Beta Function
Beta function is a function that is closely related with Gamm function.
This is a definition of Beta function and 𝑥, 𝑦 are complex that satisfy 𝑅𝑒(𝑥), 𝑅𝑒(𝑦) > 0:
1
Β(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡) 𝑦−1 𝑑𝑡
0
Beta function is symmetric function:
1
Β(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡)𝑦−1 𝑑𝑡
0
0
= − ∫ (1 − 𝑢)𝑥−1 𝑢 𝑦−1 𝑑𝑢
1
1
= ∫ 𝑢 𝑦−1 (1 − 𝑢)𝑥−1 𝑑𝑢
0
1
= ∫ 𝑡 𝑦−1 (1 − 𝑡) 𝑥−1 𝑑𝑡 = Β(𝑦, 𝑥)
0
∴ Β(𝑥, 𝑦) = Β(𝑦, 𝑥)
In fact, beta function can be represented by improper integral.
1 𝑑𝑢
𝑡= ⇒ 𝑑𝑡 = −
1+𝑢 (1 + 𝑢)2
0
1 𝑥−1 𝑢 𝑦−1 𝑑𝑢
Β(𝑥, 𝑦) = − ∫ ( ) ( )
∞ 1+𝑢 1+𝑢 (1 + 𝑢)2
∞ ∞
𝑢 𝑦−1 𝑡 𝑦−1
=∫ 𝑥+𝑦
𝑑𝑢 = ∫ 𝑥+𝑦
𝑑𝑡
0 (1 + 𝑢) 0 (1 + 𝑡)
∞
𝑡 𝑥−1
=∫ 𝑥+𝑦
𝑑𝑡 (∵ Β(𝑥, 𝑦) = Β(𝑦, 𝑥))
0 (1 + 𝑡)
Also, beta function can be represented by gamma function.
∞ ∞
Γ(𝑥)Γ(𝑦) = ∫ 𝑒 −𝑡 𝑡 𝑥−1 𝑑𝑡 ∫ 𝑒 −𝑢 𝑢 𝑦−1 𝑑𝑢
0 0
𝑡 = 𝑢𝑤 ⇒ 𝑑𝑡 = 𝑢𝑑𝑤
∞ ∞ ∞ ∞
−𝑡 𝑥−1 −𝑢 𝑦−1 −𝑢𝑤 (𝑢𝑤) 𝑥−1
∫ 𝑒 𝑡 𝑑𝑡 ∫ 𝑒 𝑢 𝑑𝑢 = ∫ 𝑒 𝑢𝑑𝑤 ∫ 𝑒 −𝑢 𝑢 𝑦−1 𝑑𝑢
0 0 0 0
∞ ∞
= ∫ ∫ 𝑒 −𝑢(𝑤+1) 𝑢 𝑥+𝑦−1 𝑤 𝑥−1 𝑑𝑢𝑑𝑤
0 0
∞ ∞
𝑥−1
=∫ 𝑤 (∫ 𝑒 −𝑢(𝑤+1) 𝑢 𝑥+𝑦−1 𝑑𝑢) 𝑑𝑤
0 0
𝑡 𝑑𝑡
𝑢= ⇒ 𝑑𝑢 =
𝑤+1 𝑤+1
∞ ∞ ∞ ∞
𝑥−1 −𝑢(𝑤+1) 𝑥+𝑦−1 𝑥−1 −𝑡
𝑡 𝑥+𝑦−1 𝑑𝑡
∫ 𝑤 (∫ 𝑒 𝑢 𝑑𝑢) 𝑑𝑤 = ∫ 𝑤 (∫ 𝑒 ) 𝑑𝑤
0 0 0 0 (𝑤 + 1)𝑥+𝑦−1 𝑤 + 1
∞ 𝑥−1 ∞
𝑤
=∫ 𝑥+𝑦
(∫ 𝑒 −𝑡 𝑡 𝑥+𝑦−1 𝑑𝑡) 𝑑𝑤
0 (𝑤 + 1) 0
∞ 𝑥−1 ∞
𝑤
=∫ 𝑥+𝑦
𝑑𝑤 ∫ 𝑒 −𝑡 𝑡 𝑥+𝑦−1 𝑑𝑡
0 (𝑤 + 1) 0
= Β(𝑥, 𝑦)Γ(𝑥 + 𝑦)
Γ(𝑥)Γ(𝑦)
Γ(𝑥)Γ(𝑦) = Β(𝑥, 𝑦)Γ(𝑥 + 𝑦) ⇒ Β(𝑥, 𝑦) =
Γ(𝑥 + 𝑦)
Γ(𝑥)Γ(𝑦)
∴ Β(𝑥, 𝑦) =
Γ(𝑥 + 𝑦)
Beta function can also be represented by integration of trigonometric function.
𝑡 = sin2 𝜃 ⇒ 𝑑𝑡 = 2 sin 𝜃 cos 𝜃 𝑑𝜃
1
Β(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡)𝑦−1 𝑑𝑡
0
𝜋
2
= 2 ∫ sin2𝑥−2 𝜃 cos 2𝑦−2 𝜃 sin 𝜃 cos 𝜃 𝑑𝜃
0
𝜋
2
= 2 ∫ sin2𝑥−1 𝜃 cos 2𝑦−1 𝜃 𝑑𝜃
0
𝜋
2
∴ 𝐵(𝑥, 𝑦) = 2 ∫ sin2𝑥−1 𝜃 cos2𝑦−1 𝜃 𝑑𝜃
0
In summary,
1
Β(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡)𝑦−1 𝑑𝑡
0
∞
𝑡 𝑥−1
=∫ 𝑥+𝑦
𝑑𝑡
0 (1 + 𝑡)
Γ(𝑥)Γ(𝑦)
=
Γ(𝑥 + 𝑦)
𝜋
2
= 2 ∫ sin2𝑥−1 𝜃 cos2𝑦−1 𝜃 𝑑𝜃
0