Consider the integral
∫0∞e−st dt=s1e−st∣0∞=s1.Taking derivative with respect to s of both side, we get
∫0∞te−ts dt=s21.Repeating this process one more step,
∫0∞t2e−st dt=s32.By induction on k∈N+, we obtain
∫0∞tke−st dt=sk+1k!.Setting s=1, we have
k!=∫0∞tke−t dt.□