5
votes
1answer
231 views

On the multidimensional generalisation of Gamma function

Gamma function is defined as $$ \Gamma(z) = \int\limits_{0}^{+\infty} x^{z-1} e^{-x} \; dx $$ I'm looking for multidimensional generalisation of this definition. I consider the class $Q$ of ...
3
votes
3answers
471 views

Reference request for a “well-known identity” in a paper of Shepp and Lloyd

I ran into a "well-known identity" on page 345 of Shepp and Lloyd's On ordered cycle lengths in a random permutation: $$\int_x^{\infty} \frac{\exp(-y)}y dy = \int_0^x \frac{1-\exp(-y)}y dy - \log x - ...