Past exam of the mathematics course of the University of Cambridge / 2024 / ib / Paper 2 / 12B / Solution

For $0<a<2$, the beta-integral evaluation givesDifferentiation under the integral sign near $a=1$ is justified by domination at zero and infinity. ThereforeWriting $a=1+t$ givesSincethe logarithmic moments of the Cauchy kernel yieldThe same expansion gives $I^{\prime \prime }(1)={\pi }^3/8$, agreeing with the supplied identity.