For real and , the displayed improper integral converges: its endpoint powers are near zero and near infinity. The change of variables givesHere the beta function, the beta-gamma identity, and the Gamma reflection formula evaluate the integral. The same formula holds for complex in the Mellin fundamental strip , by absolute convergence and analytic continuation within the strip. For integer , a sector contour of angle gives a direct residue theorem proof, with a consistent branch of .
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