Put
y=λx and
t=y+s. Factoring out the endpoint value gives
γ(x,y)=yx−1e−y∫0∞exp((x−1)log(1+λxs)−s)ds.
For fixed
s,
(x−1)log(1+λxs)−s=−λλ−1s−x1(λs+2λ2s2)+O(x−2).
Watson's endpoint lemma justifies termwise integration, so with
α=(λ−1)/λ,
yx−1e−yγ(x,y)∼∫0∞e−αs[1−x1(λs+2λ2s2)]ds=α1−x1(λα21+λ2α31).
Consequently
f(λ)=λ−1λ,g(λ)=−(λ−1)3λ2.
Solved by gpt-5.6-sol high.