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	<title>Comments on: Integral of the Week #2</title>
	<atom:link href="http://www.walkingrandomly.com/?feed=rss2&#038;p=132" rel="self" type="application/rss+xml" />
	<link>http://www.walkingrandomly.com/?p=132</link>
	<description>Because it's more fun than getting there in a straight line.</description>
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		<title>By: Américo Tavares</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-8972</link>
		<dc:creator>Américo Tavares</dc:creator>
		<pubDate>Thu, 22 Jan 2009 11:54:03 +0000</pubDate>
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		<description>The link is http://problemasteoremas.wordpress.com/2009/01/22/formula-de-reflexao-ou-dos-complementos-da-funcao-especial-beta/</description>
		<content:encoded><![CDATA[<p>The link is <a href="http://problemasteoremas.wordpress.com/2009/01/22/formula-de-reflexao-ou-dos-complementos-da-funcao-especial-beta/" rel="nofollow">http://problemasteoremas.wordpress.com/2009/01/22/formula-de-reflexao-ou-dos-complementos-da-funcao-especial-beta/</a></p>
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		<title>By: Américo Tavares</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-8971</link>
		<dc:creator>Américo Tavares</dc:creator>
		<pubDate>Thu, 22 Jan 2009 11:51:08 +0000</pubDate>
		<guid isPermaLink="false">http://www.walkingrandomly.com/?p=132#comment-8971</guid>
		<description>I&#039;ve just posted (in Portuguese) the proof of the &lt;a href=&quot;Fórmula de reflexão ou dos complementos da função especial gama&quot; rel=&quot;nofollow&quot;&gt;refection formula&lt;/a&gt; that I mentioned in my last comment on August 20, 2008.</description>
		<content:encoded><![CDATA[<p>I&#8217;ve just posted (in Portuguese) the proof of the <a href="Fórmula de reflexão ou dos complementos da função especial gama" rel="nofollow">refection formula</a> that I mentioned in my last comment on August 20, 2008.</p>
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		<title>By: Américo Tavares</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5954</link>
		<dc:creator>Américo Tavares</dc:creator>
		<pubDate>Wed, 20 Aug 2008 07:59:53 +0000</pubDate>
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		<description>&lt;p&gt;Hi Simon,&lt;/p&gt;
&lt;p&gt;In a book I have (Angus E. Taylor, Advanced Calculus, Blaisdell Publishing Company, 1955) there are a series of two exercises to prove the reflection formula Γ(x)Γ(1−x) = π csc(πx) within the reals.&lt;/p&gt;
&lt;p&gt;Exercise 10 (page 683). Show (...) that B(a,1-a)=int_{0}^{1} (x^(a-1)+x^(-a))/(1+x) dx.&lt;/p&gt;
&lt;p&gt;Exercise 11 (page 683). Use the geometric series for (1+x)^(-1) in Exercise 10 and integrate term by term. (...) Show that B(a,1-a)= π csc(πa).&lt;/p&gt;
</description>
		<content:encoded><![CDATA[<p>Hi Simon,</p>
<p>In a book I have (Angus E. Taylor, Advanced Calculus, Blaisdell Publishing Company, 1955) there are a series of two exercises to prove the reflection formula Γ(x)Γ(1−x) = π csc(πx) within the reals.</p>
<p>Exercise 10 (page 683). Show (&#8230;) that B(a,1-a)=int_{0}^{1} (x^(a-1)+x^(-a))/(1+x) dx.</p>
<p>Exercise 11 (page 683). Use the geometric series for (1+x)^(-1) in Exercise 10 and integrate term by term. (&#8230;) Show that B(a,1-a)= π csc(πa).</p>
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		<title>By: Simon</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5788</link>
		<dc:creator>Simon</dc:creator>
		<pubDate>Tue, 05 Aug 2008 03:40:09 +0000</pubDate>
		<guid isPermaLink="false">http://www.walkingrandomly.com/?p=132#comment-5788</guid>
		<description>Hi Alon,

