PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
Owner confidence rating: Very high Entry average rating: No information on entry rating
[parent] evaluation of beta function using Laplace transform (Derivation)

The beta integral can be evaluated elegantly using the convolution theorem for Laplace transforms.

Start with the following Laplace transform: $$ s^{-\alpha} = {\cal L} \left[ {t^{\alpha - 1} \over \Gamma(\alpha)} \right] = \int_0^\infty e^{-st} {t^{\alpha - 1} \over \Gamma(\alpha)} dt $$

Since $s^{-q} s^{-p} = s^{-q - p}$ , the convolution theorem imples that $$ {t^{q - 1} \over \Gamma(q)} * {t^{p - 1} \over \Gamma(p)} = {t^{q + p - 1} \over \Gamma(q + p)} $$

Writing out the definition of convolution, this becomes $$ \int_0^t {(t-s)^{q - 1} \over \Gamma(q)} {s^{p - 1} \over \Gamma(p)} ds = {t^{q + p - 1} \over \Gamma(p + q)} $$

Setting $t=1$ and simplifying, we conclude that $$ \int_0^1 x^{p - 1} (1-x)^{q - 1} \,dx= {\Gamma(p) \Gamma(q) \over \Gamma(p + q)} $$

QED




"evaluation of beta function using Laplace transform" is owned by rspuzio.
(view preamble | get metadata)

View style:


This object's parent.
Log in to rate this entry.
(view current ratings)

Cross-references: theorem, convolution, Laplace transforms, integral

This is version 7 of evaluation of beta function using Laplace transform, born on 2004-09-22, modified 2007-04-14.
Object id is 6206, canonical name is EvalutaionOfBetaFunctionUsingLaplaceTransform.
Accessed 4707 times total.

Classification:
AMS MSC33B15 (Special functions :: Elementary classical functions :: Gamma, beta and polygamma functions)

Pending Errata and Addenda
None.
[ View all 3 ]
Discussion
Style: Expand: Order:
forum policy

No messages.

Interact
post | correct | update request | add example | add (any)