1. Zeta function and Gamma function For anyp >1,the infinite series P∞
n=11/np is convergent byp-test. We set ζ(p) =
∞
X
n=1
1
np, p >1.
Then ζ : (1,∞) → R defines a function called the zeta function. Using Gamma function, we know
Z ∞
0
e−nttp−1dt= Γ(p) np .
We can rewrite the zeta function by the following infinite series:
ζ(p) = 1 Γ(p)
∞
X
n=1
Z ∞
0
e−nttp−1dt.
Assuming that we can change the order of sum and integration freely (this can be proved using real analysis), then
ζ(p) = 1 Γ(p)
Z ∞
0
tp−1
∞
X
n=1
e−nt
! dt.
The infinite seriesP∞
n=1e−nt is a geometric series; hence
∞
X
n=1
e−nt= e−t
1−e−t = 1 et−1.
Then zeta function can be expressed in terms of the following integral ζ(p) = 1
Γ(p) Z ∞
0
tp−1 et−1dt.
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