grandes-ecoles 2015 QII.B.1

grandes-ecoles · France · centrale-maths2__mp Indefinite & Definite Integrals Convergence and Evaluation of Improper Integrals
For $( x , y )$ in $\left( \mathbb { R } ^ { + * } \right) ^ { 2 }$, we define $\beta ( x , y ) = \int _ { 0 } ^ { 1 } t ^ { x - 1 } ( 1 - t ) ^ { y - 1 } \mathrm {~d} t$.
Justify the existence of $\beta ( x , y )$ for $x > 0$ and $y > 0$.
For $( x , y )$ in $\left( \mathbb { R } ^ { + * } \right) ^ { 2 }$, we define $\beta ( x , y ) = \int _ { 0 } ^ { 1 } t ^ { x - 1 } ( 1 - t ) ^ { y - 1 } \mathrm {~d} t$.

Justify the existence of $\beta ( x , y )$ for $x > 0$ and $y > 0$.