List of Integrals of Exponential Functions - Definite Integrals

Definite Integrals

\int_0^1 e^{x\cdot \ln a + (1-x)\cdot \ln b}\;\mathrm{d}x = \int_0^1 \left(\frac{a}{b}\right)^{x}\cdot b\;\mathrm{d}x = \int_0^1 a^{x}\cdot b^{1-x}\;\mathrm{d}x = \frac{a-b}{\ln a - \ln b} for, which is the logarithmic mean
(the Gaussian integral)
(see Integral of a Gaussian function)
\int_{0}^{\infty} x^{n} e^{-ax^2}\,\mathrm{d}x = \begin{cases} \frac{1}{2}\Gamma \left(\frac{n+1}{2}\right)/a^{\frac{n+1}{2}} & (n>-1,a>0) \\ \frac{(2k-1)!!}{2^{k+1}a^k}\sqrt{\frac{\pi}{a}} & (n=2k, k \;\text{integer}, a>0) \\ \frac{k!}{2a^{k+1}} & (n=2k+1,k \;\text{integer}, a>0) \end{cases} (!! is the double factorial)
\int_{0}^{\infty} x^n e^{-ax}\,\mathrm{d}x = \begin{cases} \frac{\Gamma(n+1)}{a^{n+1}} & (n>-1,a>0) \\ \frac{n!}{a^{n+1}} & (n=0,1,2,\ldots,a>0) \\ \end{cases}
( is the modified Bessel function of the first kind)

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