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1
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1answer
135 views

Expectation under a t-distribution

Given parameters $\lambda, \nu>0$, a covariance matrix $R$, a mean vector $\mu \in R^p$, the Arellano-Valle and Bolfarine's generalized $t$ distribution is given by (see, for example, the book by ...
1
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0answers
84 views

Integral representation of an arbitrary polynomial

Consider a smooth function $q \colon \mathbb R^2_+ \to \mathbb R_+$ such that $q(\lambda x) = \lambda q(x)$ for any $\lambda > 0$. Denote $x \circ y$ the elementwise product of $x,y \in \mathbb ...
1
vote
1answer
679 views

Techniques to solve equations involving a definite integral

Are there any well known techniques to solve a problem of the following form: $$\int_a^b f(x,\alpha) dx = g(\alpha),$$ where $a,b\in\mathbb{R}$ are fixed, $f$ and $g$ are known functions, ...
1
vote
2answers
246 views

how to solve a singular integral equation involving the kernel $1/x$

Dear all, Suppose we know that $f(x)$ is nonnegative and Hölder continuous at zero with exponents $1/2$. We also know that $$ f(x) \le g(x) + \int_0^x \frac{f(y)}{y} d y,\quad\forall x>0, $$ ...
0
votes
0answers
338 views

What kind of math is used to study this problem?

We have the following 'transform' of a real valued, piecewise continuous function $f(x)$ : $$T[f(x)]=1+\sum_{n=1}^{\infty}\int_{\mathbb{R}^{n}_{+}}f\left(\frac{x}{\Lambda _{n}} \right ...
2
votes
2answers
385 views

Resources for special functions, integral identities

In the past weeks, I have struggled with finding suitable tables for integral indentities for Beta functions, Chebyshev polynomials and their like. I would like to ask for online/offline resources ...
0
votes
0answers
696 views

An inverse Laplace transform involving Error function

Dear MOs, I need to calculate the inverse Laplace transform of the following function $$ g_a(z) = \frac{e^{a z}\: \text{erfc}(\sqrt{a z})}{\sqrt{z}-2},\quad a>0. $$ I have checked, among many ...
7
votes
1answer
664 views

Steinmetz, Laplace and Fourier Transforms

I am looking for references on Steinmetz Transform and its relation with Laplace and Fourier Transforms. There is an Italian Wikipedia page about this topic but with no references.
0
votes
1answer
166 views

About an integral transform or generalized Laurent series

We start with a little of context. I needed that a function from $\mathbb{R}^+$ to $\mathbb{R}$ could be represented in the following form, not necessarily uniquely: $$ ...
3
votes
2answers
357 views

One-sided Cauchy principal value

What is the notion of a principal value of an integral when the singularity appears at one endpoint? Namely, $ PV \int_a^b f(t) dt = ? $, where the integral is convergent in the upper limit, but ...
2
votes
0answers
211 views

Unitary Representations and Integral formulas

While reading the appendix to 4th chapter of Iwaniec and Kowalski's analytic number theory I came upon a remark relating unitary representations and some integral transforms involving J-Bessel ...
3
votes
0answers
127 views

On the multidimensional Mellin transform of measures

Consider an integral transform of Borel measures supported on $\mathbb{R}^n_+$ given by $$ f(z) =\int\limits_{\mathbb{R}^n_+} x^{z}\frac{\mu(dx)}{x} $$ where $z = (z_1,...,z_n) \in \mathbb{C}^n$, ...
2
votes
0answers
182 views

Solving a nonlinear integral equation

Consider the integral equation $$f=g^2+H[g]^2$$ where $f\colon\mathbf R\to \mathbf R$ is an even and integrable function, $g$ is the function to be solved for, and $H[g]$ is the Hilbert transform of ...
1
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0answers
142 views

Delta function representation as an integral of Pfaffians over SO(2m)

Define $\mathcal S$ as the set of all $2^m$ skew-symmetric $2m \times 2m$ matrices with the form $\oplus_{j=1}^m\begin{pmatrix} 0&\pm 1 \\ \mp 1&0\end{pmatrix}$. Let $S_i, S_j \in ...
2
votes
0answers
115 views

Orthogonality of Pfaffian polynomials in $SO(2m)$

I've been struggling here to invert some integral equation involving Pfaffians, and it would be very nice if you could shed some light on the problem. Let's go to it. Let $V=\{-1,1\}^{m}$ and $S = ...
6
votes
1answer
430 views

Can elliptic integral singular values generate cubic polynomials with integer coefficients?

