19

Hi I am trying to prove$$ I:=\int_0^1 \log\left(\,\Gamma\left(x+\alpha\right)\,\right)\,{\rm d}x =\frac{\log\left(2\pi\right)}{2}+\alpha \log\left(\alpha\right) -\alpha\,,\qquad \alpha \geq 0. $$ I am not sure whether to use an integral representation or to somehow use the Euler reflection formula $$ \Gamma(z)\Gamma(1-z)=\frac{\pi}{\sin \pi z} $$ since a previous post used that to solve this kind of integral. Other than this method, we can use the integral representation $$ \Gamma(t)=\int_0^\infty x^{t-1} e^{-x}\, dx. $$

Also note $\Gamma(n)=(n-1)!$.

Felix Marin
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Jeff Faraci
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  • I get the feeling that you want to try differentiating under the integral here. – Cameron L. Williams May 07 '14 at 04:24
  • Look at the first half of my answer to a completely unrelated question. It shows how to evaluate your integral. – achille hui May 07 '14 at 04:31
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    Just thought I'd note the interesting identity that $$ \int_0^1 \log \Gamma(x+\mathrm{e}), \mathrm{d}x = \int_0^1 \log \Gamma(x), \mathrm{d}x $$ – Bennett Gardiner May 07 '14 at 13:31
  • Ps, check my document :p This integral is given as a problem and both solutions below are displayed :p Altso this integral is nice $$ \int_0^1 \int_0^1 \log B(x+1,y+1),\mathrm{d}x , \mathrm{d}y $$ Where you of course instead could look at $B(x+\alpha,y+\beta)$. If you want a messier result – N3buchadnezzar Jun 17 '14 at 18:47
  • @N3buchadnezzar what document are you talking about? Thanks! – Jeff Faraci Jun 17 '14 at 19:09

5 Answers5

18

Another way to show $$\int_{0}^{1} \log \Gamma(x+ \alpha) \, dx = \int_{0}^{1} \log \Gamma(x) \, dx + \alpha \log \alpha - \alpha $$

is to rewrite the integral as

$$ \begin{align} \int_{0}^{1} \log \Gamma (x+\alpha) \, dx &= \int_{\alpha}^{\alpha+1} \log \Gamma(u) \, du \\ &= \int_{0}^{1} \log \Gamma (u) \, du + \int_{1}^{\alpha+1} \log \Gamma (u) \, du - \int_{0}^{\alpha} \log \Gamma (u) \, du \\ &= \int_{0}^{1} \log \Gamma (u) \, du + \int_{0}^{\alpha} \log \Gamma (w+1) \, dw - \int_{0}^{\alpha} \log \Gamma (u) \, du \end{align}$$

and then combine the 2nd and 3rd integrals and use the functional equation $\frac{\Gamma(x+1)}{\Gamma (x)} = x.$

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    I always appreciate your solutions Thanks. I apologize for not checking this as the correct answer. I still give +1 though. It is because the user Cameron had posted the solution before you. Sorry again my friend. – Jeff Faraci May 07 '14 at 17:19
14

This one is deceptively simple. Differentiate with respect to $\alpha$ and note that your integrand becomes $\dfrac{\Gamma'(x+\alpha)}{\Gamma(x+\alpha)} $. You can view this also as $(\log\Gamma(x+\alpha))'$ (where the derivative is taken with respect to $x$ now). At this point you have

$$\begin{align}\int_0^1(\log\Gamma(x+\alpha))'dx &= \log\Gamma(x+\alpha)\bigg|_0^1 \\ &= \log\Gamma(1+\alpha)-\log\Gamma(0+\alpha) \\ &= \log(\alpha\Gamma(\alpha))-\log\Gamma(\alpha) \\ &= \log\alpha+\log\Gamma(\alpha)-\log\Gamma(\alpha) \\ &=\log\alpha \end{align}$$

So $I'(\alpha) = \log(\alpha)$ which gives that $I(\alpha) = \alpha\log\alpha-\alpha+C$. To determine the constant of integration, take $\alpha = 0$. This gives

$$I(0) = C = \int_0^1\log\Gamma(x)dx.$$

From here, refer to achille's answer on a different question to evaluate this integral.

