The integration tag has no wiki summary.

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### 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 $m$ ...

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### 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 ...

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309 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 = ...

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237 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 ...

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129 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 ...

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### 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 ...

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108 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 ...

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### 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 ...

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249 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 ...

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71 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 ...

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### 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 ...

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180 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 ...

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### 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 ...

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333 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
...

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156 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 ...

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133 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 ...

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93 views

### Inversion of incomplete elliptic integral of third kind

I would like to know whether there is any solution available on the inversion of elliptic integrals of the third kind (incomplete)?
That means that given $\Pi(n,u,m) = f(x)$, I would like to obtain ...

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369 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 , ...

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456 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 ...

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182 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 ...

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127 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 ...

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115 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 ...

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197 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) &=& ...

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### 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 ...

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209 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 ...

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401 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 ...

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306 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 ...

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### 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 ...

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### 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 ...

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### 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}
...

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### 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 ...

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79 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} ...

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132 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 ...

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329 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 $(\cal X, \cal A)$. ...

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### 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 ...

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### 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 ...

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### Contour integral (inverse Laplace transform) with arctan

I have what I think is a relatively simple contour integral involving arctan, but it is giving me difficulty. I would really appreciate any help.
The integral itself is, with $\tau$, $\lambda$, and ...

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### A hard integral identity on MATH.SE

The following identity on MATH.SE
$$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$
seems to be ...

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### How to show this integral on boundary of Lipschitz domain is finite?

Sorry for asking a basic question but this did not get answered on M.SE.
Let $\Omega \subset \mathbb{R}^n$ be a Lipschitz domain. How do I show rigorously that
$$\int_{\partial\Omega} ...

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346 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 ...

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153 views

### Defining surface integral on boundary of $C^1$-domain

Let $\Omega$ be a bounded $C^1$ domain with bounded boundary $\partial\Omega$. Can someone point me to a reference where the surface integral of a measurable function $f\colon \partial\Omega \to ...

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340 views

### Prove or disprove $ \int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > \int_{0}^{\infty} \int_{-\infty}^{-x} f(x)f(y)dydx. $

Consider a symmetric, unimodal distribution $f(x)$ such that $\int_{0}^{\infty} f(x) > 1/2$. I want to prove or disprove the following:
$$
\int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > ...

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### dense lattices in high dimensions

I want a collection of points $\{ x_1, \dots, x_m\}$ to sample a unit cube $[0,1]^n$ with $n >>1 $ in high dimensions so that summing over these points is approximate the integral over that ...

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295 views

### Integration on Compact Semirings

I want to know if integration of functions $f:X\rightarrow G$ where $G$ is a compact semiring has been defined and if it is possible to ensure that all continuous functions are integrable. This is ...

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86 views

### Estimating a quantity from an estimate in its integral

I am reading a paper in which the following argument is made. We have two positive real valued functions $f(x)$ and $g(x)$. We know that $$\int_0^x \int_0^y f(z) \ dz \ dy \leq g(x).$$
It is then ...

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286 views

### From Lebesgue Integral to Stieltjes Integral, and integration by parts

Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...

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### How to perform this matrix integral?

Edit: some backgrouds added.
In quiver matrix model which is reviewed DV or CKR, the path integral reduce to the matrix integral
$$Z \sim \int \prod_{i=1}^r d\Phi_i \prod_{<a,b>} dQ_{ab} ...

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### Is sequential completeness of LCS strictly stronger that Riemann integrability of curves?

$\def\RiemInt{\,\text{-}\,\lower.5mm\hbox{$^{^{\rm Riem}}$}\kern-1mm\int}$
This is essentially a reformulation of this MSE question which has not received any answers for about three weeks. To ...

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### Are the two functions equal? If not, what relation are they?

We have
$$A=\frac{1}{2\pi}\int_{-\infty}^{\infty}\prod_{i=1}^{\infty}\frac{\sin(v2^{-k})}{v2^{-k}}e^{ivx}dx$$
$$B=\frac{1}{2}\sum_{k=1}^{n}\cos (\pi kx)\prod_{i=1}^{m}\frac{\sin(\pi k2^{-i})}{\pi ...

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231 views

### Positivity of the Coulomb energy in two dimensions

In dimensions $d\geq 3$ the Coulomb energy is always non-negative (since the Fourier transform of $\frac{1}{|\cdot|^{d-2}}$ is non-negative). What can one say about positivity properties of the ...