# Tagged Questions

The integration tag has no wiki summary.

**10**

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194 views

### 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. ...

**10**

votes

**0**answers

249 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 ...

**9**

votes

**0**answers

205 views

### 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 ...

**7**

votes

**0**answers

362 views

### Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces.
Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...

**6**

votes

**0**answers

75 views

### 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:
...

**6**

votes

**0**answers

88 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 ...

**4**

votes

**0**answers

60 views

### 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 ...

**4**

votes

**0**answers

261 views

### Reference request : Grothendieck's topological space valued integral

As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...

**4**

votes

**0**answers

151 views

### 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 ...

**4**

votes

**0**answers

100 views

### 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 ...

**4**

votes

**0**answers

229 views

### 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}
...

**4**

votes

**0**answers

135 views

### About arithmetic-geometric mean

It's well known that if we set $a_0=x \geq 0, \ g_0=y \geq 0$, and
$$ a_{n+1}=\dfrac{1}{2}(a_n+g_n), \ g_{n+1}=\sqrt{a_n g_n} ,$$
then both $\{a_n\}$ and $\{g_n\}$ will converge to $AGM(x,y)$. ...

**3**

votes

**0**answers

148 views

### A difficult integral which the Risch algorithm shows is not elementary

For reasons which aren't conceptually related to the problem a few of my colleagues and I are in need of finding an expression for the following integral in terms of $a$ and $\delta$:
...

**3**

votes

**0**answers

461 views

### Question on a proof by Solonnikov,Ladyzhenskaya,Ural'tseva

I have already asked this question on Mathematics SE, because I suppose that it is not research level. But I haven't got an answer, possibly here someone can answer.
Let $G(t,x)$ be the fundamental ...

**3**

votes

**0**answers

124 views

### Computing local volumes : the case of Hecke p-adic subgroups

I am quite interested in knowing how to compute some volumes of groups defined on local fields $K$, mainly in order to evaluate the identity term in trace formulas. It is something well done in the ...

**3**

votes

**0**answers

156 views

### An upper bound for a 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},~
1\leq j \leq 2^{n} \}
\right\} \right)_{n ...

**3**

votes

**0**answers

94 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 $X$ ...

**3**

votes

**0**answers

82 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 ...

**3**

votes

**0**answers

203 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) &=& ...

**3**

votes

**0**answers

220 views

### When does this method for integrals of fractional/integer parts work?

In a question
Agno suggested an interesting way to compute $\{x\}$ and $\zeta(s)$.
Define
$$ F(x) = \{x\} = x - \lfloor x \rfloor = \frac{i \, \log\left(-e^{\left(-2 i \, \pi x\right)}\right)}{2 \, ...

**3**

votes

**0**answers

145 views

### An isoperimetric inequality for “order” polytopes

I am looking for an isoperimetric inequality for order-like polytopes.
An order polytope $K\in \mathbb{R}^n$ is defined by a set of linear inequaities:
$$ \forall i \; 0\leq x_i \leq 1 $$
and
$ ...

**2**

votes

**0**answers

35 views

### 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.
...

**2**

votes

**0**answers

39 views

### 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 {
...

**2**

votes

**0**answers

183 views

### Inequality with CDF of order statistics

here is a problem I have been struggling with for a while now. This is for a paper I am working on. Any help would be appreciated! Here we go:
Each bidder's valuation $\theta _{i},$ $i=1,...,N$, is ...

**2**

votes

**0**answers

217 views

### A integral equation with Discrete to result by inverse problem

Problem
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, (I know the ...

**2**

votes

**0**answers

109 views

### Regularity of measures in the theorem of Riesz

There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...

**2**

votes

**0**answers

65 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
...

**2**

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**0**answers

117 views

**2**

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**0**answers

109 views

### 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 ...

**2**

votes

**0**answers

280 views

### 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} ...

**2**

votes

**0**answers

214 views

### An integral inequality

Let $g:\mathbb{R}\rightarrow\mathbb{R}$ be bounded with derivative $g'$. I have shown that the following inequality holds for all $w\in\mathbb{R}$,
...

**2**

votes

**0**answers

251 views

### Definite integral probably equal to zeta with known (but unusable) closed form for the indefinite integral

Related to this and
this questions.
Basically got definite integral that experimentally equals
$\zeta(s)$ both numerically and symbolically.
Closed form for the indefinite integral is known, but I ...

