The Gamma integral is a special improper integral ∫0∞e−xxn−1dx, defined for every positive integer n (and, more generally, every real n>0), and denoted Γ(n) ("gamma of n").
Key facts leveraged before defining Γ: e∞=∞, e−∞=0, and — by L'Hôpital's rule applied m times — x→∞limxme−x=0 for every positive integer m, which is what makes the Gamma integral converge.
Derivation of Γ(n)=(n−1)!. Applying integration by parts to In=∫0∞e−xxndx gives the recurrence In=nIn−1; iterating down to I0=∫0∞e−xdx=1 gives In=n!, i.e. ∫0∞e−xxndx=n!. Re-indexing (n→n−1) gives the Gamma-integral form
Γ(n)=∫0∞e−xxn−1dx=(n−1)!,n=1,2,3,…
with the recurrence Γ(n+1)=nΓ(n) and base value Γ(1)=∫0∞e−xdx=1.
Extending the technique by substitution. A substitution t=ax (for a>0) converts a scaled exponential into the Gamma form:
∫0∞e−axxndx=an+1n!. …