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I'm confronted with the following problem which I really don't seem to find a way to solve properly:

Let $n\in \mathbb{Z}$ be fixed. Determine for what values of the parameter $a\in\mathbb{C}$ the following integral converges, and then evaluate it.

$$\int_0^1 \frac{x^n}{x^a(1-x)^{1-a}}dx$$

It's quite easy to show that the constraint on $a$ for the function to be integrable on that interval is: $0<\text{Re}({a})<n+1$. But now I'm stuck with the evaluation part.

Since it is at the end of the chapter about exterior domains I'm assuming it should/can be solved using a dogbone contour integration... but I cannot find a nice way to evaluate the resiude at infinity of this particular function... and furthermore I cannot seem to find a nice value for the bottom slit, because I would expect something like a constant times my starting integral as it often occurs...

Can someone help me out?

Many thanks in advance

b00n heT
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2 Answers2

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I don't know if this can be done using residues. It is the classic integral for the Beta function $B(a, n+1-a)$, so the answer is $\dfrac{\Gamma(a) \;\Gamma(n+1-a)}{\Gamma(n+1)}$.

EDIT: Ah! If you transform the integral by $x = 1/t$, it becomes

$$ \int_1^\infty (t-1)^{a-1} t^{-1-n}\; dt $$

Now use $\oint_C (1-z)^{a-1} z^{-1-n}\; dz$ for a "C" contour

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and note that the residue at $z=0$ is $$\dfrac{(-1)^n}{n!} \prod_{j=1}^{n} (a - j)$$

Robert Israel
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  • Many thanks for you answer... I definitely was expecting an easier closed form, hence I didn't even look at the special functions... At least now I know what I'm looking for. – b00n heT Dec 01 '14 at 22:43
  • Thank you again for your complete answer. I admit to have though about that substitution... yet I couldn't quite see the keyhole countor integration. Now everything is really cristal clear. Thank you – b00n heT Dec 02 '14 at 08:56
  • You have the sine term I include below in your first answer taking the form of two Gamma function terms but I am unable to locate it in your second answer? – Marko Riedel Dec 03 '14 at 04:23
  • The "sine" term comes from the difference between $(z-1)^{a-1}$ above and below the cut on $[1,\infty)$. – Robert Israel Dec 03 '14 at 04:28
  • Thanks. This is the same effect as in my answer. Now that it is in the comments your readers will know to include this factor. Nice how your substitution works with a single branch of the logarithm. I used two branches because I remember that this is what these exercises usually look for. – Marko Riedel Dec 03 '14 at 04:34
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With these types of integrals usually what is being asked for is to use two branches of the logarithm whose cuts cancel outside of the integration interval.

Suppose we seek to compute $$Q_n = \int_0^1 \frac{x^n}{x^a (1-x)^{1-a}} dx.$$

Re-write this as $$\int_0^1 z^n \exp(-a\mathrm{LogA}(z)) \exp(-(1-a)\mathrm{LogB}(1-z)) dz$$ and call the function $f(z).$

We must choose two branches of the logarithm $\mathrm{LogA}$ and $\mathrm{LogB}$ so that the cut is on the real axis from $0$ to $1.$ This is accomplished when $\mathrm{LogA}$ has the cut on the negative real axis and $\mathrm{LogB}$ on the positive real axis.

Suppose the dogbone contour is traversed counterclockwise. Then $\mathrm{LogA}$ gives the real value just above the cut but $\mathrm{LogB}$ contributes a factor of $\exp(- 2\pi i (1-a)).$ Below the cut $\mathrm{LogA}$ again produces the real value but so does $\mathrm{LogB}.$ As there are no finite poles this implies that

$$Q_n (1 - \exp(2\pi i a)) = - 2\pi i \times \mathrm{Res}_{z=\infty} f(z).$$

Now for the residue at infinity we use the formula $$\mathrm{Res}_{z=\infty} h(z) = \mathrm{Res}_{z=0} \left[-\frac{1}{z^2} h\left(\frac{1}{z}\right)\right].$$

