Timeline for limit multiple integral
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Mar 13, 2016 at 3:15 | comment | added | Chee | Depending on the value of $H,K$, you may see phase transition! | |
| Mar 13, 2016 at 3:13 | comment | added | Chee | Your integral seems to be connected to vector fractional brownian motion and its Laplace transform. Would David Nulart's famous book "fractional brownian motion stochastic calculus and applications" be helpful? Since the integrand is nonnegative and is a product of the same function evaluated at two different pairs of arguments, bounding one gives a bound on the whole integral. You can use Tonelli theorem first, and isolate the singularity first. $H,K$ play the critical role. But since Sebastian has recommended it be posted on another site, maybe you should do so! | |
| Mar 12, 2016 at 17:07 | comment | added | Sebastian Goette | Have you already tried to multiply each of the four variables with $T$ and keep the domain of integration fixed as $[0,1]^4$? This should solve your problem. I am not sure if this really a research level question, and therefore recommend that you post questions like this on math.stackexchange. | |
| Mar 12, 2016 at 16:59 | history | edited | Yemon Choi | CC BY-SA 3.0 |
tried to improve formatting
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| Mar 12, 2016 at 16:56 | review | First posts | |||
| Mar 12, 2016 at 17:02 | |||||
| Mar 12, 2016 at 16:54 | history | asked | user88853 | CC BY-SA 3.0 |