Where does $Gamma left( frac{3}{2} right) = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x$ come from?












4












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My teacher solved this problem in class but I don't get how one step is justified.




Prove that $$int_0 ^{+infty} ! mathrm e ^{- x^2 } , mathrm d x = dfrac{sqrt{pi}}{2}$$ using this relation $$int_0 ^{+infty} ! int_0^{+infty} ! y ,mathrm e ^{-(1+ x^2 )y} , mathrm d y , mathrm d x = dfrac{pi}{4}.$$




Using Fubini's theorem we switch integrals:
$$int_0 ^{+infty} ! y, mathrm e ^{-y} left( int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x right) mathrm d y = dfrac{pi}{4}.$$



Let us compute first:
$$int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x =int _0 ^{+infty} ! dfrac{mathrm e ^{-t ^2}}{sqrt y}, mathrm d t= dfrac{mathcal E}{sqrt y},$$
where we have made the change $xsqrt y =t $ and $mathcal E$ is the integral that we want to compute.



Then $$int _0 ^{+infty} ! y , mathrm e ^{-y} dfrac{mathcal E}{sqrt y} , mathrm d y = mathcal E int _0 ^{+infty} y ^{frac{1}{2}} , mathrm e ^{-y} , mathrm d y = $$
$$=mathcal E int _0 ^{+infty} y ^{frac{3}{2}-1} , mathrm e ^{-y} , mathrm d y = mathcal E , Gamma left( frac{3}{2} right) color{red}{stackrel{?}{=}} $$
$$color{red}{stackrel{?}{=}} mathcal E int_0 ^{+infty} mathrm e ^{-s ^2} , mathrm d s = mathcal E ^2 = dfrac{pi}{4},$$
therefore $$mathcal E = dfrac{sqrt pi}{2} = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x.$$



What I don't get is how does he relate $mathcal E$ with the gamma function, that is, $$Gamma left( frac{3}{2} right) = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x = mathcal E.$$
I have seen that $Gamma left( frac{3}{2} right) = dfrac{sqrt pi }{2}$, but since we don't know the value of $mathcal E$ yet (as this is what we are trying to prove), this is not a way to relate them.



Thank you for your help.










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  • 3




    $begingroup$
    I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
    $endgroup$
    – mkspk
    Feb 2 at 11:46






  • 2




    $begingroup$
    Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
    $endgroup$
    – Nathanael Skrepek
    Feb 2 at 12:08


















4












$begingroup$


My teacher solved this problem in class but I don't get how one step is justified.




Prove that $$int_0 ^{+infty} ! mathrm e ^{- x^2 } , mathrm d x = dfrac{sqrt{pi}}{2}$$ using this relation $$int_0 ^{+infty} ! int_0^{+infty} ! y ,mathrm e ^{-(1+ x^2 )y} , mathrm d y , mathrm d x = dfrac{pi}{4}.$$




Using Fubini's theorem we switch integrals:
$$int_0 ^{+infty} ! y, mathrm e ^{-y} left( int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x right) mathrm d y = dfrac{pi}{4}.$$



Let us compute first:
$$int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x =int _0 ^{+infty} ! dfrac{mathrm e ^{-t ^2}}{sqrt y}, mathrm d t= dfrac{mathcal E}{sqrt y},$$
where we have made the change $xsqrt y =t $ and $mathcal E$ is the integral that we want to compute.



Then $$int _0 ^{+infty} ! y , mathrm e ^{-y} dfrac{mathcal E}{sqrt y} , mathrm d y = mathcal E int _0 ^{+infty} y ^{frac{1}{2}} , mathrm e ^{-y} , mathrm d y = $$
$$=mathcal E int _0 ^{+infty} y ^{frac{3}{2}-1} , mathrm e ^{-y} , mathrm d y = mathcal E , Gamma left( frac{3}{2} right) color{red}{stackrel{?}{=}} $$
$$color{red}{stackrel{?}{=}} mathcal E int_0 ^{+infty} mathrm e ^{-s ^2} , mathrm d s = mathcal E ^2 = dfrac{pi}{4},$$
therefore $$mathcal E = dfrac{sqrt pi}{2} = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x.$$



What I don't get is how does he relate $mathcal E$ with the gamma function, that is, $$Gamma left( frac{3}{2} right) = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x = mathcal E.$$
I have seen that $Gamma left( frac{3}{2} right) = dfrac{sqrt pi }{2}$, but since we don't know the value of $mathcal E$ yet (as this is what we are trying to prove), this is not a way to relate them.



