Paper 1, Section I, 7 E

Further Complex Methods | Part II, 2020

The function I(z)I(z), defined by

I(z)=∫0∞tz−1e−tdtI(z)=\int_{0}^{\infty} t^{z-1} e^{-t} d t

is analytic for Re⁡z>0\operatorname{Re} z>0.

(i) Show that I(z+1)=zI(z)I(z+1)=z I(z).

(ii) Use part (i) to construct an analytic continuation of I(z)I(z) into Re z⩽0z \leqslant 0, except at isolated singular points, which you need to identify.

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