For the elliptic integral of first kind, $K(m)=\int_0^{\pi/2}\frac{d\theta}{\sqrt{1-m^2sin^2\theta}} $, it is well-known that $K(m)$ can be expressed in what Chowla and Selberg call "finite terms" ...
2
votes
1answer
356 views

On the generalized Radon transform and currents

Given a family of hypersurfaces $H_{t,p} = $ {$x \in \mathbb{R}^n \mid g(x,p) = t $} one defines a generalized Radon transform $R$ of a function $u \colon \mathbb{R}^n \to \mathbb{R}$ as $$ R[u] ...
1
vote
0answers
211 views

On the generalisation of the Laplace transform

I consider a measure transform $A$ given by $$ A\mu(x) = \int\limits_{\mathbb{R}^n_{+}} e^{-g(x,y)} \mu(dy) $$ where $g(x,y)$ is some positive smooth function, $\mu$ is a Borel measure. Is it a ...
2
votes
2answers
580 views

Inverse Hankel Transform

I was reading through Akhiezer's book Lectures on Integral Transforms and in chapter nine, he states that the Hankel transform is unitary for $\nu > -1$, so that for a suitable function, $f$, ...
6
votes
0answers
191 views

Regularity class of certain diffeomorphisms of the real line.

I care about the following class of homeomorphisms of $\mathbb R$, which I'll call $\mathcal C^?$. For simplicity, let us restrict attention to compactly supported homeomorphisms (a homeomorphism ...
3
votes
1answer
1k views

Intuitive understanding of the Stieltjes transform

I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does. The gist of my work is that I have an $N\times N$ true covariance ...
8
votes
2answers
552 views

An identity involving an infinite integral with a sinh in the denominator

I recently encountered the rather appealing looking integral, which appears in the theory of random matrices : $$\int_{-\infty}^{\infty}\prod_{j=1}^{p-1}(j^{2}+z^{2})\frac{zdz}{\mathrm{sinh}(2\pi z)} ...
8
votes
1answer
378 views

Properties of a matrix-valued generalization of the $\Gamma$ function

I am interested in the following function (Mellin transform of matrix exponential): $$\int_0^{\infty} x^{s-1} e^{-A-Bx}d x$$ Where $x$ and $s$ are scalars, but $A$ and $B$ are matrices with $B\succ ...
1
vote
3answers
717 views

A definite integral

Hello, I am trying to find an explicit form of the following definite integral. I have tried Mathematica and it failed to give an answer. I am wondering whether anyone knows this integral. It might ...
5
votes
1answer
348 views

Numerically finding a Mercer expansion for a given covariance kernel

Let $c(r)$ be a nice, continuous function with compact support. For example, $c(r) = \tfrac 1 5 (1-r)^{11} \big( 5 + 55r + 239 r^2 + 429 r^3 \big)$ for $r \in [0,1]$, and $c(r) = 0$ otherwise. On ...
2
votes
1answer
150 views

Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution

I am trying to calculate the Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution. I am ...
6
votes
2answers
992 views

When is an integral transfrom trace class?

