Beta-gamma identity Created 2026-09-24 Updated 2026-10-18
For , express the product of the two Gamma integrals as the nonnegative double integral
Use and , with inverse , and Jacobian determinant of absolute value . The new domain of integration is , , and the integrand with this factor becomes . Tonelli's theorem and separation of the two integrals therefore give . 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 . 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 .
For integer , integration by parts gives . The boundary term vanishes at both infinities because Gaussian decay dominates every power. The full-line initial values are and , the latter by odd symmetry. Hence
Unlike the half-line Gaussian moment recurrence, full-line odd moments vanish and even moments are twice their half-line values. The domain of integration must be retained when transferring a recurrence between the two settings.
Integral Created 2026-09-24 Updated 2026-10-18
An integral adds up contributions of a function across a domain of integration. For a continuous function on , the Riemann integral is the common limit of its Riemann sums as the largest subinterval width tends to zero:
Each product combines a value with the width over which it acts. When is nonnegative, the result is the area beneath its graph; values below the horizontal axis contribute with the opposite sign. The signed area under a graph can therefore vanish even when the graph encloses nonzero geometric area.
For a velocity on , use equal time steps. The left and right Riemann sums are
Because the function is increasing, they bound the integral. With six steps they give and ; with sixty steps they give and . Both approach the same total, . This is accumulation made exact by refining finite measurements.
Figure 1.
Left and right Riemann sums bracket the accumulated displacement of a particle with velocity 1 + 2t
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An integral retains units: velocity times time gives displacement, and a probability density function integrated over an interval gives a probability. Weighting a density by a function gives its expectation. The same operation serves different subjects because it expresses a common pattern, value multiplied by extent, then accumulated.
The fundamental theorem of calculus often evaluates a definite integral by finding an antiderivative, but a finite sum or a numerical approximation is still useful when no convenient antiderivative is available. An indefinite integral denotes a family of antiderivatives; a definite integral denotes an accumulated value between specified endpoints. More general constructions, including Lebesgue integration, extend the class of functions and domains that can be handled.