I am trying to understand some details hidden in the proof of the Hankel integral representation for the gamma function: $$\frac{1}{\Gamma(z)} = -\frac{1}{2\pi i} \int_{\mathcal{H}} (-t)^{-z} e^{-t} dt$$ for all $z \in \mathbb{C}$. Here $\mathcal{H}$ denotes the Hankel contour: $\mathcal{H} = [i + \infty,i] + \mathcal{H}_{sc} + [-i,-i + \infty]$, where $\mathcal{H}_{sc}$ joins $i$ with $-i$ along a positively oriented semicircle centered at $0$.
A typical approach to the proof, as far as I understand it, goes as follows:
- Cut the plane along the positive real axis and choose a fixed branch of the multifunction $(-t)^{-z}$ by taking its principal branch for negative real $t$, and by continuing this branch analytically to the cut plane.
- Let $\varepsilon\mathcal{H}$ denote $\mathcal{H}$ scaled by $\varepsilon$, i.e., after applying the transformation $z \mapsto \varepsilon z$.
- The integral along $\varepsilon\mathcal{H}$ is then said to be the same as the one along $\mathcal{H}$ by Cauchy's theorem. This is a first step that I find unclear: I understand that the integrand is analytic in $\mathbb{C} \setminus [0,\infty)$; however I do not know about any deformation theorem for improper contours. Could someone describe a rigorous argument that is used here?
- Assume $z < 0$ and take $\varepsilon \to 0$. The integral can then be decomposed into three integrals, two of which can be manipulated to obtain an integral much alike the usual integral representation of $\Gamma(1-z)$ for $\mathrm{Re}(1-z) > 0$, while the remaining one can be shown to be negligible when $\varepsilon \to 0$, thanks to the assumption $z < 0$. The Hankel representation is then proved for $z < 0$.
- Finally, the result is extended to the whole complex plain via analytic continuation. This is a second step that I find unclear, as it can only be performed if one knows that $$I(z) = \int_{\mathcal{H}} (-t)^{-z} e^{-t} dt$$ is an analytic function of $z$. This property is usually qualified as obvious. Nevertheless, I have no idea about why it is obvious.
Could someone explain the rigorous arguments needed to perform the two critical steps mentioned above?
I would also be very grateful for pointers to literature that treats the Hankel representation rigorously (the treatements that I have found seem more-or-less sketchy to me).
Many thanks in advance.
I had the same question as other people here, here or here.
All this is done (with different conventions) in "Advanced Complex Analysis - A Comprehensive Course in Analysis Part 2B" (AMS 2015), Barry Simon, Thm 14.7.1 p.153, and also in "Complex Analysis 1" (UTX 2009), Rolf Busam, Eberhard Freitag, Exercise 17 p.209, Correction p.477