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Integartion of Incomplete Gamma Function

  1. Sep 18, 2008 #1
    Hi all,
    Recently I am struglling with the nested integration of incomplete gamma function.
    [tex]\int_{0}^{\infty}\int_{0}^{y}x^{\alpha-1}e^{-x/\beta}y^{\alpha-1}e^{-y/\beta}dx dy[/tex]
    after integre 'x', we can get
    [tex]\int_{0}^{\infty}\beta^{\alpha}\gamma(\alpha, y/\beta)y^{\alpha-1}e^{-y/\beta }dy[/tex]
    I know that i can integre it directly and get the result which involves gussian hypergeometric function 2F1. But i want to use the series expansion,
    [tex]\gamma(\alpha, x) = x^\alpha\sum_{k=0}^{\infty}\frac{(-x)^k}{(\alpha+k)k!}[/tex]
    The result is,
    The problem is that it do not always converge, any idea?
    Many thanks indeed.
  2. jcsd
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