grandes-ecoles 2015 Q3d
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We recall that $\Gamma ( y ) = e ^ { - y } y ^ { y } \int _ { - 1 } ^ { + \infty } e ^ { - y \phi ( s ) } d s$ where $\phi ( s ) = s - \ln(1+s)$, and that $\phi_-^{-1} : ]0,+\infty[ \to ]-1,0[$ and $\phi_+^{-1} : ]0,+\infty[ \to ]0,+\infty[$ are the inverse bijections of the restrictions of $\phi$.
Show that $$\Gamma ( y ) = e ^ { - y } y ^ { y } \int _ { 0 } ^ { \infty } e ^ { - y q } \left( \left( \phi _ { + } ^ { - 1 } \right) ^ { \prime } ( q ) - \left( \phi _ { - } ^ { - 1 } \right) ^ { \prime } ( q ) \right) d q$$