0
votes
0answers
21 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 ...
3
votes
1answer
99 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 ...
3
votes
3answers
290 views

Asymptotic behaviour/upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b)dx$ for $a>b>0$ as $K\rightarrow \infty$?

What is the asymptotic behaviour or an upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b) \, dx$, for $a>b>0,$ as $K\rightarrow \infty$? Or any good reference for tools to tackle this question? ...
3
votes
1answer
1k views

Approximating a multiple sum with an integral

Hi, I want to approximate a multiple sum of the form $$\sum_{x_1+x_2+\cdots+x_m \leq n}e^{g(x_1,x_2,\ldots,x_m)},$$ where each $x_i$ is an integer between $0$ and $n$, by an integral ...
8
votes
4answers
2k views

An integral that somehow equals pi^2/6 and involves dilogarithms?

I am attempting to show that $$ \sum_{k \ge 1}^\infty {k^2 x^k \over (1+x^k)^2} \sim (1-x)^{-3} {\pi^2 \over 6} $$ as $x$ approaches 1 from below. The sum can be approximated by the integral $$ ...