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8
votes
2answers
414 views

$\mathrm{Bessel}^3$ Integral

I'm trying to calculate the following integral: $\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$ ($\mathrm{BesselJ}[n,x]$ is ...
2
votes
1answer
138 views

“Limited angle” in n-dimensional Radon transform?

The Radon transform in two-dimensions is well studied. It maps a sufficiently nice function $f: \mathbb R^2 \to \mathbb R$ to its line integral along a certain line $L$, i.e. \begin{align*} ...
1
vote
0answers
168 views

A fractional calculus eigenvalue problem

One set of eigenfunction for the following fractional integral operator is $f(z)=e^{-bz}$ for any constant Re$b>0$, with eigenvalue $\lambda=\frac{\Gamma(\alpha)}{b^\alpha}$, $$\int_z^\infty ...
0
votes
1answer
127 views

On the expected value of a random integral:

Is it possible to find the expected value of $u(t)$ in terms of the following information: $$u(t)=\int_{0}^{t}(t-s)(f(s)+(T-s)Y)X_sds$$ where: $X_s$ is a wide sense stationary process with known ...
1
vote
1answer
250 views

Relation between the eigenvalue density and the resolvent?

Disclaimer: This is a cross-post from Math Underflow. Given that there is little activity on the subject (random-matrice) on the aformentioned site, and given that many interesting discussion on this ...
3
votes
1answer
126 views

Interpretation of the integral “with respect to a plane wave” in terms of Radon transform

This question might have a formulation in higher dimensions, but for now let's deal with the 2 dimensional Radon transform: $\newcommand{\R}{\mathbb{R}}$ $$ Rf(\varphi,s)=\int_{-\infty}^\infty ...
5
votes
1answer
271 views

Is this inverted integral transform valid?

I have the following transform: $$F(y) = \int_{0}^{\infty} y\exp{\left[-\frac{1}{2}(y^2 + x^2)\right]} I_0\left(xy\right)f(x)\;\mathrm{d}x$$ with the following conditions: $f(x)$ and $F(y)$ must ...
2
votes
1answer
202 views

Determining the asymptotic behavior of random matrices with vanishing ratio dimensions

Consider an $N\times K$ random matrix $X$ (defined on a probability space $(Ω,F,μ)$) with i.i.d. entries having zero mean and variance $1/K$. There are a lot of results regarding the asymptotic ...
6
votes
4answers
2k views

Numerically computing $\int_0^1 \frac{1}{\sqrt{1-x^4}}dx$

In the book, "Pi and the AGM" by Borwein and Borwein, it is mentioned that Gauss computed the following integral to the eleventh decimal palce. $\int_0^1 \frac{1}{\sqrt{1-x^4}}dx$ How did he do it? ...
17
votes
1answer
512 views

Uncertainty principle for Mellin transform

Let $f:\mathbb{R}^+\to \mathbb{C}$. Let $Mf$ be its Mellin transform: $Mf(s) = \int_0^\infty f(x) x^{s-1} dx$. (a) Some time ago, I convinced myself that $f(t)$, $Mf(\sigma+it)$ and $Mf(\sigma-it)$ ...
4
votes
4answers
3k views

Does the inverse Laplace transform of the square root exist?

Does the inverse Laplace transform, defined by the integral, \begin{equation} F(t) = \mathscr L_s^{-1}\left[\sqrt s\right](t) = \int_{c - i\infty}^{c + i\infty} \sqrt s ~e^{-st} ds \end{equation} ...
2
votes
0answers
108 views

A Convolution Integral Equation

Is there any close-form solution for a function $f(t)$ satisfied the below equation: $f(t)=g(t)+\frac{1}{t^2}(h(t)*f(t))$. Operator $*$ is convolution integral, and $g(t)$ and $h(t)$ are known ...
8
votes
3answers
444 views

Rate of growth of an explicit integral

Let $$J_1=\int_0^1\frac{1}{\sqrt{1-t_2}}dt_2,$$ $$J_2=\int_0^1 \int_0^{t_2}\frac{1}{\sqrt{1-t_2}}(\frac{1}{\sqrt{1-t_3}}+\frac{1}{\sqrt{t_2-t_3}})dt_3dt_2,$$ $J_3=\int_0^1 ...
0
votes
1answer
295 views

Oscillatory Integral

Put $\eta = r+it, r>0$ and $K_{\eta}(z, w, \lambda)= \frac {\mid \lambda\mid }{2\sinh(\eta \mid \lambda \mid) } e^{-\frac{\mid\lambda\mid \coth(\eta | \lambda |) \mid z-w \mid ^{2}}{4}} e^{-i ...
2
votes
0answers
220 views

Coutour Integral of Gamma Functions

How do I solve the Integral $$ \frac{1}{2\pi j} \oint \frac{b^{ - s} \Gamma[2 + i - s] \Gamma[s] \Gamma[-1 - i + s]}{ (2 + i - s) \Gamma[3 + i - s]} \:\mathrm{d}s$$ This integral is an inverse ...
1
vote
0answers
126 views

Fredholm Integral Equation of the first kind

I wish to solve the following integral equation, preferably analytically, and find $\int_{-l}^l f(x) dx$. If analytical solution is too complicated, any suggestion for the computational method? ...
3
votes
0answers
138 views

Bounding an integral transform ouside a circle (or inside a strip)

Let $g$ be a symmetric unimodal probability distribution and $H$ be the right half plane. We call $$f(z) = \int_{-\infty}^\infty \frac{1}{z-i t}g(t)dt$$ the dispersion function of $g$. Now, one can ...
3
votes
1answer
103 views

