The integration tag has no wiki summary.

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### A slight generalization of Mehta's integral.

I am trying to find the value of following integral
$$\int_{-\infty}^{\infty}\dots\int_{-\infty}^{\infty}\prod_{i=1}^ne^{-\frac{t_i^2}{2}+\alpha_i t_i}\prod_{1\le i<j\le ...

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### Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$
does
$$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$
hold for
...

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258 views

### Integral formula for $\int_{0}^{\infty}e^{-3\pi x^{2}}((\sinh \pi x)/(\sinh 3\pi x))\,dx$ by Ramanujan

The following is a re-post from MSE because I did not get any answer even after offering a bounty.
Towards the end of G. N. Watson's (one of the joint authors of famous book "A Course of Modern ...

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77 views

### What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python):
$\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $,
where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist ...

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**1**answer

131 views

### Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form
Proposition: Assume that ...

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**2**answers

63 views

### Class of analytically-integrable divergence-free vector fields?

Is there an "interesting" class of analytically-integrable, divergence-free vector fields over $\mathbb{R}^2$ and/or $\mathbb{R}^3$?
That is, I'm looking for a large class of vector fields given by ...

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415 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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**1**answer

78 views

### Asymptotic expansion of a sequence given by an integral with reciprocal Gamma function

I would like to know the asymptotic expansion of the sequence of positive numbers given by
$$I_{n}:=-\int_{0}^{1}\frac{n^{x-1}}{\Gamma(x-1)}dx,$$
for $n\rightarrow\infty$.
One can easily derive an ...

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**1**answer

115 views

### Unimodality of a certain parametric integral

Suppose $f: [0,1] \to [0,\infty)$ is a smooth, concave and strictly increasing function satisfying $f(0)=0$.
Is it true that the map
$$
F(y) = \int_0^1 \frac{y^{3/2}}{(y+f(x))^2} dx
$$
has exactly one ...

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**2**answers

205 views

### Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the ...

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57 views

### Assymptotics of a Selberg type integral

Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral
$$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} ...

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**1**answer

110 views

### Why is it possible to normalize the Haar measure on the quotient?

I just asked a question which is related to the one I'm about to ask, but I realized my question can be reduced to the following: let $G$ be a locally compact abelian group with Haar measure $\mu$, ...

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53 views

### Two integrals involving Legendre Functions

I have two Integrals which I want to identify with a simpler functions (if possible).
Firstly,
$$\int_{1}^{\infty} \frac{1}{\sqrt{x^2-1}}Q_{-1/2+k}\left(\frac{x\cdot a-b}{\sqrt{x^2-1}} \right)\cdot ...

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148 views

### How to evaluate the following integral related to exponential distribution

I would like to evaluate the following integral related to the exponential distribution. Let $\delta>1$, and $0<p<1$ and $0<\epsilon<1/\delta$ be reals. We have that
$$
...

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### Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup ...

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### Interchange limit with integral for subsequence in subsequence of general distribution functions

I asked this question on math.stackexchange a few days ago but didn't get any response, so I thought I would try here.
I'm trying to find a solution for the following problem:
Let ...

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181 views

### How do I Calculate :$\int_{0}^{1}x^{k}\psi(x)dx$ where $k\geq 3$ is an integer?

How do I Calculate, if possible, in terms of well-known constants the integral :
$\int_{0}^{1}x^{k}\psi(x)dx$ , where $k\geq 3$ is an integer ?
note: $\psi(x)$ is digamma function.
Any help would ...

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### Dual cone of 'positive' Bochner integrable functions

If we consider the space of integrable functions $L^1([0,1];\mathbb{R})$, it can be ordered by the convex cone of positive integrable functions $L^1([0,1];\mathbb{R}_+)$. It is known that the ...

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324 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 ...

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### Hyperelliptic generalization of Euler's formula

Are there any hyperelliptic generalizations of the following formula, first proved by Euler in 1782,
...

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344 views

### Interesting triple integral

Some time ago I stumbled on an alleged identity
$$\int\limits_0^\infty \frac{dx}{x} \int\limits_0^x \frac{dy}{y}
\int\limits_0^y \frac{dz}{z} [\sin{x}+\sin{(x-y)}-\sin{(x-z)}-\sin{(x-y+z)}]=
...

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**1**answer

725 views

### Calculate in closed form $\int_0^1 \int_0^1 \frac{dx\,dy}{1-xy(1-x)(1-y)}$

The following question has a 500 points bounty on MSE that soon comes to an end, and no answer
as expected was given yet. How would a professional solve the problem? Wish you succcess.
...

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696 views

### Action Integral

In the theory of action-angle variables, you wind up having to solve integrals with a characteristic square-root behavior near the endpoints to express the action in terms of the orbital quantities. ...

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### differentiating under the integral sign Henstock integral

Does anyone know, where I can find the necessary and sufficient conditions for differentiating under the integral sign in case of Henstock integral? Here is the title that says so, bud i think there ...

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75 views

### Closed form for convolution of two-dimensional Gaussian with characteristic function of a disk

Is there a closed form expression for the convolution of a two-dimensional (elliptical) Gaussian function with the characteristic function of the interior of an ellipse?
The motivation is that I have ...

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177 views

### Henstock, Differentiation under the integral sign

Does anyone know, where I can find the proof of necessary and sufficient conditions for differentiating under the integral sign in case of Henstock integral? Here are the theorems but not all the ...

