Show the Euler Integral is Holomorphic

monomocoso

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Show \(\displaystyle \Gamma = \int^\infty_0 t^{z-1}e^{-t}\ dt \) is holomorphic in the right half plane by the following three steps:

1) Let \(\displaystyle S_M\delta = {z \in \mathbb{C} : \delta < Re(z) < M }\) and show the function is holomorphic in each strip.

2) Let \(\displaystyle \Gamma_\epsilon = \int^{1/\epsilon}_\epsilon t^{z-1}e^{-t}\ dt\) and show \(\displaystyle \Gamma_\epsilon\) is holomorphic in \(\displaystyle S_{M\delta}\)

3) Show that as \(\displaystyle \epsilon -> 0\) we have \(\displaystyle \Gamma_\epsilon -> \Gamma\) uniformly on the compact subsets of the strip by obtaining an estimate \(\displaystyle \Gamma_\epsilon - \Gamma = \int^\epsilon_0 t^{z-1}e^{-t}\ dt+\int^\infty_{1/\epsilon} t^{z-1}e^{-t}\ dt\)
 
Not much. I found a theorem in my book that says a uniformly convergent sequence of holomorphic functions on a compact set [FONT=MathJax_Math]X[/FONT] converges to a holomorphic function. Because this is absolutely convergent it is uniformly convergent, s I think we can use this theorem.
 
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