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0
votes
0answers
374 views

Integration involving the complete elliptic integral of the first kind K(k)?

Is there any reference showing how to do definite integrals involving the complete elliptic integral of the first kind K(k)? Something like $\int_0^1 K(k) dk $ $\int_0^1 k^nK(k) dk$ $\int_0^1 ...
6
votes
2answers
699 views

Contour integration problem from probability

Can integrals of the form $$ \int_{-\infty}^{\infty}{\exp\left(-\left[x - c\right]^{2}\right) \over 1 + x^{2}}\, {\rm d}x $$ be computed in closed form using contour integration (or any other ...
0
votes
1answer
453 views

Surface of the cut of an ellipsoid / Marginal density of a multivariate normal over an affine space

So I'm trying to get the marginal density of a multivariate normal over an affine space if $A$ is a matrix in $\mathbb{R}^p \times \mathbb{R}^n$ for $p < n$ and $B \in \mathbb{R}^n$, $\Sigma$ is a ...
10
votes
2answers
946 views

What are the obstructions for a Henstock-Kurzweil integral in more than one dimension?

I have recently come across the book The Kurzweil-Henstock Integral and its Differentials by Solomon Leader, in which, if I understand correctly, the HK integration process is modified in a way that ...
23
votes
3answers
3k views

What is the standard notation for a multiplicative integral?

If $f: [a,b] \to V$ is a (nice) function taking values in a vector space, one can define the definite integral $\int_a^b f(t)\ dt \in V$ as the limit of Riemann sums $\sum_{i=1}^n f(t_i^*) dt_i$, or ...
0
votes
1answer
919 views

Modified Dirichlet function Darboux integrable on [0,2]?

Hi, Given this modified Dirichlet function: f(x) = 0 if x is in Q, else f(x) = x. I am wondering if this function is Darboux integrable on the interval [0, 2]. I managed to show that every lower ...
9
votes
6answers
2k views

Numerical integration over 2D disk

I have a real-valued function $f$ on the unit disk $D$ that is fairly well behaved (real-analytic everywhere) and would like to find the integral $\int_D f(x,y)dxdy$ numerically. After much searching, ...
5
votes
3answers
824 views

An Integral and derived double integral

Suppose that $f\left(x\right)\geq0$ is continuous on $\left[-\infty,\infty\right]$ and $\int_{-\infty}^{\infty}f\left(x\right)dx=1$. Is it true that ...
0
votes
2answers
2k views

Area enclosed by x^4 + y^4 = 1 [closed]

Trying to solve for the area enclosed by $x^4+y^4=1$. A friend posed this question to me today, but I have no clue what to do to solve this. Keep in mind, we don't even know if there is a ...
47
votes
9answers
6k views

Why is Lebesgue integration taught using positive and negative parts of functions?

Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
19
votes
2answers
972 views

What theorem constructs an initial object for this category? (Formerly “Integrability by abstract nonsense”)

Tom Leinster has a note here about how you can realize L^1[0,1] as the initial object of a certain category. You should really read his note because it is only 2.5 pages and is much more charming than ...
11
votes
2answers
837 views

Is there a notion of integration over the algebraic numbers?

For reasons which are hard to articulate (due to they not being very clear in my mind), but having to do with the eprint From Matrix Models and quantum fields to Hurwitz space and the absolute Galois ...
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 ...
3
votes
1answer
2k views

Fourier transforms and the Kurzweil-Henstock integral

Is it possible to define Fourier transforms on locally compact commutative groups using the Kurzweil-Henstock integral instead of the Lebesgue integral?
1
vote
2answers
552 views

Defined Almost Everywhere

How can one prove that the convolution of f \in L^1 and g \in L^p is defined almost everywhere? Here f and g are measurable functions in R^n. In general what techniques are there for showing some ...
4
votes
1answer
722 views

Kullback-Leibler divergence of scaled non-central Student's T distribution

What is the Kullback-Leibler divergence of two Student's T distributions that have been shifted and scaled? That is, $\textrm{D}_{\textrm{KL}}(k_aA + t_a; k_bB + t_b)$ where $A$ and $B$ are Student's ...
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 $$ ...