-- Mathlib/Analysis/SpecialFunctions/Gamma/Beta.lean
theorem Gamma_mul_Gamma_eq_betaIntegral {s t : ℂ} (hs : 0 < re s) (ht : 0 < re t) :
    Gamma s * Gamma t = Gamma (s + t) * betaIntegral s t

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
this : cexp (-↑x) = cexp (-↑y) * cexp (-(↑x - ↑y))
⊢ cexp (-↑y) * ↑y ^ (s - 1) * (cexp (-(↑x - ↑y)) * (↑x - ↑y) ^ (t - 1)) =
    cexp (-↑y) * cexp (-(↑x - ↑y)) * (↑y ^ (s - 1) * (↑x - ↑y) ^ (t - 1))

Tactic:
ring

Result:
no goals

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Tactic:
rw [Gamma_eq_integral hs, Gamma_eq_integral ht, Gamma_eq_integral hst, GammaIntegral,
  GammaIntegral, GammaIntegral, ← conv_int, ← integral_mul_right (betaIntegral _ _)]

Result:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
⊢ ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    ∫ (a : ℝ) in Ioi 0, ↑(rexp (-a)) * ↑a ^ (s + t - 1) * s.betaIntegral t

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x,
        ((ContinuousLinearMap.mul ℝ ℂ) (↑(rexp (-t_1)) * ↑t_1 ^ (s - 1)))
          (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    ((ContinuousLinearMap.mul ℝ ℂ) (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume))
      (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume)
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Tactic:
simp_rw [ContinuousLinearMap.mul_apply'] at conv_int

Result:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Proof state:
case e_f.h
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
⊢ cexp (-↑x) = cexp (-↑y + -(↑x - ↑y))

Tactic:
congr 1

Result:
case e_f.h.e_z
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
⊢ -↑x = -↑y + -(↑x - ↑y)

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
⊢ ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) =
    ∫ (x_1 : ℝ) in 0 ..x, ↑(rexp (-x)) * (↑x_1 ^ (s - 1) * (↑x - ↑x_1) ^ (t - 1))

Tactic:
congr 1 with y : 1

Result:
case e_f.h
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
⊢ ↑(rexp (-y)) * ↑y ^ (s - 1) * (↑(rexp (-(x - y))) * ↑(x - y) ^ (t - 1)) =
    ↑(rexp (-x)) * (↑y ^ (s - 1) * (↑x - ↑y) ^ (t - 1))

Proof state:
case e_f.h
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
⊢ cexp (-↑y) * ↑y ^ (s - 1) * (cexp (-(↑x - ↑y)) * (↑x - ↑y) ^ (t - 1)) =
    cexp (-↑x) * (↑y ^ (s - 1) * (↑x - ↑y) ^ (t - 1))

Tactic:
suffices Complex.exp (-x) = Complex.exp (-y) * Complex.exp (-(x - y)) by rw [this]; ring

Result:
case e_f.h
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
x : ℝ
hx : x ∈ Ioi 0
y : ℝ
⊢ cexp (-↑x) = cexp (-↑y) * cexp (-(↑x - ↑y))

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Tactic:
have conv_int := integral_posConvolution
  (GammaIntegral_convergent hs) (GammaIntegral_convergent ht) (ContinuousLinearMap.mul ℝ ℂ)

Result:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x,
        ((ContinuousLinearMap.mul ℝ ℂ) (↑(rexp (-t_1)) * ↑t_1 ^ (s - 1)))
          (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    ((ContinuousLinearMap.mul ℝ ℂ) (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume))
      (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume)
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Proof state:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t

Tactic:
have hst : 0 < re (s + t) := by rw [add_re]; exact add_pos hs ht

Result:
s t : ℂ
hs : 0 < s.re
ht : 0 < t.re
conv_int :
  ∫ (x : ℝ) in Ioi 0,
      ∫ (t_1 : ℝ) in 0 ..x, ↑(rexp (-t_1)) * ↑t_1 ^ (s - 1) * (↑(rexp (-(x - t_1))) * ↑(x - t_1) ^ (t - 1)) ∂volume =
    (∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (s - 1) ∂volume) * ∫ (x : ℝ) in Ioi 0, ↑(rexp (-x)) * ↑x ^ (t - 1) ∂volume
hst : 0 < (s + t).re
⊢ Gamma s * Gamma t = Gamma (s + t) * s.betaIntegral t