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public-notes/Deriving the Gamma Function.md
2025-12-25 21:13:43 -08:00

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#Math #Calculus
# Extending the Factorial Function
We know $n!$ has a restricted domain of $n \in \mathbb{N}$, but we want to extend this function to $n \in \mathbb{R}$. To do this, we define two basic properties for the gamma function:
$$
n\Gamma(n) = \Gamma(n + 1) \\
\Gamma(n + 1) = n!, \space n\in \mathbb{N}
$$
# Derivation
We know repeated differentiation can generate a factorial function, so we start by differentiating:
$$
\int _{0}^{\infty} e^{-ax} dx = \frac 1 a
$$
**Lebeniz Integral Rule** allows us to differentiate inside the integral, so by repeated differentiation with respect to $a$ and cancelling out the negative sign we get:
$$
\int _{0}^{\infty} xe^{-ax} dx = \frac 1 {a^2} \\
\int _{0}^{\infty} x^2e^{-ax} dx = \frac 2 {a^3} \\
\int _{0}^{\infty} x^ne^{-ax} dx = \frac {n!} {a^{n + 1}} \\
$$
Plugging $a = 1$ we get:
$$
\Gamma(n) = \int _{0}^{\infty} x^{n - 1} e^{-x} dx
$$
Plugging the definition into the above properties should affirm that this defines the gamma function.