Question 10.12: Prove that Γ(m) = 2 ∫0^∞ x^2m1e^x² dx, m > 0.
Prove that \Gamma(m)=2 \int\limits_{0}^{\infty} x^{2 m-1} e^{-x^{2}} d x, m>0.
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If t=x^{2}, we have
\Gamma(m)=\int\limits_{0}^{\infty} t^{m-1} e^{-t} d t=\int\limits_{0}^{\infty}\left(x^{2}\right)^{m-1} e^{-x^{2}} 2 x d x=2 \int\limits_{0}^{\infty} x^{2 m-1} e^{-x^{2}} d x
The result also holds if \operatorname{Re}\{m\}>0.
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