The problem with turning the integral into Γ(1/2) is that you then need to evaluate Γ(1/2),  which is normally done by turning it back into a Gaussian integral again!
But, as you hinted, Γ(1/2) can be obtained from the Beta function identity 
B(x,1−x) = Γ(x)Γ(1−x) = π csc(πx)  evaluated at x=1/2.  This identity is proved via contour integration (and a version is available on my wiki, via my homepage).</description>
		<content:encoded><![CDATA[<p>Hi Alon,</p>
<p>The problem with turning the integral into Γ(1/2) is that you then need to evaluate Γ(1/2),  which is normally done by turning it back into a Gaussian integral again!<br />
But, as you hinted, Γ(1/2) can be obtained from the Beta function identity<br />
B(x,1−x) = Γ(x)Γ(1−x) = π csc(πx)  evaluated at x=1/2.  This identity is proved via contour integration (and a version is available on my wiki, via my homepage).</p>
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		<title>By: Alon Levy</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5720</link>
		<dc:creator>Alon Levy</dc:creator>
		<pubDate>Thu, 31 Jul 2008 18:42:29 +0000</pubDate>
		<guid isPermaLink="false">http://www.walkingrandomly.com/?p=132#comment-5720</guid>
		<description>Another way of doing this is taking the integral of e^(-x^2), and letting u = x^2 with du = 2xdx = 2SQRT(u)dx. This turns the integral into the integral of 0.5u^(-0.5)e^(-u). But we know that Gamma(0.5) = SQRT(pi) using the beta function, so we are done.</description>
		<content:encoded><![CDATA[<p>Another way of doing this is taking the integral of e^(-x^2), and letting u = x^2 with du = 2xdx = 2SQRT(u)dx. This turns the integral into the integral of 0.5u^(-0.5)e^(-u). But we know that Gamma(0.5) = SQRT(pi) using the beta function, so we are done.</p>
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		<title>By: admin</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5684</link>
		<dc:creator>admin</dc:creator>
		<pubDate>Tue, 29 Jul 2008 11:33:33 +0000</pubDate>
		<guid isPermaLink="false">http://www.walkingrandomly.com/?p=132#comment-5684</guid>
		<description>Thanks for the solutions guys - I haven&#039;t had chance to work through them in detail yet but I am sure you haven&#039;t made any mistakes ;)

I wonder what other approaches people might come up with?</description>
		<content:encoded><![CDATA[<p>Thanks for the solutions guys &#8211; I haven&#8217;t had chance to work through them in detail yet but I am sure you haven&#8217;t made any mistakes <img src='http://www.walkingrandomly.com/wp-includes/images/smilies/icon_wink.gif' alt=';)' class='wp-smiley' /> </p>
<p>I wonder what other approaches people might come up with?</p>
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		<title>By: Alon Levy</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5671</link>
		<dc:creator>Alon Levy</dc:creator>
		<pubDate>Sun, 27 Jul 2008 00:19:26 +0000</pubDate>
		<guid isPermaLink="false">http://www.walkingrandomly.com/?p=132#comment-5671</guid>
		<description>We construct the normal distribution as the limit of the binomial probability distributions. This will automatically prove the normal distribution is a probability distribution, which will give us the desired integral.

Consider the binomial distribution B(n, 0.5)(x). Its standard deviation is 0.5SQRT(n), so we&#039;re concerned with the function B(n, 0.5)(0.5SQRT(n)x + 0.5n)). At an integer x, the value of B(n, 0.5) is n!/(x!(n-x)!2^n), so for x + SQRT(n) an integer multiple of 2SQRT(1/n), the probability density we need is p(n, x) = SQRT(n)n!/(y!(n-y)!2^(n+1)) where y = (x + SQRT(n))SQRT(n)/2 = n/2 + xSQRT(n)/2.

Consider the value of (n-k)!(n+k)!/n!n!. It&#039;s equal to (n+k)/n * (n+k-1)/(n-1) * ... * (n+1)/(n-k+1) = (1 + k/n)(1 + k/(n-1))...(1 + k/(n-k+1)). Let k ~ mSQRT(n), m much smaller than SQRT(n). For large n, mSQRT(n)/(n - SQRT(n)) = m/(SQRT(n) - 1) = m/SQRT(n) + m/(n - SQRT(n)) and 1/n goes to 0 in all monomials. So the value of the expression approaches (1 + m/SQRT(n))^mSQRT(n) which approaches e^(m^2). In our case, y = n/2 + xSQRT(n/2)/SQRT(2), turning the function into e^(-x^2/2)*SQRT(n)n!/(n/2)!(n/2)!2^(n+1).