In the following we need to distinguish between the upper and the lower half-plane. Assume $z=R e^{i\theta}$ with $0\le\theta\lt2\pi.$

Upper half-plane. Here we have $$\mathrm{LogA}(1/z) = - \mathrm{LogA}(z)$$ and $$\mathrm{LogB}(1-1/z) = \mathrm{LogB}(z-1) - \mathrm{LogB}(z).$$

This gives for the residue the term $$- \frac{1}{z^{n+2}} \exp(a\mathrm{LogA}(z)) \exp(-(1-a)\mathrm{LogB}(z-1)) \\ \times \exp((1-a)\mathrm{LogB}(z)).$$

But we have $$\exp(a\mathrm{LogA}(z))\exp((1-a)\mathrm{LogB}(z)) \\ = \exp(a(\log R+i\theta)+(1-a)(\log R+ i\theta)) = z,$$ so this becomes $$- \frac{1}{z^{n+1}} \exp(-(1-a)\mathrm{LogB}(z-1)).$$

Lower half-plane. Here we have $$\mathrm{LogA}(1/z) = - \mathrm{LogA}(z)$$ and $$\mathrm{LogB}(1-1/z) = 2\pi i + \mathrm{LogB}(z-1) - \mathrm{LogB}(z).$$

This gives for the residue the term $$- \frac{1}{z^{n+2}} \exp(-(1-a)2\pi i) \exp(a\mathrm{LogA}(z)) \exp(-(1-a)\mathrm{LogB}(z-1)) \\ \times \exp((1-a)\mathrm{LogB}(z)).$$

But we have $$\exp(a\mathrm{LogA}(z))\exp((1-a)\mathrm{LogB}(z)) \\ = \exp(a(\log R-i(2\pi-\theta))+(1-a)(\log R+ i\theta)) = \exp(- a2\pi i) z,$$ so this becomes $$- \frac{1}{z^{n+1}} \exp(-(1-a)2\pi i) \exp(-a 2\pi i) \exp(-(1-a)\mathrm{LogB}(z-1)) \\ = - \frac{1}{z^{n+1}} \exp(-(1-a)\mathrm{LogB}(z-1)).$$

We have established matching terms for the upper and the lower half plane.

Note that we certainly have analyticity of the exponential term in a disk of radius one round the origin. The cut begins at $z=1$ and extends away from the disk.

We now evaluate the residue for this branch. Here we have that $$-\mathrm{LogB}(z-1) = \pi i + \mathrm{LogB}\frac{1}{1-z}$$ so we obtain $$- \frac{1}{z^{n+1}} \exp(-(1-a)\pi i) \exp\left((1-a)\mathrm{LogB}\frac{1}{1-z}\right).$$

We can extract coefficients from this either with the Newton binomial or recognizing the mixed generating function of the unsigned Stirling numbers of the first kind. Using the latter we find that $$n! [z^n] \exp\left(u\log\frac{1}{1-z}\right) = u(u+1)\cdots(u+n-1).$$

This gives that $$ Q_n (1 - \exp(2\pi i a)) = \frac{2\pi i}{n!}\times \exp(-(1-a)\pi i) \times (1-a)(2-a)\cdots(n-a).$$ or $$Q_n = \frac{2\pi i}{n!} \times \exp(-\pi i) \times \frac{\exp(a\pi i)}{1 - \exp(2a\pi i)} \times (1-a)(2-a)\cdots(n-a) \\ = - \frac{1}{n!} \times \pi \frac{2i}{\exp(-a\pi i) - \exp(a\pi i)} \times (1-a)(2-a)\cdots(n-a) \\ = \frac{1}{n!} \times \frac{\pi}{\sin(a\pi)} \times (1-a)(2-a)\cdots(n-a).$$

In order to be rigorous we also need to show continuity across the two overlapping cuts on $(-\infty, 0)$ as shown in this MSE link.

Remark. It really helps to think of the map from $z$ to $-z$ as a $180$ degree rotation when one tries to visualize what is happening here.

Marko Riedel
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