Gamma Function is Continuous on Positive Reals
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Theorem
Let $\Gamma: \R_{>0} \to \R$ be the Gamma function, restricted to the strictly positive real numbers.
Then $\Gamma$ is continuous.
Proof
Let $0 < \alpha < a \le x \le y \le b < \beta$.
Let $0 < \delta < \Delta$.
Then:
- $(1): \quad \ds \size {\int_\delta^\Delta t^{x - 1} e^{-t} \rd t - \int_\delta^\Delta t^{y - 1} e^{-t} } \le \int_\delta^\Delta \paren {t^{x - 1} - t^{y - 1} }e^{-t} \rd t$
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From the Mean Value Theorem:
- $(2): \quad \dfrac {t^{x - 1} - t^{y - 1} }{x - y} = \paren {\ln t} t^{\xi - 1}$
for some $\xi \in \R$ such that $x \le \xi \le y$.
Let $r \in \R_{>0}$.
Then:
- $t^{-r} \ln t \to 0$ as $t \to \infty$
- $t^r \ln t \to 0$ as $t \to 0^+$
From $(2)$ it follows that:
- $\exists H \in \R: \size {t^{x - 1} - t^{y - 1} } \le H \paren {t^{\alpha - 1} + t^{\beta - 1} } \size {x - y}$
From $(1)$ it follows that:
- $\size {\map \Gamma x - \map \Gamma y} \le H \size {x - y} \paren {\map \Gamma \alpha - \map \Gamma \beta}$
The result follows from the Squeeze Theorem.
$\blacksquare$
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Sources
- 1977: K.G. Binmore: Mathematical Analysis: A Straightforward Approach ... (previous) ... (next): $\S 17.4 \ (5)$
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $11.14 \ \text{(i)}$