The integration tag has no wiki summary.

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### How to prove $\lim _{ \delta\rightarrow {0}^{+}}\int_{a}^{b} F_{\delta}(x)dx=0 ? $ [on hold]

This question comes from http://math.stackexchange.com/questions/982231/a-function-fx-that-riemann-integrable-on-a-b
Define a function $f(x)$ that Riemann integrable on $[a,b]$.
Let
...

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14 views

### Numerical Evaluation of a Double-Integral

After investigating performance of a wireless communication system, I got the following form:
$\int\limits_0^\infty {\int\limits_0^t {{y^{{\alpha _1} - 1}}{e^{ - \frac{y}{{{\beta _1}}}}}\gamma \left( ...

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47 views

### Guess A Property Of The Integral Average Value Function [on hold]

Let $f$ be a function that is defined on $[a,b]$ and Riemann integrable on $[a,b]$.
Def 1.
$$\hat f(x)=\begin{cases}
f(x),& \text{if }x\in[a,b], \\
f(a),& \text{if }x<a, \\
...

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137 views

### Establishing an upper bound for a dyadic average of a function in $ {L^{p}}([0,1)) $

Suppose that $ f $ is $ 1 $-periodic and that $ f \in {L^{p}}([0,1)) $, where $ p > 1 $. Let
$$
(D_{n})_{n \in \mathbb{N}_{0}} =
\left( \left\{
I^{n}_{j} \stackrel{\text{df}}{=} \left[ ...

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297 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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70 views

### motivic integration and jacobian ideal

When we consider the change of variables in motivic integration, we have a birational map $f:Y\rightarrow X$ with Y smooth and we have to consider two invariants the order of the Jacobian ideal of $X$ ...

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81 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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58 views

### Equivalence of ensembles and $\sum_{N=0}^{\infty} \int_{-Bn}^{\infty} 1_{\text{{N>K or u>A}}}(u)e^{-\beta |\lambda_m|(\frac{u}{2}+n)}du $

I am thinking about a step in the proof of the equivalence of ensembles in StatMech on page 25. step from 3.19 to 3.20.
It seems to be argued there that for $A$ and $K$ large enough, the term
...

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**1**answer

87 views

### The Notion of Strong Measurability for Separable Banach Spaces

Let $ (X,\Sigma,\mu) $ be a measure space and $ B $ a Banach space. According to my understanding, a function $ f: X \to B $ is said to be strongly $ \mu $-measurable if and only if it is the ...

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72 views

### Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...

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**1**answer

87 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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48 views

### How to take this Grassmann integral?

I'm trying to reconstruct and understand what is explained in a paragraph of this paper. I am trying to check if the method they describe actually gives us the Laughlin state. The integral I'm facing ...

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**1**answer

76 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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198 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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27 views

### Mean and variance of a general multivariate skew normal distribution

I have a problem about a general multivariate skew normal distribution. There is a $p\times 1$ vector, $\mathbf{y}=(\mathbf{y}_1',\mathbf{y}_2',\ldots,\mathbf{y}_n')',p>n$, which has the density as
...

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**1**answer

315 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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258 views

### Multiprecision numerical evaluation of integral: Sage vs. PARI/GP vs. mpmath

I am trying to compute thousands of integrals of the below type, that comes up in a conformal mapping problem, to as many accurate digits as possible (preferably 50+):
$$
\int_{-1}^1\textrm{d}t ...

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38 views

### How naturally can functions defined by parametric integrals be interpolated from $\mathbb N$ to $\mathbb R^+$?

It is well known that several definite integrals $I_n$ containing a parameter $n\in\mathbb N$ can be expressed recursively (e.g. doing integration by parts) in terms of $I_{n-1} $ or $I_{n-2} $, and ...

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32 views

### A hyperbolic partial differential equation

How solve this equation (numeral or analytical)?
$u(t,x)=\int_{t-x}^{t}{a \cdot e^{b \cdot s} \cdot \int_{0}^{s-(t-x)}{u(s,z)dz}ds}+\int_{t-x}^{t}{c \cdot e^{d \cdot s} \cdot ...

