Ultimately I am interested in the Fourier transform of $$ e^{-i\zeta}(-i\zeta)^{-2\epsilon}\Gamma(2\epsilon,-i\zeta) $$ in a series expansion around $\epsilon=0$, so to first order in $$ \lim_{\epsilon\to 0}\int_{-\infty}^\infty \frac{\mathrm{d}\zeta}{2\pi}\, e^{i\zeta(x-1)} (-i\zeta)^{-2\epsilon}\Gamma(2\epsilon,-i\zeta). $$
Assuming that limit and integral can be exchanged, the first order term would be
$$
\int_{-\infty}^\infty \frac{\mathrm{d}\zeta}{2\pi}\, e^{i\zeta(x-1)} \Gamma(0,-i\zeta)\,.
$$
This can be computed with Mathematica either using Integrate
or via FourierTransform
and the result is $0$.
On the other hand, getting the antiderivative $F(\zeta)$ and computing
$$
\lim_{L\to\infty}(F(L)-F(-L))
$$
seems to suggest a function $\mathrm{sign}(-x)/(1-x)$ (by using the Limit
function and testing some $x$ values). Here clearly $x=1$ is a singular point, where a distributional result might become necessary, but let's ignore that for now.
A further possibility is to use the integral representation of the incomplete gamma function $$ \Gamma(n,-i\zeta) = \int_0^\infty\mathrm{d}\tau\, e^{-(-i\zeta+\tau)} (-i\zeta+\tau)^{n-1} $$ and then exchange the Fourier integration over $\zeta$ with the $\tau$ integration. The result of this procedure is $\theta(-x)(1-x)$.
For some context, this is a problem that appears in nuclear/particle physics and $\epsilon$ is the shift from four dimensions $D=4-2\epsilon$.
From a physics point of view there is some motivation for the result to be $\theta(-x)(1-x)$, but maybe there are problems in this being well-defined. There are singular points, for example $\epsilon$ regulates the gamma function for $\zeta\to0$. So the exchange of limit and integration in the first step might already be one of the problems.
I would hope for a discussion of the problems here, or at least pointers in the right direction. In particular: why does Mathematica
integrate this to zero; in what theory of the integral would this be the case?
In[1] := Integrate[ Exp[I*(x - 1)*zeta]*Gamma[0, -I*zeta], {zeta, -Infinity, Infinity}]
Out[1] = ConditionalExpression[0, Element[x, Reals]]
In fact, even when regulating the Gamma function via Gamma[2\epsilon, -I*zeta]
, Mathematica finds $0$ assuming that $-1/2 < \epsilon < 1/2$.