The paper addresses the exact evaluation of the generalized Stieltjes transform about from which the asymptotic behavior of for small parameters is directly extracted. An attempt to evaluate the integral by expanding the integrand about and then naively integrating the resulting infinite series term by term lead to an infinite series whose terms are divergent integrals. Assigning values to the divergent integrals, say, by analytic continuation or by Hadamard’s finite parts is known to reproduce only some of the correct terms of the expansion but completely misses out a group of terms. Here we evaluate explicitly the generalized Stieltjes transform by means of finite part-integration recently introduced in [E.A. Galapon, Proc. Roy. Soc. A 473, 20160567 (2017)]. It is shown that, when does not vanish or has zero of order at the origin such that , the dominant terms of as come from contributions arising from the poles and branch points of the complex valued function . These dominant terms are precisely the terms missed out by naive term by term integration. Furthermore, it is demonstrated how finite-part integration leads to new series representations of special functions by exploiting their known Stieltjes integral representations.
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