Analogue of the integral Fourier operator with angle in some cone

Let $\Phi(x,y,\theta)$ be a phase function defined on $X \times X \times (\mathbb R^n-0)$ where $X$ is some domain in $\mathbb R^n$, let $A(x,y,\theta)$ be an amplitude function. As usually an ...
4
votes
1answer
175 views

Continuity of integral

Assume that $f:[0,2\pi]\to [0,2\pi]$ is a continuous function such that $f(0)=f(2\pi)$ and define the function $$g(s)=\int_{-\pi}^\pi \frac{\sin f(t+s)-\sin f(s)}{\sin t/2} dt.$$ Is $g$ continuous or ...
3
votes
1answer
554 views

Integral solving request

Dear all, please help me solve the following integral. I need to solve this integral for one of my problems. $$(\frac{1}{2\pi})^2\int_0^\infty\int_{-\infty}^\infty \frac{J_0(\rho R_0)J_0(\rho ...
0
votes
1answer
97 views

General integral transform.

Hi, I was thinking about the next general integral transform, and would like to know what is already known on this integral transform. The integral transform is: $$F_{g(x,t)} (f(x)) = ...
4
votes
0answers
238 views

Symmetric matrices and Hilbert's fourth problem

From the analytic viewpoint, the Busemann-Pogorelov solution of Hilbert's fourth problem is summarized in the following result: Theorem. All straight lines are extremals of the variational problem $$ ...
2
votes
1answer
287 views

Closed form for Fourier transform-like Integral on $S^{n}$

Hello! It may be a stupid question, i'm trying to find a closed form for an integral similar to a Fourier transform on $S^{n}$ but i'm stuck... Let $\alpha>0$, the integral i can't solve is ...
2
votes
1answer
302 views

Reversibility vs geodesic reversibility for Finsler metrics on the two-sphere

Problem. To give a concrete example of a geodesically reversible Finsler metric on the two-sphere that is not just the sum of a reversible Finsler metric and an exact $1$-form. Some background may be ...
0
votes
2answers
442 views

Closed form for double integral?

I have the following double integral: $\int\limits_0^x {\int\limits_0^y {{e^{ - {K_1}(u + v)}}{I_0}\left( {2{K_1}\sqrt {uv} } \right)dudv} }$ where $K_1$ is a constant. Do you have any ideas of ...
3
votes
2answers
419 views

Elaborating Mercer's theorem (RKHS) on Cameron-Martin space $k(x,y)=\min(x,y)$

Hi, I'm trying to employ Mercer's theorem on the kernel $k(x,y)=\min(x,y)$. It is known (and easy to verify) that this is a nonnegative-definite kernel over $[0,T]$ for any $T>0$. Fix $T>0$. ...
2
votes
0answers
70 views

Quantitative Weierstrass Approximation and Paley-Wiener for the Laplace Transform II

This is a modification of a previous question. Question: Suppose $a(s)\in C^\infty([0,1])$ and $H(s,x)\in C^\infty([0,1]\times [0,1])$ with $H(s,x)>0$, $\forall s,x\in [0,1]$. Suppose, ...
5
votes
1answer
196 views

Forms satisfying the zero-energy condition on the projective plane

Theorem (Michel). A $1$-form on the projective plane is exact if and only if its integral over any projective line is equal to zero. Is there a simple proof of this result due, I think, to R. Michel ...
3
votes
1answer
451 views

Integral of Modified Bessel Function of the Second Type

Given the identity $$ \int^\infty_0 K_v\left(\alpha\sqrt{x^2+z^2}\right) \frac{x^{2\mu+1}}{\left(\sqrt{x^2+z^2}\right)^v}\:\mathrm{d}x = \frac{2^\mu \Gamma(\mu+1)}{\alpha^{\mu+1}z^{v-\mu-1}} ...
3
votes
0answers
217 views

Using the Mellin transform to invert ill-posed problems of harmonic transforms

I will try to explain the problem using just words. Let's see how far I get! I will use the harmonic transform of the Radon transform for 2 or more dimensions as an example, but there is a large ...
0
votes
1answer
158 views

Transformation problem involving 2 random variables

Any help in this problem? Suppose U and V are independent random variables with density f(u) and g(v) respectively. The domain of U is the interval (0, 1) and the domain of V is v > 0. After the ...
6
votes
0answers
286 views

Uniqueness for a non-local differential equation

Question:Fix $\epsilon>0$. Consider the differential equation, defined for functions $f(t,x)\in C^\infty([0,\epsilon]\times[0,\epsilon])$ defined by $$\frac{\partial}{\partial t} ...
7
votes
1answer
368 views

Inversion of Radon transform by incomplete data: specific case

Let $R[f](p,t)$ denote the Radon transform of smooth function $f(x) \colon \mathbb{R}^n \to \mathbb{R}$ with compact support in $\mathbb{R}^n_+$: $$ R[f](p,t) = \int\limits_{x \cdot p = t} f(x) dx. ...
4
votes
2answers
256 views

Quantitative Weierstrass Approximation and Paley-Wiener for the Laplace Transform

Question: Suppose $a(x,y)\in C^\infty([0,1]\times [0,1])$ and suppose $$\sup_{\lambda>1} \bigg|\lambda\int_0^1 e^{\lambda x} a(x,1/\lambda)dx\bigg|<\infty.$$ Is $a(x,0)=0$, $\forall x\in[0,1]$? ...
1
vote
1answer
186 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
vote
0answers
86 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 ...
2
votes
2answers
911 views

Techniques to solve equations involving a definite integral [closed]

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
281 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
348 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
515 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
1k 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 ...
8
votes
1answer
839 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
215 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
436 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
235 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 ...
5
votes
0answers
149 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
197 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
vote
0answers
152 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
127 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
551 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" ...