grandes-ecoles 2024 Q7

grandes-ecoles · France · mines-ponts-maths1__mp Laws of Logarithms Prove a Logarithmic Identity
Let $g$ be the function defined by
$$\begin{aligned} g : ] - \pi ; \pi [ & \longrightarrow \mathbf { C } \\ \theta & \longmapsto e ^ { \mathrm { i } x \theta } \int _ { 0 } ^ { + \infty } \frac { t ^ { x - 1 } } { 1 + t e ^ { \mathrm { i } \theta } } \mathrm {~d} t \end{aligned}$$
where $x$ is a fixed element of $]0;1[$. Deduce that
$$\int _ { 0 } ^ { + \infty } \frac { t ^ { x - 1 } } { 1 + t } \mathrm {~d} t = \frac { \pi } { \sin ( \pi x ) }$$
Let $g$ be the function defined by

$$\begin{aligned}
g : ] - \pi ; \pi [ & \longrightarrow \mathbf { C } \\
\theta & \longmapsto e ^ { \mathrm { i } x \theta } \int _ { 0 } ^ { + \infty } \frac { t ^ { x - 1 } } { 1 + t e ^ { \mathrm { i } \theta } } \mathrm {~d} t
\end{aligned}$$

where $x$ is a fixed element of $]0;1[$. Deduce that

$$\int _ { 0 } ^ { + \infty } \frac { t ^ { x - 1 } } { 1 + t } \mathrm {~d} t = \frac { \pi } { \sin ( \pi x ) }$$