Consider a smooth probability density $\pi(x)$ on $\mathbb{R}^d$. I am looking for natural for the integral $\iint_{u,v} \ \min\big(\pi(u), \pi(v) \big) \ du \ dv$ to be finite. If $\pi$ is a radially decreasing density, this is equivalent to the condition $\mathbb{E}\big[ \|X\|^{d} \big] < \infty$. Are there smooth densities verifying this moment condition such that $\iint_{u,v} \ \min\big(\pi(u), \pi(v) \big) \ du \ dv = \infty$ ?

No answer given on math.stackexchange. This integral appeared while studying a Metropolis-Hastings Markov chain.

Consider a smooth probability density $\pi(x)$ on $\mathbb{R}^d$. I am looking for natural for the integral $\iint_{u,v} \ \min\big(\pi(u), \pi(v) \big) \ du \ dv$ to be finite. If $\pi$ is a radially decreasing density, this is equivalent to the condition $\mathbb{E}\big[ \|X\|^{d} \big] < \infty$. Are there smooth densities verifying this moment condition such that $\iint_{u,v} \ \min\big(\pi(u), \pi(v) \big) \ du \ dv = \infty$ ?

No answer given on math.stackexchange. This integral appeared while studying a Metropolis-Hastings Markov chain.