It suffices to find the constant, i.e. the limit of SQRT(n)n!/(n/2)!(n/2)!2^(n+1) as n goes to infinity. Replacing n by n+2 multiplies the expression by SQRT((n+2)/n)(n+1)(n+2)/(n+2)^2 = SQRT((n+2)/n)(n+1)/(n+2). Squaring, we get ((n+2)/n)(n+1)^2/(n+2)^2 = (n+1)^2/n(n+2). It suffices to prove that the limit of the product of (n+1)^2/n(n+2) over all even n is 4/pi (i.e. that the limit of Prod(n(n+2)/(n+1)^2) is pi/4). That will make the square of the limit we need to find equal to 4/8pi = 1/2pi as desired...</description>
		<content:encoded><![CDATA[<p>We construct the normal distribution as the limit of the binomial probability distributions. This will automatically prove the normal distribution is a probability distribution, which will give us the desired integral.</p>
<p>Consider the binomial distribution B(n, 0.5)(x). Its standard deviation is 0.5SQRT(n), so we&#8217;re concerned with the function B(n, 0.5)(0.5SQRT(n)x + 0.5n)). At an integer x, the value of B(n, 0.5) is n!/(x!(n-x)!2^n), so for x + SQRT(n) an integer multiple of 2SQRT(1/n), the probability density we need is p(n, x) = SQRT(n)n!/(y!(n-y)!2^(n+1)) where y = (x + SQRT(n))SQRT(n)/2 = n/2 + xSQRT(n)/2.</p>
<p>Consider the value of (n-k)!(n+k)!/n!n!. It&#8217;s equal to (n+k)/n * (n+k-1)/(n-1) * &#8230; * (n+1)/(n-k+1) = (1 + k/n)(1 + k/(n-1))&#8230;(1 + k/(n-k+1)). Let k ~ mSQRT(n), m much smaller than SQRT(n). For large n, mSQRT(n)/(n &#8211; SQRT(n)) = m/(SQRT(n) &#8211; 1) = m/SQRT(n) + m/(n &#8211; SQRT(n)) and 1/n goes to 0 in all monomials. So the value of the expression approaches (1 + m/SQRT(n))^mSQRT(n) which approaches e^(m^2). In our case, y = n/2 + xSQRT(n/2)/SQRT(2), turning the function into e^(-x^2/2)*SQRT(n)n!/(n/2)!(n/2)!2^(n+1).</p>
<p>It suffices to find the constant, i.e. the limit of SQRT(n)n!/(n/2)!(n/2)!2^(n+1) as n goes to infinity. Replacing n by n+2 multiplies the expression by SQRT((n+2)/n)(n+1)(n+2)/(n+2)^2 = SQRT((n+2)/n)(n+1)/(n+2). Squaring, we get ((n+2)/n)(n+1)^2/(n+2)^2 = (n+1)^2/n(n+2). It suffices to prove that the limit of the product of (n+1)^2/n(n+2) over all even n is 4/pi (i.e. that the limit of Prod(n(n+2)/(n+1)^2) is pi/4). That will make the square of the limit we need to find equal to 4/8pi = 1/2pi as desired&#8230;</p>
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		<title>By: Américo Tavares</title>
		<link>http://www.walkingrandomly.com/?p=132&#038;cpage=1#comment-5632</link>
		<dc:creator>Américo Tavares</dc:creator>
		<pubDate>Thu, 24 Jul 2008 11:35:30 +0000</pubDate>
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		<description>I have posted a solution here

http://problemasteoremas.wordpress.com/2008/07/24/problem-of-the-week-2-from-walking-randomly-blog-submission/
</description>
		<content:encoded><![CDATA[<p>I have posted a solution here</p>
<p><a href="http://problemasteoremas.wordpress.com/2008/07/24/problem-of-the-week-2-from-walking-randomly-blog-submission/" rel="nofollow">http://problemasteoremas.wordpress.com/2008/07/24/problem-of-the-week-2-from-walking-randomly-blog-submission/</a></p>
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