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120 views

### Asymptotics of Fresnel integrals

It is known that
\begin{equation*}
I(p) = \sqrt { \frac {4 \mathrm{i} p} {\pi}}\int \limits _{-\infty} ^{\infty} \mathrm{e}^{- \mathrm{i} p x^2} \varphi (x) \mathrm{d}x
\end{equation*}
is a bounded ...

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**1**answer

1k views

### Naive definition of surface area doesn't work?

A first stab at a definition of surface area might go like this:
Let S be a surface. Select finitely many points from S and make a bunch of triangles having these points as vertexes. Add up the ...

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226 views

### Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscisas and weights $\{ x_j, w^j \} _j$ for large N. My question is how to do it, and why should it ...

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### expectation involving normal pdf and Rayleigh distribution

I need to calculate following definite integral
\begin{equation*}
\frac{1}{2\pi }\int_0^\infty \frac{x^2 e^{-x^2/\sigma^2 } }{\sigma} \frac{e^{-\frac{\lambda}{{ax^2+b}}}}{\sqrt{ax^2+b}} ~~dx.
...

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### Rate of convergence of Riemann sum of quasi-regular functions

The following result is well-known (I consider the 3-dimensional case only):
Theorem: if $f \in H^s(\mathbb{R}^3)$ with $ s > 3/2$ is compactly supported, then
$$
\left| \int_{\mathbb{R}^3} f - ...

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127 views

### Integrating a barycentric monomial over a simplex

Are there standard formulas for the integral over a simplex of a monomial in the barycentric coordinates? Can someone supply a reference? I think I have seen such formulas, but I am unable to find ...

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517 views

### Integral of a product of Laguerre polynomials

In order to estimate the non linear term in a particular PDE, I have to decompose $L_k^\alpha(x)^3\cdot x^{-\delta}$ (with $0<\delta<\alpha+1$) into a basis consisting of Laguerre polynomials ...

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**1**answer

76 views

### Solving complicated equation involving integral of error functions

I've been trying to solve the following equation for $\sigma$
$$\sigma^2 = \int_0^1 \left\{ \frac{1}{2} \operatorname{erfc} \left[ \frac{x + B}{\sqrt{2 (Rp - 1)} \, \sigma} \right] + \frac{1}{2} ...

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### Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if
\begin{align}
\lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in ...

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**1**answer

304 views

### Real and imaginary part of an holomorphic function

I guess this could be a very elementary question. Anyway I can not find an answer in literature.
Let $f:U\rightarrow\mathbb{C}$ be an holomorphic function on an upen subset $U\subseteq\mathbb{C}$. ...

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### Integrals from a non-analytic point of view

I've mentioned before that I'm using this forum to expand my knowledge on things I know very little about. I've learnt integrals like everyone else: there is the Riemann integral, then the Lebesgue ...

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### What does the Riemann–Stieltjes integral measure? [closed]

The Riemann–Stieltjes integral is a generalization of the Riemann integral, and has a definition based on a sum analogous to the Riemann sum:
$$ S(P,f,g) =\sum_{k=1}^{n} f(x_k)\Delta g(x_k) $$
where ...

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### Reference for a proof of the fiberwise Stokes theorem

The fiberwise Stokes theorem says that given a differential form on a smooth fiber bundle whose fibers have boundary,
the difference between the fiberwise integral of the differential and the ...

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**1**answer

134 views

### acoustic dipole volume integral w/ dirac delta?

I have an acoustic research problem that leads to the following integral formulation:
\begin{align}
\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}p(\mathbf{y},\tau)\frac{\partial}{\partial ...

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### Integral identity related with cubic analogue of arithmetic-geometric mean

This is re-post from MSE as I did not get an answer there.
Let $a,b$ be positive real numbers and we define two sequences $\{a_{n}\},\{b_{n}\}$ as follows:
...

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### What is $\int (1-e^{-x})^n dx$? [closed]

For my purposes, $n$ is a non-negative integer, and $x > 0$. I didn't know how to evaluate this integral, so I plugged it into Mathematica. It told me the solution is
$(-1)^n B(e^x; -n, n+1)$
I ...

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**1**answer

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### Asymptotic expansion of a Laplace-type integral with a “manifold of maxima”

Moved this here from MathSE because I had no luck there and suspect the question may be harder than I first thought.
Consider the integral
$$
I(\alpha)=\int_0^1 dx_1 \int_0^1 ...

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382 views

### Help with the integral $\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$

We have the integral :
$$\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$$
Where s is a complex parameter, and n is a positive integer. The integral ...

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190 views

### A conjecture regarding the integral of the square of an entire function

Can some help me prove or disprove the following assertion which I encountered in research? Thanks!
Let $f:\mathbb R\to\mathbb R$ be an analytic function. If for $\forall c > 0$, we can find some ...

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317 views

### Area of metric spheres in Riemannian manifolds

I am trying to estimate the integral $\int \mathbb{e} ^{-d(x_0,x)^2} \mathbb{d}x$ on a Riemann manifold $(M,g)$, for some arbitrary fixed $x_0 \in M$ and $d$ the usual distance. The only thing that I ...

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### Are there integral representations of the Mertens constant?

It is well-known that the Euler constant $\gamma=\lim\limits_{n\to \infty}\biggl( \sum\limits_{k\le n}\dfrac{1}{k}-\ln{n}\biggr ) $ has a bunch of integral representations, e.g. ...

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532 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 ...

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**1**answer

223 views

### Motivic integration in positive characteristic: how much is known?

It seems that in papers on motivic integration people usually assume the base field to have characteristic $0$ (and algebraically closed?). My question is: how much can one prove over a positive ...

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### Trigonometric multiple integral identity

How this alleged multiple integral identity can be proved?
$$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {
...