6

$\newcommand{\+}{^{\dagger}} \newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\down}{\downarrow} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\isdiv}{\,\left.\right\vert\,} \newcommand{\ket}[1]{\left\vert #1\right\rangle} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\pars}[1]{\left(#1\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert} \newcommand{\wt}[1]{\widetilde{#1}}$ \begin{align}&\totald{}{\alpha}\int_{0}^{1} \ln\pars{\Gamma\pars{x + \alpha}}\,\dd x =\int_{0}^{1}\partiald{\ln\pars{\Gamma\pars{x + \alpha}}}{\alpha}\,\dd x =\int_{0}^{1}\partiald{\ln\pars{\Gamma\pars{x + \alpha}}}{x}\,\dd x \\[3mm]&=\ln\pars{\Gamma\pars{1 + \alpha} \over \Gamma\pars{\alpha}} =\ln\pars{\alpha} \end{align}

\begin{align}&\int_{0}^{1}\ln\pars{\Gamma\pars{x + \alpha}}\,\dd x =\alpha\ln\pars{\alpha} - \alpha + \int_{0}^{1}\ln\pars{\Gamma\pars{x}}\,\dd x \end{align}

\begin{align}&\int_{0}^{1}\ln\pars{\Gamma\pars{x}}\,\dd x =\int_{0}^{1}\ln\pars{\Gamma\pars{1 - x}}\,\dd x =\int_{0}^{1}\ln\pars{\pi \over \Gamma\pars{x}\sin\pars{\pi x}}\,\dd x \\[3mm]&=\ln\pars{\pi} - \int_{0}^{1}\ln\pars{\sin\pars{\pi x}}\,\dd x -\int_{0}^{1}\ln\pars{\Gamma\pars{x}}\,\dd x \end{align}

\begin{align}&\int_{0}^{1}\ln\pars{\Gamma\pars{x}}\,\dd x =\half\,\ln\pars{\pi} -{1 \over 2\pi}\ \underbrace{\int_{0}^{\pi}\ln\pars{\sin\pars{x}}\,\dd x}_{\ds{-\pi\ln\pars{2}}} =\half\,\ln\pars{2\pi} \end{align} The above $\ds{\ul{\ln\pars{\sin\pars{\cdots}}\!\mbox{-integral}}}$ is a well known result and it appears frequently in M.SE.

$$\color{#66f}{\large% \int_{0}^{1}\ln\pars{\Gamma\pars{x + \alpha}}\,\dd x ={\ln\pars{2\pi} \over 2} + \alpha\ln\pars{\alpha} - \alpha} $$

Felix Marin
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  • Felix, why is your text in a different font? I've noticed this about all of your posts (as well as a couple of others). (I'm not trying to be argumentative or anything, just curious.) – Cameron L. Williams Jul 13 '14 at 03:27
  • This result is known as $\large\tt\mbox{Raabe Integral of the Gamma Function}$. It was originally derived by Joseph Ludwig Raabe (1801-1859) – Felix Marin Jul 13 '14 at 03:29
  • @CameronWilliams I don't really know why. I'm using Safari Browser in a MacBook Pro and I don't know if it has any influence. I've seen than my posts look too clear like a book. I'll ask to my friend guru about it. – Felix Marin Jul 13 '14 at 03:34
  • I just realized why. You use have the custom command \pars and you put , before and after the argument. I was thinking there was a lot of white space in your answers. That's why! Nothing was wrong, you just customized it. – Cameron L. Williams Jul 13 '14 at 03:40
  • That first line is really cutely insightful :) – user3002473 Jul 27 '15 at 04:45
1

We begin with Stirling's approximation $n!\sim\sqrt{2\pi n}\left(\frac ne\right)^n$; from the fact that $H_n\sim\log(n)+\gamma$, $e^{H_n-\gamma}\sim n$, we can rewrite it $n!\sim\sqrt{2\pi e^{H_n-\gamma}}\left(\frac ne\right)^n$. (This approximation's Laurent series ratio is $1+\frac1{6n}+\ldots$ instead of $1-\frac1{12n}+\ldots$, so this doubles the error and makes it an upper bound, but we need only that it holds.)