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146 views

### Numerical integration of legendre polynomials

I hope that numerical questions are also permitted here.
I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form ...

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267 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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50 views

### Integration by parts for multidimensional Lebesgue-Stieltjes Integrals

I am concerned with the following problem:
I am wondering if there exists any sort of integration by parts formula for a multidimensional Lebesgue-Stieltjes integral. In my case the integral is given ...

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215 views

### Morphisms associated to measured spaces [duplicate]

In a previous discussion (von neumann algebras and measurable spaces), the connexion between von Neumann algebras and localized measured spaces was clarified. I would like to have a category theory ...

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52 views

### L2 norm of a M-Whittaker function

Let $M_{\kappa,\mu}(z)$ be the Whittaker function, as defined here http://en.wikipedia.org/wiki/Whittaker_function.
Does any one know the evaluation of the following integral?
...

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**1**answer

93 views

### Behavior of the integral of products of probability densities

Assume $z \in \mathbb{R}^m$ and $x \in \mathbb{R}^n$. Assume we have proper density function $P(z)$ and proper conditional density function $P(x|z)$. We give the definition
$$
T(x_1,\ldots,x_n) := ...

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### Proof without words for surface area of a sphere [closed]

I love the book Proofs Without Words by Roger B. Nelsen. One of the proofs I liked the most was this: Area under one arch of a cycloid is 3 times the area of the wheel that traces it. You break the ...

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28 views

### Integrating over the Intersection of Convex Regions

Is there a way to integrate over the intersection of a finite collection of convex regions, using only the definition of the regions (i.e. without actually calculating the intersections)?
The ...

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30 views

### Solution of ODE related to normal density

This question below is from mathse. I reqeustioned here because very limited respond there.
Let $\phi:\mathbb{R}\mapsto\mathbb{R}$ be the standard normal density, ...

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71 views

### Non Borel Spaces: Gauge Integral

Question
Is there a generalization of the gauge integral to measure spaces that do not necessarily arise out of some topology?
I'm wondering since it seems as the gauge crucially uses ...

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745 views

### Expectation of a simple function of multivariate gaussians iid rvs

I would like to compute analytically the following expected value:
$$ E\left( \frac{X_i^2}{\sum_j \lambda_j^2 X_j^2}\right) $$
where the $X_i \approx N(0,1)$ are iid.
It seems to be an elementary ...

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**1**answer

112 views

### Contour integral around semi-circle

Can one use contour integration to evaluate $\int^{\pi}_{0} \frac{1}{1-\rho*sin(\theta)}d\theta$ for $0<\rho<1$? This would be trivial if the upper limit were $2\pi$ as we could let ...

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### Rationale for Hadamard's finite part of a divergent integral

(Note: I asked this question a few days ago on math.stackexchange but didn't get any responses. I've therefore decided to post it here instead.)
I have a problem justifying throwing away the ...

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**1**answer

193 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 $p$, $q$ ...

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6k views

### Visualization of Riemann–Stieltjes Integrals

The Riemann–Stieltjes integral $\int_a^b f(x)\,dg(x)$ is a generalization of the Riemann integral. It is e.g. heavily used as a starting point for stochastic integration. The approximating ...

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2k views

### “Riemann–Stieltjes derivative”?

Can you define a "derivative" operator such that its antiderivative F(x) of f(x) can be used in the sense of F(b)-F(a) to calculate the Riemann–Stieltjes integral of f(x)?
Perhaps it would be related ...

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92 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 ...

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**1**answer

272 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:
$$\oint (1-z)^{k+1}\int_0^1 \frac{f(t)}{(1-zt)^{n+1}}dtdz,$$
...

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119 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 $f(x)=\frac{1}{\cosh(ax)}.$
...

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154 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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76 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 $l>0$, $t>0$, $\Re(A)>0$, ...

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### 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 ...

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109 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!

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240 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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2k views

### Counterexamples to differentiation under integral sign?

I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...

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### 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 ...

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185 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 ...

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227 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 ...

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2k views

### Is $x \, \tan(x)$ integrable in elementary functions?

I'm teaching Calculus and my students asked me to calculate the integral of $x \, \tan(x)$.
I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be presented in ...

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419 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 ...