I have the identity that it equals n!/s^(n+1), but I don't understand how they got to it.... The factorial brings me to believe that I need the taylor series expansion of each, because it is a long and repetitive process to do ibp...
how would I do integral(from 0,infinity) of (t^n)e^(-st)dt step by step... Please and thanks
how would I do integral(from 0,infinity) of (t^n)e^(-st)dt step by step... Please and thanks
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For s > 0 and n ≥ 0, let
I_n(s) = ∫[t=0 to ∞] t^n e^{-st} dt.
Let T > 0. By integration by parts,
∫[t = 0 to T] t^n e^{-st} dt
= t^n (-1/s e^{-st})[t = 0 to T] - ∫[t = 0 to T] (-1/s e^{-st}) (n t^{n-1}) dt
=-T^n e^{-sT}/s + n/s ∫[t = 0 to T] t^{n-1} e^{-st} dt.
Since s>0, T^n e^{-sT} → 0 as T → ∞. Therefore
∫[t = 0 to ∞] t^n e^{-st} dt = n/s ∫[t = 0 to ∞] t^{n-1} e^{-st} dt,
in other words,
I_n(s) = n/s I_{n-1}(s).
Observe that
I_n(s) = (n/s)((n-1)/s) I_{n-2}(s)
= (n/s)((n-1)/s)((n-2)/s)I_{n-3}(s)
·
·
·
=(n/s)((n-1)/s)((n-2)/s)···(2/s)(1/s) I_0(s)
=n!/s^n I_0(s).
Now I_0(s) = ∫[t = 0 to ∞] e^{-st} dt = 1/s since s>0, hence
I_n(s) = n!/s^{n + 1}.
I_n(s) = ∫[t=0 to ∞] t^n e^{-st} dt.
Let T > 0. By integration by parts,
∫[t = 0 to T] t^n e^{-st} dt
= t^n (-1/s e^{-st})[t = 0 to T] - ∫[t = 0 to T] (-1/s e^{-st}) (n t^{n-1}) dt
=-T^n e^{-sT}/s + n/s ∫[t = 0 to T] t^{n-1} e^{-st} dt.
Since s>0, T^n e^{-sT} → 0 as T → ∞. Therefore
∫[t = 0 to ∞] t^n e^{-st} dt = n/s ∫[t = 0 to ∞] t^{n-1} e^{-st} dt,
in other words,
I_n(s) = n/s I_{n-1}(s).
Observe that
I_n(s) = (n/s)((n-1)/s) I_{n-2}(s)
= (n/s)((n-1)/s)((n-2)/s)I_{n-3}(s)
·
·
·
=(n/s)((n-1)/s)((n-2)/s)···(2/s)(1/s) I_0(s)
=n!/s^n I_0(s).
Now I_0(s) = ∫[t = 0 to ∞] e^{-st} dt = 1/s since s>0, hence
I_n(s) = n!/s^{n + 1}.
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use the product rule