The function I(z) is defined by
I(z)=Γ(z)1∫0∞et+1tz−1dt
For what values of z is I(z) analytic?
By considering I(z)−ζ(z), where ζ(z) is the Riemann zeta function which you may assume is given by
ζ(z)=Γ(z)1∫0∞et−1tz−1dt(Rez>1)
show that I(z)=(1−21−z)ζ(z). Deduce from this result that the analytic continuation of I(z) is an entire function. [You may use properties of ζ(z) without proof.]