I attach my integral. Would you please find the attachment file. I explain everything at attachment file. The integral contains Mittag-Leffler function. The integral is definite. How can I calculate this integral?
You can integrate the series. I mean, an integral of a sum (in this case, the M-L function is the sum), is equal to the sum of the integrals. As each term of the sum is a polynomial function, more or less x to a certain power, each integral in this sum of integrals can be calculated.
The result of this is a new series, which, very likely, is not a function any more defined in literature. What the meaning then is, I dont know. If you want to skip this, and go straight to numerical methods, that's your choice.
Regarding to your question, I no have deep knowledge about M-L function but as I saw that the integral with respect to ( tau) , but the M-L function formula as written in your text depends on ( z complex variable ), also the rest of symbols are coefficients which means the integral will be only to the term contains (tau) ...try
But if M-L function of (tau) instead of z , in this case see link below, would be help