Logarithmic moments of a power on the unit interval

ID: logarithmic-moments-of-a-power-on-the-unit-interval

For real and integer , start from and differentiate times with respect to . Each derivative adds one factor , giving
To justify differentiation under the integral sign, restrict to a compact interval with lower endpoint . The derivatives are dominated by , which is integrable: turns its integral into . A power of is integrable against this decaying exponential. This also explains why is the convergence threshold.

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