered Mar 12 at 10:13









    Dr. Wolfgang HintzeDr. Wolfgang Hintze

    3,735620




    3,735620











    • $begingroup$
      thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
      $endgroup$
      – Christina
      Mar 13 at 9:51






    • 1




      $begingroup$
      @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
      $endgroup$
      – Dr. Wolfgang Hintze
      2 days ago

















    • $begingroup$
      thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
      $endgroup$
      – Christina
      Mar 13 at 9:51






    • 1




      $begingroup$
      @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
      $endgroup$
      – Dr. Wolfgang Hintze
      2 days ago
















    $begingroup$
    thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
    $endgroup$
    – Christina
    Mar 13 at 9:51




    $begingroup$
    thanks for your answer! Can you explain a little bit further why the analytic continuation to the complex-z-plane follows from (5)?
    $endgroup$
    – Christina
    Mar 13 at 9:51




    1




    1




    $begingroup$
    @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
    $endgroup$
    – Dr. Wolfgang Hintze
    2 days ago





    $begingroup$
    @ Christina Because (for constant $gamma$ >0 for definiteness) the RHS is an analytic function of $z$. The only singularity is a (logarithmic) branch point at $z=gamma$ with a branch cut from there to $+infty$. Notice that the original integral $(1)$ is convergent only if $(2b)$ holds. Hence $(5)$ is the analytic extension of $(1)$. You can go to the region $Re(z)gt gamma$ above or below the branch cut.
    $endgroup$
    – Dr. Wolfgang Hintze
    2 days ago












    1












    $begingroup$

    Using the power series expansion



    $$frac(1-e^zx)x = - sum_n=1^infty frac1n! z^n x^n-1tag1$$



    the integral



    $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag2$$



    becomes after interchanging sum and integral



    $$f(gamma,z)=- sum_n=1^infty frac1n! z^n int_0^infty x^n-1 e^-gamma x,dxtag3$$



    Now



    $$int_0^infty x^n-1 e^-gamma x,dx = frac1gamma^n Gamma(n)= frac1gamma^n (n-1)!tag4 $$



    so that



    $$f(gamma,z)=- sum_n=1^infty frac1n!(n-1)! left(fraczgammaright)^n = - sum_n=1^infty frac1n left(fraczgammaright)^n= logleft(1-fraczgammaright)tag5$$



    QED.






    share|cite|improve this answer











    $endgroup$

















      1












      $begingroup$

      Using the power series expansion



      $$frac(1-e^zx)x = - sum_n=1^infty frac1n! z^n x^n-1tag1$$



      the integral



      $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag2$$



      becomes after interchanging sum and integral



      $$f(gamma,z)=- sum_n=1^infty frac1n! z^n int_0^infty x^n-1 e^-gamma x,dxtag3$$



      Now



      $$int_0^infty x^n-1 e^-gamma x,dx = frac1gamma^n Gamma(n)= frac1gamma^n (n-1)!tag4 $$



      so that



      $$f(gamma,z)=- sum_n=1^infty frac1n!(n-1)! left(fraczgammaright)^n = - sum_n=1^infty frac1n left(fraczgammaright)^n= logleft(1-fraczgammaright)tag5$$



      QED.






      share|cite|improve this answer











      $endgroup$















        1












        1








        1





        $begingroup$

        Using the power series expansion



        $$frac(1-e^zx)x = - sum_n=1^infty frac1n! z^n x^n-1tag1$$



        the integral



        $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag2$$



        becomes after interchanging sum and integral



        $$f(gamma,z)=- sum_n=1^infty frac1n! z^n int_0^infty x^n-1 e^-gamma x,dxtag3$$



        Now



        $$int_0^infty x^n-1 e^-gamma x,dx = frac1gamma^n Gamma(n)= frac1gamma^n (n-1)!tag4 $$



        so that



        $$f(gamma,z)=- sum_n=1^infty frac1n!(n-1)! left(fraczgammaright)^n = - sum_n=1^infty frac1n left(fraczgammaright)^n= logleft(1-fraczgammaright)tag5$$



        QED.






        share|cite|improve this answer











        $endgroup$



        Using the power series expansion



        $$frac(1-e^zx)x = - sum_n=1^infty frac1n! z^n x^n-1tag1$$



        the integral



        $$f(gamma,z)=int_0^infty frac(1-e^zx)x e^-gamma x,dxtag2$$



        becomes after interchanging sum and integral



        $$f(gamma,z)=- sum_n=1^infty frac1n! z^n int_0^infty x^n-1 e^-gamma x,dxtag3$$



        Now



        $$int_0^infty x^n-1 e^-gamma x,dx = frac1gamma^n Gamma(n)= frac1gamma^n (n-1)!tag4 $$



        so that



        $$f(gamma,z)=- sum_n=1^infty frac1n!(n-1)! left(fraczgammaright)^n = - sum_n=1^infty frac1n left(fraczgammaright)^n= logleft(1-fraczgammaright)tag5$$



        QED.







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        share|cite|improve this answer








        edited Mar 12 at 20:17









        Bladewood

        337213




        337213










        answered Mar 12 at 11:09









        Dr. Wolfgang HintzeDr. Wolfgang Hintze

        3,735620




        3,735620




















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