How to find the full asymptotic behavior of $$\int_ 0^1 \frac {e^{-t} dt} {1+x^2t^3}$$ as $x$ tends to $0^+$ ?
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Note that $$\frac{1}{1+x^2t^3}=\sum_{n=0}^\infty (-1)^nx^{2n}t^{3n}$$
Hence, we have
$$\begin{align} \int_0^1 \frac{e^{-t}}{1+x^2t^3}\,dt&=\sum_{n=0}^\infty(-1)^nx^{2n}\int_0^1t^{3n}e^{-t}\,dt\\\\ &=\sum_{n=0}^\infty (-1)^nI_nx^{2n} \end{align}$$
where $I_n=\int_0^1 t^{3n}e^{-t}\,dt$ and satisfies the recurrence relationship
$$I_n=-e^{-1}\left(1+3n+(3n)(3n-1)\right)+(3n)(3n-1)(3n-2)I_{n-1}$$
The first few terms of the expansion are
$$\int_0^1\frac{e^{-t}}{1+x^2t^3}\,dt=\left(\frac{e-1}{e}\right)-2\left(\frac{3e-8}{e}\right)x^2+\left(\frac{720e-1957}{e}\right)x^4+O(x^6)$$
Mark Viola
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Hi, Mark ! $I_n=\Gamma (3 n+1)-\Gamma (3 n+1,1)$ – Claude Leibovici Mar 10 '17 at 05:31
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@ClaudeLeibovici Hi Claude. Yes, I know. But then one can ask what the asymptotic expansions of the Gamma and Incomplete Gamma functions are. -Mark – Mark Viola Mar 10 '17 at 06:49