In a previous question, I was helped to determine the value of an improper integral. Now, I would like to understand how to get this result, and my calculus is a bit rusty.
I would like to understand these steps: $$ \begin{align} - \int_{0}^{\infty} \ln(1 - x e^{-x}) \ \mathrm{d}x &= \sum_{n=1}^{\infty} \frac{1}{n} \, \int_{0}^{\infty} x^{n} \, e^{-n x} \ \mathrm{d}x \\ &= \sum_{n=1}^{\infty} \frac{n!}{n^{n+2}}. \end{align} $$
I think I recognize Taylor series, but I'm not able to reproduce these steps myself.
You have the reduction formula $$ \int_0^{\infty} x^k e^{-nx} \, dx = \left[ -\frac{1}{n} x^k e^{-nx} \right]_0^{\infty} + \frac{k}{n} \int_0^{\infty} x^{k-1} e^{-nx} \, dx = \frac{k}{n} \int_0^{\infty} x^{k-1} e^{-nx}. $$ Together with the formula $\int_0^{\infty} e^{-nx} \, dx$, this gives $$ \int_0^{\infty} x^n e^{-nx} \, dx = \frac{n!}{n^{n+1}}. $$