grandes-ecoles 2015 QII.C.8

grandes-ecoles · France · centrale-maths2__mp Reduction Formulae Evaluate a Closed-Form Expression Using the Reduction Formula
For $( x , y )$ in $\left( \mathbb { R } ^ { + * } \right) ^ { 2 }$, we define $\beta ( x , y ) = \int _ { 0 } ^ { 1 } t ^ { x - 1 } ( 1 - t ) ^ { y - 1 } \mathrm {~d} t$. We want to show that for $x > 0$ and $y > 0$, $$\beta ( x , y ) = \frac { \Gamma ( x ) \Gamma ( y ) } { \Gamma ( x + y ) }$$ which will be denoted $(\mathcal{R})$. Throughout the rest of this question we assume $x > 1$ and $y > 1$. We denote $G ( a ) = \int _ { 0 } ^ { + \infty } \frac { u ^ { x - 1 } } { ( 1 + u ) ^ { x + y } } F _ { x , y } ( ( 1 + u ) a ) \mathrm { d } u$.
Deduce from the above the relation $(\mathcal{R})$.
For $( x , y )$ in $\left( \mathbb { R } ^ { + * } \right) ^ { 2 }$, we define $\beta ( x , y ) = \int _ { 0 } ^ { 1 } t ^ { x - 1 } ( 1 - t ) ^ { y - 1 } \mathrm {~d} t$. We want to show that for $x > 0$ and $y > 0$,
$$\beta ( x , y ) = \frac { \Gamma ( x ) \Gamma ( y ) } { \Gamma ( x + y ) }$$
which will be denoted $(\mathcal{R})$. Throughout the rest of this question we assume $x > 1$ and $y > 1$. We denote $G ( a ) = \int _ { 0 } ^ { + \infty } \frac { u ^ { x - 1 } } { ( 1 + u ) ^ { x + y } } F _ { x , y } ( ( 1 + u ) a ) \mathrm { d } u$.

Deduce from the above the relation $(\mathcal{R})$.