So, where $n\rightarrow\infty$, $\sqrt{\frac{2\pi}{e^\gamma}}\sim\frac{n!}{e^{\frac{H_n}2}}\left(\frac en\right)^n=\prod\limits_{k=1}^ne^{1-\frac1{2k}}\frac kn$; however, in order for the partial product to converge to the final value, we can write the $\frac1{n^n}$ as a telescoping product $\prod_{k=1}^n\frac{(k-1)^{k-1}}{k^k}$, which together with the factorial becomes $\prod\limits_{k=1}^n\left(\frac{k-1}k\right)^{k-1}=\frac{n!}{n^n}$, ie.$$\sqrt{\frac{2\pi}{e^\gamma}}\sim\prod\limits_{k=1}^ne^{1-\frac1{2k}}\left(1-\frac1k\right)^{k-1}$$the multiplicands are independent of $n$ (and since $\lim\limits_{k\rightarrow\infty}\left(1+\frac xk\right)^{k+c}=e^x$, they converge to $1$), so the product can be taken to infinity for this limit to become an equality.

Now we take the logarithm (and relabel $k$ to $x$),$$ \frac{\log2\pi-\gamma}2=\sum_{x=1}^\infty1-\frac1{2x}+(x-1)\log\left(1-\frac1x\right) $$We know $\log\left(1-\frac1x\right)$ (as a complex function of $x$) has poles at $x=0,1$, so its Laurent series $-\sum_{n=1}^\infty\frac1{nx^n}$ converges for $x>1$ (and the $x=1$ case is $0$, since it arises from manipulation that added a $0^0=1$). Multiplying by $x-1$ takes the backward differences of this Laurent series, to $\sum_{n=1}^\infty\frac1n(x^{1-n}-x^{-n})=-1+\sum_{n=1}^\infty\frac1{x^n}\left(\frac1n-\frac1{n+1}\right)=-1+\sum_{n=1}^\infty\frac1{n(n+1)x^n}$, so$$\begin{aligned} \frac{\log2\pi-\gamma}2&=\sum_{x=1}^\infty1-\frac1{2x}+\sum_{n=1}^\infty\frac1{n(n+1)x^n}\\ &=\sum_{x=1}^\infty\sum_{n=2}^\infty\frac1{n(n+1)x^n}\\ &=\sum_{n=2}^\infty\frac1{n(n+1)}\sum_{x=1}^\infty\frac1{x^n}\\ &=\sum_{n=2}^\infty\frac{\zeta(n)}{n(n+1)} \end{aligned}$$ Using the polygamma function $\psi_{n-1}(1)=\begin{cases}\gamma&n=1\\(-1)^n(n-1)!\zeta(n)&\mathrm{else}\end{cases}$, this can be written $\log\sqrt{2\pi}=\sum_{n=1}^\infty\frac{\psi_{n-1}(1)(-1)^n}{(n+1)!}$.

It happens that (using Wilf's coeff-extraction notation) $\psi_{n-1}(c)=\left[\frac{x^n}{n!}\right]\log\Gamma(x+c)$, so in this case $\log\sqrt{2\pi}=\sum_{n=1}^\infty(-1)^n\frac1{n+1}\left[x^n\right]\log\Gamma(x+1)=\sum_{n=1}^\infty\frac1{n+1}\left[x^n\right]\log\Gamma(1-x)$. Since turning each $x^n$ into $\frac1{n+1}$ is done by integrating from $0$ to $x$,$$\log\sqrt{2\pi}=\int_0^1\log\Gamma(1-x)\ dx$$

