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I am trying to compute the integral $$\int_{-\infty}^\infty \frac{x^{2n}}{(x^2 + 1)^{n + 1}}\ dx.$$ From computational evidence, it's very obvious that $$\int_{-\infty}^\infty \frac{x^{2n}}{(x^2 + 1)^{n + 1}}\ dx = \frac{\pi}{4^n} {2n \choose n}.$$ Indeed, I can prove this via the generating function for the central binomial coefficients.

However, I want to prove this via contour integration. With $f(z) = z^{2n} / (z^2 + 1)^{n + 1}$, we can integrate over the semicircle of radius $R$ in the upper half-plane. Call this contour $\gamma_R$. The integral over the arc of $\gamma_R$ goes to zero as $R \to \infty$, which leaves $$\int_{-\infty}^\infty \frac{x^{2n}}{(x^2 + 1)^{n + 1}}\ dx = 2\pi i \operatorname{res}_i f.$$ The residue of $f$ at $i$ is $g^{(n)}(i) / n!$, where $$g(z) = \frac{z^{2n}}{(z + i)^{n + 1}}.$$ Thus, we should have $$g^{(n)}(i) = \frac{-i n! {2n \choose n}}{2^{2n + 1}}.$$

How can I show that this equality holds? Or, more generally, How can I compute the residue of $f$ at $i$?

I tried using the series $$\frac{1}{(1 - z)^{n + 1}} = \sum_{k \geq 0} {k + n \choose k} z^k,$$ but couldn't really make it work.

Edit: I was asked to explain why my evaluation is "obvious." This is from using a computer algebra system to directly evaluate $g^{(n)}(i)$ for a few dozen $n$. This gives some rational expressions which, when looked up in the OEIS, suggest the closed form I have given here. Then it is a trivial matter to estimate the integral numerically and compare it for hundreds of terms.

Robert D-B
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2 Answers2

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We have by the Leibniz rule, that

$$\frac{1}{n!} \left(z^{2n} \frac{1}{(z+i)^{n+1}} \right)^{(n)} \\ = \frac{1}{n!} \sum_{q=0}^n {n\choose q} \frac{(2n)!}{(2n-q)!} z^{2n-q} (-1)^{n-q} \frac{(n+n-q)!}{n!} \frac{1}{(z+i)^{n+1+n-q}} \\ = {2n\choose n} \sum_{q=0}^n {n\choose q} z^{2n-q} (-1)^{n-q} \frac{1}{(z+i)^{2n+1-q}} \\ = {2n\choose n} \frac{z^{2n}}{(z+i)^{2n+1}} \sum_{q=0}^n {n\choose q} (-1)^{n-q} \frac{(z+i)^q}{z^q} \\ = {2n\choose n} \frac{z^{2n}}{(z+i)^{2n+1}} \left(\frac{z+i}{z} - 1\right)^n \\ = {2n\choose n} \frac{i^n z^{n}}{(z+i)^{2n+1}}.$$

Returning to the main computation we set $z=i$ to obtain

$$2\pi i \times {2n\choose n} \frac{i^{2n}}{(2i)^{2n+1}} \\= 2\pi i \times {2n\choose n} \frac{1}{2^{2n+1}} \frac{1}{i} = \frac{\pi}{4^{n}} {2n\choose n}.$$

Marko Riedel
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  • Wow, I can't believe I've never seen (or thought of) the Leibniz rule! Thank you for showing it to me. This makes the evaluation of similar integrals entirely routine. – Robert D-B Oct 19 '18 at 18:14
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$\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\on}[1]{\operatorname{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ A "simple" way is the Ramanujan-MT: \begin{align} &\bbox[5px,#ffd]{\int_{-\infty}^{\infty} {x^{2n} \over \pars{x^{2} + 1}^{n + 1}}\,\dd x} = \int_{0}^{\infty} {x^{\color{red}{n + 1/2} - 1} \over \pars{1 + x}^{n + 1}}\,\dd x \end{align} \begin{align} &\mbox{Note that}\quad {1 \over \pars{1 + x}^{n + 1}} = \sum_{k = 0}^{\infty}{-n - 1 \choose k}x^{k} \\[5mm] = &\ \sum_{k = 0}^{\infty}{n + k \choose k} \pars{-1}^{k}x^{k} = \sum_{k = 0}^{\infty} \color{red}{\Gamma\pars{n + 1 + k} \over \Gamma\pars{n + 1}}{\pars{-x}^{k} \over k!} \end{align}

Then, \begin{align} &\bbox[5px,#ffd]{\int_{-\infty}^{\infty} {x^{2n} \over \pars{x^{2} + 1}^{n + 1}}\,\dd x} \\[5mm] = &\ \Gamma\pars{n + {1 \over 2}}\, {\Gamma\pars{n + 1 - \bracks{n + 1/2}} \over \Gamma\pars{n + 1}} \\[5mm] = &\ {\pars{n - 1/2}!\,\Gamma\pars{1/2} \over n!\bracks{\pars{-1/2}!/\Gamma\pars{1/2}}} = {n - 1/2 \choose n}\pars{\pi} \\[5mm] = &\ \pi\ \underbrace{-1/2 \choose n} _{\ds{\color{red}{\Large\S :}\ {2n \choose n}\pars{-4}^{-n}}}\pars{-1}^{n} = \bbx{{\pi \over 4^{n}}{2n \choose n}} \\ & \end{align}

$\ds{\color{red}{\Large\S :}}$ See this link.

Felix Marin
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