Thank you for your help.










share|cite|improve this question











$endgroup$








  • 3




    $begingroup$
    I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
    $endgroup$
    – mkspk
    Feb 2 at 11:46






  • 2




    $begingroup$
    Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
    $endgroup$
    – Nathanael Skrepek
    Feb 2 at 12:08
















4












4








4


1



$begingroup$


My teacher solved this problem in class but I don't get how one step is justified.




Prove that $$int_0 ^{+infty} ! mathrm e ^{- x^2 } , mathrm d x = dfrac{sqrt{pi}}{2}$$ using this relation $$int_0 ^{+infty} ! int_0^{+infty} ! y ,mathrm e ^{-(1+ x^2 )y} , mathrm d y , mathrm d x = dfrac{pi}{4}.$$




Using Fubini's theorem we switch integrals:
$$int_0 ^{+infty} ! y, mathrm e ^{-y} left( int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x right) mathrm d y = dfrac{pi}{4}.$$



Let us compute first:
$$int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x =int _0 ^{+infty} ! dfrac{mathrm e ^{-t ^2}}{sqrt y}, mathrm d t= dfrac{mathcal E}{sqrt y},$$
where we have made the change $xsqrt y =t $ and $mathcal E$ is the integral that we want to compute.



Then $$int _0 ^{+infty} ! y , mathrm e ^{-y} dfrac{mathcal E}{sqrt y} , mathrm d y = mathcal E int _0 ^{+infty} y ^{frac{1}{2}} , mathrm e ^{-y} , mathrm d y = $$
$$=mathcal E int _0 ^{+infty} y ^{frac{3}{2}-1} , mathrm e ^{-y} , mathrm d y = mathcal E , Gamma left( frac{3}{2} right) color{red}{stackrel{?}{=}} $$
$$color{red}{stackrel{?}{=}} mathcal E int_0 ^{+infty} mathrm e ^{-s ^2} , mathrm d s = mathcal E ^2 = dfrac{pi}{4},$$
therefore $$mathcal E = dfrac{sqrt pi}{2} = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x.$$



What I don't get is how does he relate $mathcal E$ with the gamma function, that is, $$Gamma left( frac{3}{2} right) = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x = mathcal E.$$
I have seen that $Gamma left( frac{3}{2} right) = dfrac{sqrt pi }{2}$, but since we don't know the value of $mathcal E$ yet (as this is what we are trying to prove), this is not a way to relate them.



Thank you for your help.










share|cite|improve this question











$endgroup$




My teacher solved this problem in class but I don't get how one step is justified.




Prove that $$int_0 ^{+infty} ! mathrm e ^{- x^2 } , mathrm d x = dfrac{sqrt{pi}}{2}$$ using this relation $$int_0 ^{+infty} ! int_0^{+infty} ! y ,mathrm e ^{-(1+ x^2 )y} , mathrm d y , mathrm d x = dfrac{pi}{4}.$$




Using Fubini's theorem we switch integrals:
$$int_0 ^{+infty} ! y, mathrm e ^{-y} left( int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x right) mathrm d y = dfrac{pi}{4}.$$



Let us compute first:
$$int_0 ^{+infty} ! mathrm e ^{-x^2 y} , mathrm d x =int _0 ^{+infty} ! dfrac{mathrm e ^{-t ^2}}{sqrt y}, mathrm d t= dfrac{mathcal E}{sqrt y},$$
where we have made the change $xsqrt y =t $ and $mathcal E$ is the integral that we want to compute.



Then $$int _0 ^{+infty} ! y , mathrm e ^{-y} dfrac{mathcal E}{sqrt y} , mathrm d y = mathcal E int _0 ^{+infty} y ^{frac{1}{2}} , mathrm e ^{-y} , mathrm d y = $$
$$=mathcal E int _0 ^{+infty} y ^{frac{3}{2}-1} , mathrm e ^{-y} , mathrm d y = mathcal E , Gamma left( frac{3}{2} right) color{red}{stackrel{?}{=}} $$
$$color{red}{stackrel{?}{=}} mathcal E int_0 ^{+infty} mathrm e ^{-s ^2} , mathrm d s = mathcal E ^2 = dfrac{pi}{4},$$
therefore $$mathcal E = dfrac{sqrt pi}{2} = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x.$$



What I don't get is how does he relate $mathcal E$ with the gamma function, that is, $$Gamma left( frac{3}{2} right) = int _0 ^{+infty}! mathrm e ^{-x^2} , mathrm d x = mathcal E.$$
I have seen that $Gamma left( frac{3}{2} right) = dfrac{sqrt pi }{2}$, but since we don't know the value of $mathcal E$ yet (as this is what we are trying to prove), this is not a way to relate them.



