grandes-ecoles 2023 Q4

grandes-ecoles · France · centrale-maths1__official Reduction Formulae Compute a Base Case or Specific Value of a Parametric Integral
To every $p \in \mathbb{K}[X]$, we associate the function $L(p) = Lp$ from $\mathbb{K}$ to $\mathbb{K}$ defined by $$\forall x \in \mathbb{K}, \quad L(p)(x) = Lp(x) = -\int_0^{+\infty} \mathrm{e}^{-t} p'(x+t)\,\mathrm{d}t$$
Show that $\int_0^{+\infty} \mathrm{e}^{-t} t^k\,\mathrm{d}t$ exists for all $k \in \mathbb{N}$ and calculate its value.
To every $p \in \mathbb{K}[X]$, we associate the function $L(p) = Lp$ from $\mathbb{K}$ to $\mathbb{K}$ defined by
$$\forall x \in \mathbb{K}, \quad L(p)(x) = Lp(x) = -\int_0^{+\infty} \mathrm{e}^{-t} p'(x+t)\,\mathrm{d}t$$

Show that $\int_0^{+\infty} \mathrm{e}^{-t} t^k\,\mathrm{d}t$ exists for all $k \in \mathbb{N}$ and calculate its value.