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2 views

An inequality concerning convexity and expectation

Assume $f$ and $g$ are nonnegative with $$\int_0^\infty f(x)dx=1=\int_0^\infty g(x)dx $$ and $$\int_0^\infty xf(x)dx<\infty > \int_0^\infty xg(x)dx $$ Is it true for nonnegative numbers $p$, $q$ ...
0
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0answers
29 views

numerical solution of volterra integral equation

Consider the basic type of integral equation. In particular, a volterra integral equation of the first kind. That is, we have the following integral equation $$ \int_{a}^{x}f(s)g(s,x)ds=h(x) $$ ...
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0answers
86 views

Question about a particular estimate in Riemannian geometry

I have been studying the book Some Nonlinear Problems In Riemannian Geometry - Thierry Aubin. On page $46$ he begins the proof of the Sobolev imbedding theorem to manifolds. The proof is divided in ...
1
vote
2answers
112 views

Evaluate an integral or Fourier coefficients

Consider an integral $$ \int_0^\pi \frac{\cos(kx)}{\cosh(ax)}\ dx $$ there $k\in \mathbb{Z}, a\in \mathbb{R}.$ Of course that is Fourier coefficient for the function $f(x)=\frac{1}{\cosh(ax)}.$ ...
0
votes
0answers
57 views

Integral of Bessel function of 1st kind with complex exponential

Does someone know the solution (simple closed form) of one of theses integrals: $$\int_0^t J_l(s) e^{-iA(t-s)}ds$$ $$\int_0^t \frac{J_l(s)}{s} e^{-iA(t-s)}ds$$ with $l>0$, $t>0$, $\Re(A)>0$, ...
2
votes
0answers
77 views

Is there a coordinate free proof of the Morrey--Kohn--Hormander identity?

The Morrey--Kohn--Hormander identity is the key to proving vanishing/existence results on bounded pseudoconvex domains in $\mathbb{C}^n$, or more generally, Stein domains. See, for instance, the ...
5
votes
1answer
263 views

Laurent expansion of a principal value integral

Let $f(t)$ be a nice Hölder continuous function. Also, suppose that $f$ is even. I'm interested in evaluating integrals of the form: $$\oint (1-z)^{k+1}\int_0^1 \frac{f(t)}{(1-zt)^{n+1}}dtdz,$$ ...
-1
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0answers
53 views

Integrability of the logarithm wrt a finite Borel measure [migrated]

I have a finite Borel measure $d\phi$ on $(0,1)$, i.e. $\int_0^1 d\phi(x) < \infty$. Is it also true that $\int_0^1 \log (x) d\phi(x) < \infty$? The function $\log$ is integrable at 0, so ...
0
votes
1answer
91 views

Laplace transform of : $t^{\gamma-1} F(\alpha,\beta,\delta,t)$, where $F$ is the Gauss' hypergeometric function

What is the Laplace transform of : $t^{\gamma-1} F(\alpha,\beta,\delta,t)$, where $\gamma >0 $ and $F$ is the Gauss' hypergeometric function. Thanks!
2
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0answers
101 views

An integral problem related to matrix determinant

I am stuck in an integral problem: ...
9
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0answers
160 views

A multiple integral

Let us consider the multiple integral $$I_{n}=\int_{-\infty }^{\infty }ds_{1}\int_{-\infty}^{s_{1}}ds_{2}\cdots \int_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {(s_{1}^{2}-s_{2}^{2})}\;\cdots \cos ...
43
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2answers
2k views

Is it possible to express $\int\sqrt{x+\sqrt{x+\sqrt{x+1}}}dx$ in elementary functions?

I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here: Is it possible to express ...
6
votes
4answers
390 views

Computing $\int_0^T e^{itA}Be^{-itA} dt$ without an infinite series

I'm hoping to compute the following integral: $\int_0^T e^{itA}Be^{-itA} dt$ where $iA, iB$ are traceless anti-Hermitian matrices (i.e. $\mathfrak{su}(n)$). I have found the following form for the ...
1
vote
0answers
183 views

Inflated independent samples for Monte Carlo estimation

In my particular problem, running an MCMC is too expensive, so I'm looking for a simple MC estimator, which would partially inherit the correlated samples of MCMC, yet would not require computing ...
2
votes
0answers
236 views

Integral of sin(x)/sqrt(x) from 0 to \pi [closed]

How to calculate improper integral $\int_{0}^{\pi}{\frac{\sin{t}}{\sqrt{t}}dt}$?
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0answers
16 views

Luria-Delbrueck model with deterministic gompertz growth of the wild type

i'm currently looking at a problem from population dynamics. The assumption is that a colony of wild-type cells growth according to the "gompertz-function" $f(t)=m^{1-\exp(-\lambda_0 t)}$ where $m$ ...
2
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0answers
220 views

Can it be decided whether $\int\root 3 \of{\cos^2(t)}\,dt$ is expressible by elementary functions? [closed]

I would like to decide by methods of Differential Algebra whether the integral $\int\root 3 \of{\cos^2(t)}\,dt$ contrary to the output of CAS Mathematica Online Integrator might be expressible by ...
2
votes
1answer
270 views

Conjectured closed form for definite integral

Let $K(x)$ be the complete elliptic integral of the first kind (the argument is the parameter $m = k^2$). Let $$ A = \int_0^1 \arcsin(K(x)) dx$$ With precision $1000$ decimal digits $\Re A = ...
2
votes
2answers
163 views

How to calculate $P(\sum_{i=1}^{m}(A_i+S_i)\le L)$ with $A_i,L\sim\text{exp}(\lambda),S_i\sim\text{exp}(\mu)$ and positive integers $\lambda\neq\mu$?