Thank you for your help.







integration improper-integrals gamma-function






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share|cite|improve this question













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edited Feb 2 at 11:49







mkspk

















asked Feb 2 at 11:36









mkspkmkspk

588617




588617








  • 3




    $begingroup$
    I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
    $endgroup$
    – mkspk
    Feb 2 at 11:46






  • 2




    $begingroup$
    Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
    $endgroup$
    – Nathanael Skrepek
    Feb 2 at 12:08
















  • 3




    $begingroup$
    I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
    $endgroup$
    – mkspk
    Feb 2 at 11:46






  • 2




    $begingroup$
    Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
    $endgroup$
    – Nathanael Skrepek
    Feb 2 at 12:08










3




3




$begingroup$
I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
$endgroup$
– mkspk
Feb 2 at 11:46




$begingroup$
I don't get why the downvote. Maybe I have explained it in a bad way, but this question has context and my research about my question got me to the conclusion that my teacher proved something using the thing he is trying to prove (and I am asking if there is something I am missing).
$endgroup$
– mkspk
Feb 2 at 11:46




2




2




$begingroup$
Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
$endgroup$
– Nathanael Skrepek
Feb 2 at 12:08






$begingroup$
Just leave the step $Gammabig(frac{3}{2}big) = mathcal{E}$ and use what you know $Gammabig(frac{3}{2}big) = frac{sqrt{pi}}{2}$. Then your calculation leads to $$mathcal{E} frac{sqrt{pi}}{2} = frac{pi}{4},$$ which also solves your problem. By the way this also solves your questioned equality
$endgroup$
– Nathanael Skrepek
Feb 2 at 12:08












1 Answer
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One definition of the Gamma function is $Gamma(s)=int_0^infty x^{s-1}exp (-x) dx=2int_0^infty x^{2s-1}exp (-x^2) dx$, so your integral is $frac12Gamma(frac12)$. One only need then use the identity $Gamma(s+1)=sGamma(s)$. Indeed, the difference is $int_0^infty (x^s-sx^{s-1})exp (-x) dx=[-x^sexp (-x)]_0^infty=0$.






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    $begingroup$

    One definition of the Gamma function is $Gamma(s)=int_0^infty x^{s-1}exp (-x) dx=2int_0^infty x^{2s-1}exp (-x^2) dx$, so your integral is $frac12Gamma(frac12)$. One only need then use the identity $Gamma(s+1)=sGamma(s)$. Indeed, the difference is $int_0^infty (x^s-sx^{s-1})exp (-x) dx=[-x^sexp (-x)]_0^infty=0$.






    share|cite|improve this answer











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      2












      $begingroup$

      One definition of the Gamma function is $Gamma(s)=int_0^infty x^{s-1}exp (-x) dx=2int_0^infty x^{2s-1}exp (-x^2) dx$, so your integral is $frac12Gamma(frac12)$. One only need then use the identity $Gamma(s+1)=sGamma(s)$. Indeed, the difference is $int_0^infty (x^s-sx^{s-1})exp (-x) dx=[-x^sexp (-x)]_0^infty=0$.






      share|cite|improve this answer











      $endgroup$
















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        2








        2





        $begingroup$

        One definition of the Gamma function is $Gamma(s)=int_0^infty x^{s-1}exp (-x) dx=2int_0^infty x^{2s-1}exp (-x^2) dx$, so your integral is $frac12Gamma(frac12)$. One only need then use the identity $Gamma(s+1)=sGamma(s)$. Indeed, the difference is $int_0^infty (x^s-sx^{s-1})exp (-x) dx=[-x^sexp (-x)]_0^infty=0$.






        share|cite|improve this answer











        $endgroup$



        One definition of the Gamma function is $Gamma(s)=int_0^infty x^{s-1}exp (-x) dx=2int_0^infty x^{2s-1}exp (-x^2) dx$, so your integral is $frac12Gamma(frac12)$. One only need then use the identity $Gamma(s+1)=sGamma(s)$. Indeed, the difference is $int_0^infty (x^s-sx^{s-1})exp (-x) dx=[-x^sexp (-x)]_0^infty=0$.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Feb 2 at 19:16









        Botond

        6,57531034




        6,57531034










        answered Feb 2 at 11:50









        J.G.J.G.

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