**2**

votes

**0**answers

249 views

### Expectation involving the ratio of normal pdf to normal cdf?

i need to calculate some expectations which involving the ratio of normal pdf to normal cdf.
Specifically, they are $E\{\phi(x)/\Phi(x)\}$ and $E\{x\phi(x)/\Phi(x)\}$ where $x\sim N(0,1)$.
Written ...

**2**

votes

**0**answers

149 views

### Marginalizing multivariate normal over defined interval

Hello everyone,
I am trying to obtain an analytic expression for the following Gaussian integral
$$\frac{1}{\sqrt{(2 \pi)^n |\Sigma|}} \int \kern-0.2em \cdots \kern-0.2em \int d\mathbf{x}_{\sim i} ...

**2**

votes

**0**answers

628 views

### Hubbard-Stratonovich Transformation

Hello,
The Hubbard-Stratonovich transformation
$\exp(x^2) = \frac{1}{\sqrt{4 \pi}} \int_{-\infty}^{+\infty} du \exp(-\frac{u^2}{4} - xu)$
allows one to wirte the exponential of a the square of a ...

**2**

votes

**0**answers

215 views

### Coutour Integral of Gamma Functions

How do I solve the Integral
$$ \frac{1}{2\pi j} \oint
\frac{b^{ - s} \Gamma[2 + i - s] \Gamma[s] \Gamma[-1 - i + s]}{
(2 + i - s) \Gamma[3 + i - s]} \:\mathrm{d}s$$
This integral is an inverse ...

**1**

vote

**0**answers

132 views

### convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)...
\begin{equation}
f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ???
\end{equation}
which represents the pdf of the sum $Z = ...

**1**

vote

**0**answers

58 views

### Convergence of solutions of the volterra integral equation with convergent kernels

Consider the following Volterra integral equation
$$
g(t) = \int_0^t K_n(t,s)w_n(s) ds
$$
where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...

**1**

vote

**0**answers

132 views

### Reference : Special case of Banach-valued function integration by parts

Let $u \in L^p (0,T; L^1(\Omega))$ with $\partial_t u \in L^p(0,T; L^1(\Omega))$ and $v \in L^q (0,T; L^\infty(\Omega))$ with $\partial_t u \in L^q(0,T; L^\infty(\Omega))$ (with $1/p+1/q=1$ and $p \in ...

**1**

vote

**0**answers

103 views

### Integral involving a Meijer-G function

I am having trouble with calculating the following integral:
$$
\int_{0}^{\infty} \ln{(1 + \alpha x)\, G^{k,0}_{k,k}\left[e^{-x}\left|^{(a_k)}_{(b_k)} \right. \right]} \, dx,
$$
where $\alpha > ...

**1**

vote

**0**answers

92 views

### Adelic integral factorization

In order to calculate Tamagawa numbers, I need to justify that for a nice (say Schwartz-Bruhat) function, the following identity holds :
$$\int_{\mathbf{A}^2} f(x)dx = \int_{SL_2(\mathbf{A})/SL_2(K)} ...

**1**

vote

**0**answers

72 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 ...

**1**

vote

**0**answers

82 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?
...

**1**

vote

**0**answers

233 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 ...

**1**

vote

**0**answers

122 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 ...

**1**

vote

**0**answers

123 views

### 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 ...

**1**

vote

**0**answers

277 views

### exponential integral $e^{x/t^{3}}$ and floor function

Is it possible to give a closed form for the integral
$$ \int_{0}^{\infty} \frac{dt}{t^{3}}\rho (t)e^{-\frac{x}{n^{2}t^{2}}}$$
where $ \rho (t) = t- \left\lfloor t\right\rfloor $ is the fractional ...

**1**

vote

**0**answers

87 views

### Distribute Monte Carlo samples among dimensions

Simplified problem: Given a $d$-times nested convolution of an input function $g(x):\mathbb{R}\mapsto \mathbb{R}$ with the same band-limited smooth function $f(x):\mathbb{R}\mapsto \mathbb{R}$. I am ...

**1**

vote

**0**answers

292 views

### complex contour integral calculation after Möbius transformation

Good day to everyone.
In my scientific research I've got stuck with a contour integration problem.
I would like to evaluate the following integral:
$$I=\int_0^{\infty } \frac{e^{\frac{\alpha -\mathrm ...

**1**

vote

**0**answers

162 views

### Equal maximum and minimum in a large-scale linear programming

For a linear optimization of an integral (with integral constraints), I perform a linear programming for the equivalent series. Maximum and minimum of the LP problem tend to be equal as I increase the ...