Yarmouk University

Hijjawi Faculty of Engineering Technology

Wireless Communications
Random processes

Proof of Properties of the Gamma Functions

Student’s name:
Sonia Alshrideh
2020976010

Supervised by:
Dr.Rami Halloush
1. Introduction :
The gamma function represented by Gamma or Γ, the capital letter gamma
from the Greek alphabet is one commonly used extension of the factorial
function to complex numbers.
The gamma function is defined for all complex numbers except the non-
positive integers.

2. Properties of the Gamma Functions:

The Gamma function defined by :
∞
Γ(𝛼 ) = ∫0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥
By using this definition, I will proof these properties of gamma function :

2.1 proof of 𝚪(𝜶) = (𝜶 − 𝟏)𝚪(𝜶 − 𝟏).

∞
Γ(𝛼 ) = ∫0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥

Let 𝑢 = 𝑥 𝜶−𝟏 ➔➔ 𝑑𝑢 = (𝛼 − 1)𝑥 𝜶−𝟐

Let 𝑑𝑣 = 𝑒 −𝑥 𝑑𝑥 ➔➔ 𝑣 = −1𝑒 −𝑥
∞ ∞ ∞ ∞
Γ(𝛼 ) = ∫0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥 =𝑢𝑣 0∣ − ∫0 𝑣 𝑑𝑢 0∣

∞
=(−𝑒 −𝑥 )(𝑥 𝛼−1 ) ∞0∣ − ∫0 −𝑒 −𝑥 (𝛼 − 1)𝑥 𝛼−2 𝑑𝑥 ∞0∣
∞
= 0 + (𝛼 − 1) ∫0 −𝑒 −𝑥 𝑥 𝛼−2 𝑑𝑥
∞

By definition ∫ −𝑒 −𝑥 𝑥 𝛼−2 𝑑𝑥 = Γ(𝛼 − 2 + 1) = Γ(𝛼 − 1)

0

➔➔Γ(𝛼 ) = (𝛼 − 1) Γ(𝛼 − 1)
 𝚪(𝜶) ∞
2.2 proof of = ∫𝟎 𝒙𝜶−𝟏 𝒆−𝝀𝒙 𝒅𝒙
𝝀𝜶
𝑢
Let 𝜆𝑥 = 𝑢 ➔➔ 𝑥=
𝜆
𝑑𝑢
Let 𝜆𝑑𝑥 = 𝑑𝑢 ➔➔𝑑𝑥 =
𝜆
∞ ∞
𝛼−1 −𝜆𝑥
𝑢 𝛼−1 −𝑢 𝑑𝑢
∫𝑥 𝑒 𝑑𝑥 = ∫ ( ) 𝑒
𝜆 𝜆
0 0

∞ 1 𝑢𝛼−1
= ∫0 𝑒 −𝑢 𝑑𝑢
𝜆 𝜆𝛼−1
∞ 1
= ∫0 𝑢𝛼−1 𝑒 −𝑢 𝑑𝑢
𝜆𝛼
1 ∞
= 𝛼 ∫0
𝑢𝛼−1 𝑒 −𝑢 𝑑𝑢
𝜆
∞
By definition ∫0 𝑢𝛼−1 𝑒 −𝑢 𝑑𝑢 = Γ(𝛼 − 1 + 1) = Γ(𝛼 )
∞ 𝚪(𝜶)
➔➔ ∫0 𝑥 𝛼−1 𝑒 −𝜆𝑥 𝑑𝑥 = 𝝀𝜶

𝟏
2.3 proof of 𝚪 ( ) = √𝝅
𝟐
∞
Γ(𝛼 ) = ∫0 𝑥 𝛼−1 𝑒 −𝑥 𝑑𝑥
1
let 𝛼 =
2
∞
1 1
Γ (2) = ∫ 𝑥 2 −1 𝑒 −𝑥 𝑑𝑥
0

∞ 𝑒 −𝑥
=∫0 𝑑𝑥
√𝑥

Let 𝑢 = √𝑥 ➔➔𝑥 = 𝑢2
1
𝑑𝑢 = 𝑑𝑥 ➔➔𝑑𝑥 = 2√𝑥 𝑑𝑢 = 2𝑢 𝑑𝑢
2√𝑥
∞ ∞ 2
𝑒 −𝑥 𝑒 −𝑢
∫ 𝑑𝑥 = ∫ 2𝑢 𝑑𝑢
√𝑥 𝑢
0 0
∞ 2
= 2 ∫0 𝑒 −𝑢 𝑑𝑢
For a Gaussian density 𝑁~(𝑚𝑥 = 0, 𝜎𝑥 2 = 12)
∞
1 −(𝑢−𝑚𝑥)2
∫ 𝑒 2𝜎𝑥2 𝑑𝑢 = 1
√2𝜋𝜎𝑥 2
−∞

−(𝑢−0)2
∞ 1 1 ∞ 1 2
2
= ∫−∞ 𝑒 2 𝑑𝑢 = ∫−∞ 𝑒 −𝑢 𝑑𝑢 = 1 ; even function
√2𝜋12 √𝜋

∞ 1 −𝑢2 ∞ 2
➔➔∫
−∞ √𝜋
𝑒 𝑑𝑢 = 2 ∫0 𝑒 −𝑢 𝑑𝑢 = √𝜋
∞ 2
Γ(12) = 2 ∫0 𝑒 −𝑢 𝑑𝑢 = √𝜋