Recently I was stumped by the calculation of the probability $$\mathbb{P} \big(\sum_{i=1}^{m} (A_i + S_i) \le L < \sum_{i=1}^{m+1} (A_i + S_i) \big)$$ where $A_i \sim \text{exp}(\lambda), S_i \sim ...
0
votes
1answer
123 views

Question about the derivative of a fuctional

I have this lemma+proof and i dont understand why it follows from $J'(u_n)\rightarrow 0$ that $-\Delta_p u_n- f(x,u_n)\rightarrow 0$ such that $J(u)=\frac1p\int_{\Omega} |\bigtriangledown u|^p ...
0
votes
0answers
19 views

Convergence integral in probability

Let $X_1,\dots,X_n$ be i.i.d with distribution function $F$. Let $\hat F_n$ be their modified empirical distribution function, i.e., $$ \hat F_n(x)=\frac1{n+2}\left(1+\sum_{i=1}^n1_{\{X_i\le ...
0
votes
1answer
92 views

Monte Carlo estimator with autocorrelated samples

Given an integration problem $I=\int{f(x)dx}$, we can construct an ordinary Monte Carlo estimator as $E[I]=\sum\limits_i\frac{f(x_i)}{p(x_i)}$ where the samples $x_i$ are usually i.i.d. and drawn ...
2
votes
1answer
123 views

To understand integral :$\lambda (x) = \int_{0}^{\infty} \frac{\sin^{2} \alpha x}{\alpha^{2}} d\mu(\alpha), (\mu(0)=0)$

I wants to understand the integrals of the form $$\lambda (x) = \int_{0}^{\infty} \frac{\sin^{2} \alpha x}{\alpha^{2}} d\mu(\alpha), (\mu(0)=0)$$ where $\mu(\alpha)$ is a non decreasing function ...
8
votes
1answer
237 views

When is this multiple integral finite?

Consider the following integral: $$ I_k(\alpha)=\int_{[0,1]^k}|x_1-x_2|^{\alpha}|x_2-x_3|^{\alpha}\ldots|x_{k-1}-x_k|^{\alpha}|x_k-x_1|^{\alpha}d\mathbf{x}. $$ where $k=2,3,4,\ldots$ The question is ...
3
votes
0answers
62 views

What are the criteria for an elementary function to be infinitely integrable in elementary functions?

What features of elementary functions define a class of functions whose consecutive indefinite integration also gives an elementary function? Is there a way to check whether a given elementary ...
2
votes
1answer
81 views

Is an integral against a probability measure in the convex hull of the range?

This may be really obvious but I don't see it. Let $f:\Omega \to \mathbb R^n$ be integrable with respect to a probability measure $\mu$. Does it follow that $\int_\Omega f \, d\mu$ is in the convex ...
4
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2answers
137 views

Integrals of two Bessel functions of the first kind and a modified bessel function of the second kind

I'm searching for a suitable (hopefully simple enough) solution to the following form of integral: $$\int_0^\infty \mathrm{d}x~x^n J_\nu(a x) J_\nu(b x) K_\mu(c x) $$ Where $n$, $\nu$, and $\mu$ are ...
-2
votes
1answer
102 views

Suppose I know $\int h(t) dt = H(t)$, is there a way to find $\int h(t)^N dt$?

I am trying to find the -1 moments of sum of N geometric random variable, i.e. $E[\frac{1}{\sum_{i=1}^N X_i}]$ Suppose the probability mass function is $f_X(x) = (1 - p)^{x - 1} p$ The moment ...
8
votes
2answers
270 views

On the convexity of certain integrals involving Bessel functions

Let $n\geq 0$ be an integer and let $J_n=J_n(r)$ denote the usual Bessel function (of the first kind) of order $n$ i.e. one of the solutions to Bessel's differential equation ...
0
votes
1answer
150 views

Is any derivative of $f_1^x f_0^{1-x}$ w.r.t. $x$ integrable?

For $f_0$ and $f_1$ two continuos probability density functions on $\mathbb{R}$, by Hölder, I know that $f_1^x f_0^{1-x}$ is integrable on $\mathbb{R}$, where $0 \leq x \leq 1$. Let $l=f_1/f_0$, then ...
3
votes
1answer
96 views

Convergence of the Double Integral of a Polynomial Reciprocal

Let $f \in \mathbb{R}[x,y]$ be a polynomial satisfying the following conditions: (i) $f(\mathbb{R}^2) \subset [a,\infty)$ where $a>0$; (ii) $f$ is non-degenerate, in the sense that there isn't a ...
2
votes
2answers
326 views

How to integrate an exponential function of an exponential function?

