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Is there an alternative method to prove that $$\int_{1}^{\infty}x \psi^{(n)}(x) \mathrm dx = (-1)^{n+1}\Big[(n-2)!\zeta(n-1) + (n-1)!\zeta(n)\Big]$$


Context and Solution

The original problem given to me was

How can I prove that $$\sum_{k=3}^{n} \int_{1}^{\infty} x \hspace{.05cm}\psi^{(n)}(x) \mathrm dx = \zeta(2) + (-1)^k(k-1)! \zeta(k)$$ where $\psi^{(n)}(x)$ is the Polygamma function of order $n$.

I wanted to show the sum of the inner integrals seem to telescope, giving the RHS. Using a computer algebra system, I computed the $f(n)$ for some integer values, where $f(n) = \int_{1}^{\infty}x \psi^{(n)}(x) \mathrm dx$. Note that $f(n)$ did not converge for any integer less than $3$.

\begin{align*} &f(3) = \zeta(2) + 2 \zeta(3)\\ &f(4) = -2\zeta(3) - 6\zeta(4)\\ &f(5) = 6\zeta(4) + 24 \zeta(5)\\ &f(6) = -24\zeta(5) - 120\zeta(6)\\ \end{align*}

Which led me to make the following statement

$$\int_{1}^{\infty}x \psi^{(n)}(x) \mathrm dx = (-1)^{n+1}\Big[(n-2)!\zeta(n-1) + (n-1)!\zeta(n)\Big]$$

The following is my proof, using the series expansion of $\psi^{(n)}(x)$. Is there an alternative proof that avoids using the expansion?

\begin{align*} f(n) &= \int_{1}^\infty x \psi^{(n)}(x) \, dx = \int_{1}^\infty x \left[ (-1)^{n+1} n! \sum_{m=0}^\infty \frac{1}{(x + m)^{n+1}} \right] dx\\ &= (-1)^{n+1} n! \sum_{m=0}^\infty \int_{1}^\infty \frac{x}{(x + m)^{n+1}} \, dx \end{align*}

The inner integral evaluates to $$\int_{1}^\infty \frac{x}{(x + m)^{n+1}} \, dx = \frac{1}{n-1} (m+1)^{-(n-1)} - \frac{m}{n} (m+1)^{-n}$$

Substituting back into the summation gives

\begin{align*} f(n) &= (-1)^{n+1} n! \sum_{m=0}^\infty \left[ \frac{1}{n-1} (m+1)^{-(n-1)} - \frac{m}{n} (m+1)^{-n} \right]\\ &= (-1)^{n+1} n! \left[ \frac{1}{n-1} \sum_{m=0}^\infty (m+1)^{-(n-1)} - \frac{1}{n} \sum_{m=0}^\infty \frac{m}{(m+1)^n} \right] \end{align*}

We know

$$\sum_{m=0}^\infty (m+1)^{-(n-1)} = \zeta(n-1)$$ $$\sum_{m=0}^\infty \frac{m}{(m+1)^n} = \sum_{m=1}^\infty \frac{m-1}{m^n} = \zeta(n) - \zeta(n-1)$$

Substituting these gives

\begin{align*} f(n)&= (-1)^{n+1} n! \left[ \frac{\zeta(n-1)}{n-1} - \frac{\zeta(n) - \zeta(n-1)}{n} \right]\\ &= (-1)^{n+1} n! \left[ \frac{ \zeta(n-1) - (n-1) \zeta(n)}{n(n-1)} \right]\\ &= (-1)^{n+1} \Big[ (n-2)!\zeta(n-1) + (n-1)!\zeta(n) \Big] \end{align*}

as desired.


If you have any alternative tricks, techniques, or input, it would be highly appreciated. Thanks.

1 Answers1

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Integration by parts along with $\psi^{(n)}(x)=o(1)$ for $n\ge 1$ yields, $$\int_1^{+\infty} x\psi^{(n)}(x)\ {\rm d}x=-\psi^{(n-1)}(1)+\psi^{(n-2)}(1)$$ where the result follows by using the special value $\psi^{(n)} (1) = (-1)^{n+1}n!\zeta(n+1)$.

bob
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