To account for $α>0$, we instead transform Stirling's approx. into$$\begin{aligned} \sqrt{\frac{2\pi}{e^\gamma}}\left(\frac{αe^\gamma}e\right)^α&\sim n!e^{n+(α-\frac12)H_n}\frac{α^α}{(α+n)^{α+n}}\\ &=\prod_{k=1}^ne^{1+\frac{α-\frac12}k}\frac k{α+k-1}\left(1-\frac1{α+k}\right)^{α+k} \end{aligned}$$giving$$\begin{aligned} \log\left(\sqrt{\frac{2\pi}{e^\gamma}}\left(\frac{αe^\gamma}e\right)^α\right)&=\sum_{k=1}^\infty 1+\frac{α-\frac12}k+\log\left(\frac k{α+k-1}\right)+(\alpha+k)\log\left(1-\frac1{α+k}\right)\\ &=\sum_{k=1}^\infty 1+\frac{α-\frac12}k+\left(\sum_{i=1}^\infty\frac{\left(\frac{1-\alpha}x\right)^i}i\right)+\left(\fracαx+1\right)\left(\sum_{i=0}^\infty\frac{α^i}{(-x)^{i+1}}\sum_{j=0}^i{i\choose j}\frac{α^{-j}}{j+1}\right)\\ &=\sum_{x=1}^\infty\frac{α-\frac12}x+\left(\sum_{i=1}^\infty\frac{\left(\frac{1-\alpha}x\right)^i}i\right)+\left(\sum_{i=1}^\infty\left(-\frac αx\right)^i\sum_{j=1}^i{i-1\choose j-1}\frac1{(j+1)(-a)^j}\right)\\ &=\sum_{x=1}^\infty\sum_{i=3}^\infty\frac1{i(i-1)x^{i-1}}\sum_{j=0}^{i-1}{i\choose j}(-\alpha)^j\\ &=\sum_{i=3}^\infty\left((1-\alpha)^i-(-\alpha)^i\right)\left(\frac{\zeta(i-1)}{i(i-1)}=\frac{\psi_{i-2}(1)}{i!}=\frac{\left[x^{i-1}\right]\log\Gamma(1+x)}i\right)\\ &=\int_{\alpha-1}^\alpha\log\Gamma(1+x)\ dx+\int_{\alpha-1}^\alpha\gamma x\ dx\\ &=\int_0^1\log\Gamma(\alpha+x)\ dx+\left(\alpha-\frac12\right)\gamma \end{aligned}$$ ie. $\log\left(\sqrt{2\pi}\left(\fracαe\right)^α\right)=\int_0^1\log\Gamma(\alpha+x)\ dx$ as requested.

Since each step is two-way, performing this derivation in reverse recovers (an also-valid asymptotic that can be simplified to) Stirling's approximation from both the $\alpha=0$ case and the general Raabe's formula.

Note that this answer (on a duplicate of this question) is much simpler and shows it directly via Gauss's multiplication theorem (which is also reversible, by using the gamma function's log-convexity), and simple arguments via limits obtain Stirling's approximation and Gauss's theorem from each other.

1

Here's a general method you could use to calculate $I(\alpha)$ if you already know $I(0),I(1)$.

After you've differentiated w.r.t. $\alpha$ under the integral, you could always use that $$(\log\Gamma(x+\alpha))'=-\gamma+\sum_{k \ge1}\frac{1}{k}-\frac{1}{(k+x+\alpha-1)}$$ and differentiate again to give $$(\log\Gamma(x+\alpha))''=\sum_{k \ge1}\frac{1}{(k+x+\alpha-1)^2}.$$ Thus by Tornelli we swap integral and summation order, giving $$I''(\alpha)=\sum_{k \ge 1}\int_0^1\frac{dx}{(k+x+\alpha-1)^2}=\sum_{k \ge 1}\frac{1}{(k+\alpha-1)}-\frac{1}{(k+\alpha)}=\frac{1}{\alpha}$$ $$I'(\alpha)=\log(\alpha)+k$$ $$I(\alpha)=\alpha\log(\alpha)+k\alpha+c$$ $$I(\alpha)=\alpha\log(\alpha)+(I(1)-I(0))\alpha+I(0).$$

Meow
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