For which values of $x$ is the Gamma function $\Gamma (x) = \int\limits_0^{\infty}t^{x-1}e^{-t} dt$ Riemann Integrable?
I have read from elsewhere that the Gamma function converges for $x>0$, but:
- What is the proof for $x>0$?
- Does this itself (convergence) show that it is Riemann Integrable?
- What about for $x\leq 0$?
Thanks!
You have
$$t^{x-1}e^{-t}\underset{t\to 0}{\sim} t^{x-1}$$
which is integrable on $(0,1]$ if and only if $x>0$.
And
$$t^{x-1}e^{-t}=\underset{t\to\infty}{o}(e^{-t/2})$$
which is always integrable on $[1,+\infty)$.
So, the integral defining $\Gamma(x)$ exists (i.e., converges) if, and only if, $x>0$.