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$$ \mbox{What can we say about the integral}\quad \int_{0}^{a} x!\,{\rm d}x\ ?. $$

Or something like $\displaystyle\int_{0}^{3} x!\ {\rm d}x\ ?$.

Felix Marin
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user1001001
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    What do you mean with $x!$? Do you mean $\Gamma(x+1)$ or $\lfloor x\rfloor!$? – Daniel Fischer Jul 05 '14 at 14:07
  • I suppose it needs o be numerically computed. – Claude Leibovici Jul 05 '14 at 14:13
  • What does numerically mean? – user1001001 Jul 05 '14 at 14:19
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    Numerical integration. I don't suppose that there is any closed form for the integral. – Claude Leibovici Jul 05 '14 at 14:35
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    For positive $n\in$ N we have $~\dfrac{\displaystyle\int_n^{n+1}x!~dx}{\displaystyle\int_{n-1}^nx!~dx}~ ~{\large\approx}~~n$. – Lucian Jul 05 '14 at 15:26
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    @Lucian. I am very interested by your comment. Could you tell me how you arrived there ? I personally found a big similarity between $\int_{0}^{a} \Gamma (1+x)~dx}$ and $\Gamma(1+a)$. Do these two things overlap ? Cheers. – Claude Leibovici Jul 05 '14 at 17:25
  • @ClaudeLeibovici: There's not much to say, except for the fact that I have been “studying” these things for several years now, due to a combination of two accidental discoveries, made sometime in late $2012$ or early $2013$. One of them is described in detail in my community wiki answer here. The other one can be found here. – Lucian Jul 05 '14 at 18:16
  • @ClaudeLeibovici: How will you interpolate this function? – user1001001 Jul 06 '14 at 06:48
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    Probably the safer would be to generate tables and interpolate using cubic splines or any other method. Please notice that this is a visual observation and ... that I am almost blind ! – Claude Leibovici Jul 06 '14 at 07:01

4 Answers4

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This is a very amazing problem. As I said earlier, I did not find any closed form for the integral and then I only performed numerical integrations.

What is surprizing if that $y(a)=\displaystyle\int_{0}^{a} \Gamma(1+x)~ dx$ looks very much to $x(a)=\Gamma(1+a)$ (plot the two curves as a function of $a$).

Taking into account Lucian's comment, I performed a parametric plot and I observed that, for values of $a \gt 1$, $y$ is almost linear with $x$.

A regression $\log(y)=a +b \log(x)$, for the range $2 \leq a \leq 12$, leads to $a=-0.0775761$ and $b=0.949784$ with $R^2=0.999467$.

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    This makes me curious if we can at least find a value for the definite integral from $0$ to $1$, which would give us an explicit equation for your linear approximation. – David H Jul 06 '14 at 06:34
  • @DavidH. It works for large values of $a$. This is very similar to Lucian's comment. – Claude Leibovici Jul 06 '14 at 13:52
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Using:

Taylor Series of Gamma Function:

$$\int_0^x t! dt= \lim_{c\to\infty} \sum_{n=0}^\infty\sum_{m=0}^\infty\frac{(-1)^{m+1}c^{n+1}\int_0^x t^n dt\text E_{-n}(-c(m+1))}{m!n!} $$

to get the following after an index shift:

$$\int_0^x t!dt= \lim_{c\to\infty} \sum_{m,n=1}^\infty\frac{(-1)^mc^nx^n\text E_{1-n}(-cm))}{\Gamma(m)n!}=\lim_{c\to\infty}\sum_{m,n=1}^\infty\frac{(-1)^{m+n}Q(n,-cm)}{\Gamma(m)n} \left(\frac xm\right)^n$$

Shown here with generalized exponential integral $E_v(z)$ and gamma regularized $Q(a,z)$. Hopefully there is a simplification.

Alternatively, we use the exponential integral Ei$(z)$

$$\int x! dx=\int\lim_{t\to\infty}\sum_{n=0}^\infty\frac{(-1)^n t^{x+n+1}}{n!(n+x+1)}dx=\boxed{C+\lim_{t\to\infty}\sum_{n=1}^\infty\frac{(-1)^{n+1}\text{Ei}((x+n)t)}{\Gamma(n)}}$$

Shown here. When truncating the sum, $n$’s upper bound must be much greater than $t$ to converge.

Тyma Gaidash
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In fact, you want to compute

$$I(a)=\int_{0}^{a} \Gamma(1+x)~ dx=\int_{0}^{a}x\Gamma(x)~ dx$$

Taking into account that

$$\Gamma(x)=\int_{0}^{\infty}y^{x-1}\ e^{-y}~ dy$$

we have

$$I(a)=\int_{0}^{\infty}\ e^{-y}\left (\int_{0}^{a}x y^{x-1}~ dx\right )~ dy$$

The inner integral is easy to calculate

$$\int_{0}^{a}x y^{x-1}~ dx=\frac{y^{a}(a\ln y-1)+1}{y\ln^2 y}$$

The end result

$$I(a)=\int_{0}^{\infty}\frac{y^{a}(a\ln y-1)+1}{y\ln^2 y}e^{-y}~ dy$$

In principle, we are done.

For a particular value of $a$ we can integrate numerically.

But does there exist any analytical expression for $I(a)$ is a separate question.

I'd bet money it doesn't exist.

But I'd be happy if I was wrong.

Martin Gales
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The factorial function is only defined on the positive integers, so those don't make sense. However, there is a generalization of the factorial called the Gamma function which you might want to check out.

StrangerLoop
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