Given a measure space $(X, \mu)$ and a measurable integral kernel $k : X \times X \rightarrow \mathbb{C}$, the operator $$ K f(\xi) =\int_{X} f(x) k(x,\xi) d \mu(x),$$ the operator $K$ is Hilbert ...
3
votes
2answers
873 views

Best Numerical Method for Evaluating a Hilbert transform

I have to evaluate a Hilbert transform for some $\mathcal{L}^p(\mathbb{R},\mathbb{C})$-function ($1\leq p<\infty$). I know there are a number of algorithms out there to do it, but I don't have a ...
1
vote
1answer
589 views

Writing an integral equation as a partial differential equation

Hello, Can anyone help me see how one can get from the following integral $$\lambda\int_{\beta=0}^{y}\int_{\alpha=x}^{Q-\beta}e^{-\mu(\alpha-x)}f(\alpha,\beta)d\alpha ...
0
votes
1answer
127 views

Floquet tranform of the derivative of a function $f(r)$

The derivative of the Floquet transform equals the Floquet tranform of the derivative. But can the Floquet tranform of the derivative of a function $f(r)$ can be expressed in terms of the Floquet ...
0
votes
0answers
132 views

Integral Transform Wanted

Hello! Imagine I have a function $f(r_1, r_2) = \int_{-\infty}^\infty g(|r_1 - r_3|) g(|r_1 - r_4|) g(|r_2 - r_3|) g(|r_2 - r_4|) g(|r_3 - r_4|) \; d r_3 d r_4$ Is there a way I could get rid of ...
7
votes
2answers
340 views

The relationship between Crofton formula and Radon transform.

The famous Crofton formula says that the length of a curve can be calculated by integral of the `line crossing' over the space of all oriented lines. My question is, is there a way to treat this ...
2
votes
2answers
458 views

Fonction spéciale

Est-ce qu'il y a une fonction spéciale sous la forme suivante: $$\int e^{-st}e^{-(\alpha/(1+t))}t^{\beta-1}(1+t)^{-(\beta-1)-\gamma}dt$$ ou $$\int ...
15
votes
2answers
888 views

Complex structure on $L^2(\mathbb R)$ generalizing the Hilbert transform.

The Hilbert transform on the real Hilbert space $L^2(\mathbb R)$ is the singular integral operator $$ \mathcal H(f)(x) := \frac{1}{\pi} \int_{-\infty}^\infty \frac{1}{x-y} f(y) dy. $$ It satisfies ...
2
votes
1answer
358 views

Integral kernel of form $e^{-<x,y>^2}$

Let $K(x,y): \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ given by $K(x,y) = e^{-< x,y>^2}$ where $<\cdot,\cdot>$ denote the canonical inner product. Define integral operator ...
5
votes
3answers
989 views

When I can safely assume that a function is a Laplace transform of other function?

If I have a function and I want to represent it as being the Laplace transform of another, that is, I want to be sure that there is $\hat{f}(s)$ such that my function $f(x)$ can be written as: $f(x) ...
10
votes
3answers
569 views

MacWilliams Identity for Asymptotic Weight Spectrum of a Code

Introduction Let $C$ be a code of block length $n$ having $A_i^C$ words of Hamming weight $i$, for $i\in [n]$, where $[n]:=\{0,\ldots,n\}$. Then, the sequence $\{ A_i^C \}_{i \in [n]} $ is called the ...
0
votes
1answer
2k views

From an integral equation to a differential equation

Hello, I am wondering whether it is possible to convert the following integral equation to a partial differential equation. where $J_0(t,x)$ is some given nonnegative function and $\nu>0$ is ...
0
votes
1answer
176 views

Completeness of an “infinite mixture of gaussians” representation

Is there a complete "infinite mixture of gaussians representation" for densities? What I mean is, is there, for any reasonably big class of densities $\phi(x)$ I can come up with a function $c(\mu, ...
2
votes
0answers
270 views

inverse Laplace transform of $\delta_1(\cdot)$

Let's try to find a function $\psi(x)$ such that for Laplace transform $\tilde{f}(p)=\int_0^{\infty} f(y) e^{-py} dy$ one has $f(x)=\int_0^{\infty} \tilde{f}(p)\psi(px)dp$ (here we do not specify ...