Past exam of the integration course of the University of Oxford / 2021 / 1 / c

For each nonnegative integer $k$, the change of variables $x=e^{-t}$ givesThe gamma function identity $\Gamma (k+1)=k!$ follows by repeated integration by parts. Since $\log x<0$ on $(0,1)$, the sign of the original integrand is $(-1{)}^k$, soFor $k=0$, the integral is one, consistent with the formula.

The exponential series gives $x^x=e^{x\log x}={\sum }_{k=0}^{\infty }(x\log x{)}^k/k!$. Since $|x\log x|\le 1/e$ on $(0,1)$, the Weierstrass M-test proves uniform absolute convergence, using the summable bounds $e^{-k}/k!$. Therefore one can integrate the series term by term over this finite interval. Using part i,This is the alternating identity in sophomore's dream. The same estimate also proves absolute convergence of the integrated series; no cancellation is needed to justify the interchange.