Beta-gamma identity ($B(p,q)=\Gamma (p)\Gamma (q)/\Gamma (p+q)$)

For $p,q>0$, express the product of the two Gamma integrals as the nonnegative double integralUse $r=x+y$ and $u=x/(x+y)$, with inverse $x=ru$, $y=r(1-u)$ and Jacobian determinant of absolute value $r$. The new domain of integration is $r>0$, $0<u<1$, and the integrand with this factor becomes $r^{p+q-1}{e}^{-r}{u}^{p-1}(1-u{)}^{q-1}$. Tonelli's theorem and separation of the two integrals therefore give $\Gamma (p+q)B(p,q)$. The positive real parameter hypothesis ensures that all the original integrals are finite.

For complex parameters with positive real parts, the same proof first gives the undivided identity $\Gamma (p+q)B(p,q)=\Gamma (p)\Gamma (q)$. Absolute integrability follows by taking real parts in the exponents, so Fubini's theorem applies. The nonvanishing of the Gamma function then permits division by $\Gamma (p+q)$.

For $s,t>0$, put $r=s+t$ and $u=t/(s+t)$. Then $(s,t)=(r(1-u),ru)$ and $dsdt=rdrdu$, separating radial gamma and ratio beta integrals.