INTEGRALS RELATED TO THE LAPLACE TRANSFORM OF THE LOGARITHM
Let´s proof today the following integrals Recall the integral representation of the Gamma Function We can differentiate under the integral sign with respect to to obtain the following results: setting we obtain (1) (2) (3) (4) On the other hand, we can obtain expressions for the derivatives of the Logarithm of the Gamma function as following (5) (6) (7) (8) Now recall the special values of the polygamma function (9) (10) (11) (12) Setting in (5) and using (9) we obtain (13) Equating (1) and (10) we get (14) Setting in (6) (15) Equating (2) and (15) we get (16) Setting in (8) (17) Equating (3) and (17) we get (18) Setting in (7) (19) Equating (4) and (19) we get (20)