Integral representation of incomplete gamma function

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SUMMARY

The integral representation of the incomplete gamma function in terms of the Bessel function is accurately expressed as $$\gamma(a,x) = x^{\frac{a}{2}}\;\int_{0}^{∞}e^{-t}t^{\frac{a}{2}-1}J_{a}(2\sqrt{xt})dt$$ for \(a > 0\). To verify this representation, it is recommended to start with an integral representation of the Bessel function and consider switching the order of integration. The formula is referenced as Equation 8.6.2 in the Digital Library of Mathematical Functions (DLMF).

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patric44
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verifying the integral representation of incomplete gamma function
hi guys
I was trying to verify the integral representation of incomplete gamma function in terms of Bessel function, which is represented by
$$\gamma(a,x) = x^{\frac{a}{2}}\;\int_{0}^{∞}e^{-t}t^{\frac{a}{2}-1}J_{a}(2\sqrt{xt})dt\;\;a>0$$
i was thinking about taking substitutions in order to reach the generating function of Bessel, but it took me nowhere.
i will appreciate any help
 
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the formula is correct but I guess it is not that famous
 
I would be tempted to start with an integral representation of the Bessel function then switch the order of integration. You might need to try several different ones. It might not lead anywhere, but might be worth a try. My go-to online resource for formulas
https://dlmf.nist.gov

your formula is Equation 8.6.2
https://dlmf.nist.gov/8.6

jason
 

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