Wednesday, April 20, 2016

calculus - Integrating $int_0^1 sqrt{frac{log(1/t)}{t}} ,mathrm{d}t = sqrt{2pi}$



I'd like to evaluate the integral




$$\int_0^1 \sqrt{\frac{\log(1/t)}{t}} \,\mathrm{d}t.$$



I know that the value is $\sqrt{2\pi}$ but I'm not sure how to get there.



I've tried a substitution of $u = \log(1/t)$, which transforms the integral into



$$\int_0^\infty \sqrt{u e^{-u}} \,\mathrm{d}u.$$



This seems easier to deal with. But where do I go from here? I'm not sure.



Answer



The function $\Gamma(x)$ is defined as



$$\Gamma(x) = \int_0^\infty t^{x-1} e^{-t} \,\mathrm{d}t.$$



This general integral below on the left can be transformed in terms of the gamma function with a substitution like so:



$$\int_0^\infty t^{x-1} e^{-bt} \,\mathrm{d}t = \int_0^\infty \left( \frac{u}{b} \right)^{x-1} \frac{e^{-u}}{b} \,\mathrm{d}u = b^{-x} \Gamma(x).$$



This is in the form of the integral in the question. Plugging in the values yields the desired result, $\sqrt{2\pi}$.



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