Does any one know how to calculate the following integration? $$ \int_{\mathbb{R}} \left(\exp(z \: e^{-y^2})-1\right)^2 dy=?,\quad z>0. $$ This post is related to my previous question here , ...
4
votes
2answers
427 views

I don't understand behavior of this integral, help!

In an answer to a question I needed the following integral: $$ f(z):=\int\limits_0^\infty t\coth(zt)e^{-t^2}dt; $$ it represented deviation from modularity of some other function. However I noticed ...
1
vote
1answer
135 views

Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum $$\sum_{i=1}^n f(x_i) w_i$$ where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...
5
votes
1answer
123 views

Approximations of the identity on Lie groups and homogenous spaces

I'm looking for a nice (and preferably classic or book) reference for the following type of result: Consider a transitive action of a compact Lie group $G$ on a compact manifold $M$ and a continuous ...
1
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0answers
112 views

Bound for a certain integral expression

I am working to establish an estimate in $X^{s,b}$ spaces to prove local well-posedness of a certain equation, and I need to consider some sub-cases. In particular, I wish to show that the following ...
3
votes
0answers
183 views

How is the deconvolution of a fat gaussian from a polynomial derived?

We have a 2D order-2 polynomial, a Gaussian and a 'box' indicator function. Let: $\begin{eqnarray} p(x,y) &=& c_0+c_1x+c_2y+c_3xy+c_4x^2+c_5y^2+c_6xy^2 \\ G(x,y) &=& ...
1
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2answers
96 views

Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and ...
1
vote
1answer
195 views

Request for help with two integrals

It would be great if someone can help me do these integrals - using numerical integration on Mathematica it seems that these converge - in what follows $a \in \mathbb{R}$ and $q \in \mathbb{N}$ and $n ...
3
votes
2answers
313 views

Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
3
votes
1answer
300 views

Does there exist a function such that $\int_{\mathbb{R}_+^{\star} } t^nf(t)dt=0$? [closed]

Let $f\in C([a,b],\mathbb{R})$ such that $\displaystyle\int_{a}^{b} t^nf(t)dt=0$ for all integer n. We know that $f\equiv 0$. It's call Hausdorff theorem. This theorem is wrong on $\mathbb{R^+}$, a ...
2
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0answers
78 views

The Haar integral on uniform spaces

Does anybody know what the current research status is on the topic of Haar measures on uniform spaces? I'm specifically interested in compact uniform spaces and its corresponding Haar probability. As ...
4
votes
2answers
101 views

Reference for the fact that the images of the narrow and wide Denjoy integrals are respectively $ACG_\ast$ and $ACG$?

The narrow Denjoy integral (which also goes by the names Henstock-Kurzweil integral, Perron integral, and Lusin integral) is a transfinite integration process defined by Denjoy in the early 20th ...
4
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0answers
199 views

Inverse of matrix-valued function

Given $c>0$. Let $\gamma_c:{\cal M}_{k \times k}^+\mapsto {\cal M}_{k \times k}^+$ is a function defined by \begin{equation} ...
2
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0answers
107 views

How to show the identity $\int_0^T \int_{\Gamma(t)}f(s,t)\;dsdt = \int_S f(\sigma)(1+(\mathbf w \cdot \mathbf n)^2)^{-\frac{1}{2}}\;d\sigma$?

I am reading this paper. Let $\Gamma(t)$ be a smooth closed connected oriented hypersurface for each $t \in [0,T]$. Define the set $$S = \bigcup_{t \in (0,T)}\Gamma(t) \times \{t\}.$$ On page 5 of ...
0
votes
0answers
63 views

What function is “$U_{\nu}(\cdot, \cdot)$”?

I was searching in the Prudnikov (vol. 2) how to solve an integral and I finally found it. However, I didn't recognized a function that appears in the answer. Integral 1.8.2.4: $$ \int_0^x x^{\nu+1} ...
1
vote
1answer
130 views

Characterization of a particular integrable function

Let $f$ be a strictly positive function such that $\int_{0}^{\infty}f(x)dx=\int_{0}^{\infty}xf(x)=1$ (i.e., a probability density function with expectation one). Let also $g$ be a nonnegative ...
3
votes
1answer
304 views

Integral wrt probability measure

Let $\Theta\subseteq\mathbb{R}^d$ is open set and $(\cal X, \cal A)$ be a measurable space . For every $\theta\in\Theta$, suppose that $P_\theta$ is a probability measure on $(\cal X, \cal A)$. ...
0
votes
2answers
172 views

Indefinite integration of multiplication of two Bessel function

I am trying to calculate this integral. I know it has an analytic expression when $a = 0$. But, is there any analytic expression for this case? $$\int_{a}^{\infty}J_2(bx)J_1(cx)\,dx$$ Thanks in ...
5
votes
2answers
235 views

Summary of Lie-Algebra integration tactics

If this is in the scope of MO, I would like to gather here the known tactics of Lie algebra integration, since it appear surprisingly hard to find such a compendium, library or any other kind of ...