bdforbes
- 149
- 0
I know how to derive the binomial approximation for [itex](1+\alpha x)^{\gamma}[/itex] using a Mellin transform, but for [itex](1-\alpha x)^{\gamma}[/itex] the method appears to fail because I can't take x to infinity.
Here is the basics of the method. Take the Mellin transform of [itex](1+\alpha x)^{\gamma}[/itex]:
[tex]M(p) = \int^\infty_0 (1+\alpha x)^{-\gamma}x^{p-1}dx[/tex]
Do some change of variables trickery:
[tex] \begin{align*}<br /> M(p) &= \alpha^{-p}\int^1_0(1-z)^{\gamma-p-1}z^{p-1} dz\\<br /> &=\alpha^{-p}\frac{\Gamma(\gamma-p)\Gamma(p)}{\Gamma(\gamma)}<br /> \end{align*}[/tex]
Use the inverse Mellin transform and close the integral to the left:
[tex] \begin{align*}<br /> (1+\alpha x)^{-\gamma}&=\frac{1}{2\pi i}\int^{c+i\infty}_{c-i\infty}(x\alpha)^{-p}\frac{\Gamma(\gamma-p)\Gamma(p)}{\Gamma(\gamma)}dp\\<br /> &=\sum_{n=0}^{\infty}(\alpha x)^n \frac{(-1)^n}{n!}\frac{\Gamma(\gamma+n)}{\Gamma(\gamma)}<br /> \end{align*}[/tex]
But taking the Mellin transform of [itex](1-\alpha x)^{\gamma}[/itex] fails immediately:
[tex]M(p) = \int^\infty_0 (1-\alpha x)^{-\gamma}x^{p-1}dx[/tex]
The integrand will become complex quite quickly. I've tried playing around with changes of variables, but I can't figure it out.
Can this method be adapted for this purpose?
Here is the basics of the method. Take the Mellin transform of [itex](1+\alpha x)^{\gamma}[/itex]:
[tex]M(p) = \int^\infty_0 (1+\alpha x)^{-\gamma}x^{p-1}dx[/tex]
Do some change of variables trickery:
[tex] \begin{align*}<br /> M(p) &= \alpha^{-p}\int^1_0(1-z)^{\gamma-p-1}z^{p-1} dz\\<br /> &=\alpha^{-p}\frac{\Gamma(\gamma-p)\Gamma(p)}{\Gamma(\gamma)}<br /> \end{align*}[/tex]
Use the inverse Mellin transform and close the integral to the left:
[tex] \begin{align*}<br /> (1+\alpha x)^{-\gamma}&=\frac{1}{2\pi i}\int^{c+i\infty}_{c-i\infty}(x\alpha)^{-p}\frac{\Gamma(\gamma-p)\Gamma(p)}{\Gamma(\gamma)}dp\\<br /> &=\sum_{n=0}^{\infty}(\alpha x)^n \frac{(-1)^n}{n!}\frac{\Gamma(\gamma+n)}{\Gamma(\gamma)}<br /> \end{align*}[/tex]
But taking the Mellin transform of [itex](1-\alpha x)^{\gamma}[/itex] fails immediately:
[tex]M(p) = \int^\infty_0 (1-\alpha x)^{-\gamma}x^{p-1}dx[/tex]
The integrand will become complex quite quickly. I've tried playing around with changes of variables, but I can't figure it out.
Can this method be adapted for this purpose?