ABSTRACT

One of the the most important special functions in mathematics is undoubtedly the gamma function of Euler. It is the function Γ on (0,∞) defined by

Γ(x) =

e−ttx−1dt, x > 0.

Example 2.1 Compute Γ(1).

Solution By definition,

Γ(1) =

e−tdt = −e−t|∞0 = 1.