The integral-transforms tag has no wiki summary.

**6**

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**1**answer

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### 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 ...

**9**

votes

**2**answers

622 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)} ...

**9**

votes

**1**answer

426 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

**3**answers

758 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

**1**answer

435 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

**1**answer

161 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 ...

**10**

votes

**3**answers

2k 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

**2**answers

1k 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

**1**answer

644 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

**1**answer

128 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 ...

**1**

vote

**0**answers

142 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 ...

**9**

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**2**answers

396 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 ...

**3**

votes

**2**answers

465 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

**2**answers

979 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

**1**answer

392 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 ...

**8**

votes

**3**answers

1k 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**

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**3**answers

598 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**

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**1**answer

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

**1**answer

182 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, ...

**3**

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**0**answers

300 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 ...