Finding if an improper integral is Convergent

Yohan
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Homework Statement
find out for what values of p > 0 this integral is convergent
Relevant Equations
improper integrals
find out for what values of p > 0 this integral is convergent

##\displaystyle{\int_0^\infty x^{p-1}e^{-x}\,dx}\;##

so i broke them up to 2 integrals one from 0 to 1 and the other from 1 to ∞ and use the limit convergence test. but i found out that there are no vaules of p that makes both of parts of the integral to converge.. is it right?

it seems i posted this tread twice by mistake but i don't know how to delete one..
 
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What is ##\displaystyle{\int_0^\infty e^{-x}\,dx}\;?##
 
fresh_42 said:
What is ##\displaystyle{\int_0^\infty e^{-x}\,dx}\;?##
i think it is 1
 
So the integral exists in case ##p=1##. The question is, does it for ##p=\varepsilon##, too?
Have you ever heard about the Gamma function?
 
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fresh_42 said:
So the integral exists in case p=1p=1. The question is, does it for p=εp=ε, too?

i am not familiar with the gamma function

i understand how to find out if:
##\displaystyle{\int_0^\infty e^{-x}\,dx}\;##
is convergance. because i know how to calculate it's antiderivative. but for
##\displaystyle{\int_0^\infty x^{p-1}e^{-x}\,dx}\;##
when i try to use the limit test.

i defined ## f(x) = x^{p-1}e^{-x}## and ## g(x) = x^{p-1}## and then the ##\lim_{x \rightarrow \infty } \frac{f(x)}{g(x)}## is 0 so if the integral of g(x) from 0 to ∞ is convergent the the integral of f(x) is convergant. but then the integral of g(x) only is only convergante when p < 0 which doesn't make sense
 
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One possibility is to calculate ##\int_0^\infty e^{cx^\beta}\,dx## and substitute ##x^\beta = u##, or to consider the Taylor series of the exponential function. Another idea is to write ##x^{p-1}## as ##e^{cx}##.
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...

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