I am trying to prove that the gamma function converges.
Namely i'm trying to prove, $\displaystyle{\Gamma(t)=\int_{0}^{\infty} x^{t-1}e^{-x}} dx$ converges.
I understand how but most places such as here (Page 8) rewrites $\displaystyle{\Gamma(t)=\int_{0}^{\infty} x^{t-1}e^{-x}} dx$ as $\displaystyle{\Gamma(t)=\int_{0}^{1} x^{t-1}e^{-x}} dx + \displaystyle{\int_{1}^{\infty} x^{t-1}e^{-x}} dx $ first. Why is that. Why do we split the integral at $1$?
I'm a little confused by that.
The integral is split in this proof because the reasons behind its convergence between 0 and 1 and between 1 and $+\infty$ are not the same. For instance, the integral converges between 0 and 1 because the $x$ term converges "quicker" than the exponential term diverges whereas between 1 and $+\infty$ it is because of the exponential term that the integral converges. Splitting the integral here allows the author to use a Riemann integral to show this result in an clear and simple way