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Timeline for Corner integrals of $\exp$

Current License: CC BY-SA 4.0

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Jun 12, 2018 at 18:30 comment added esg Note that the final result can be written as $$I=(-1)^n\big( \prod_{i=1}^n A_i\big)\, \Delta^n(\exp(-x);\,0,A_1,\ldots,A_n)$$ where $\Delta^n(f;\,x_0,\ldots,x_n)$ denotes the divided difference of $f$ corresponding to $x_0,\ldots,x_n$. So you can use the calculus of finite differences in your considerations
Jun 12, 2018 at 9:46 comment added Mateusz Kwaśnicki @WlodAA: You're welcome. I am not a number theorist, I have no idea if this was ever applied there. I think the general case is treated in [Amari, Misra, Closed-Form Expressions for Distribution of Sum of Exponential Random Variables].
Jun 12, 2018 at 9:20 comment added Wlod AA The pseudo-singularities due to some equalities $A_k=A_m,\ $ are a bit messy. I wonder if nonstandard analysis would make things smooth?
Jun 12, 2018 at 9:17 vote accept Wlod AA
Jun 12, 2018 at 9:12 comment added Wlod AA Thank you, it looks perfect. (It's good I've saved my time asking an expert). I'll get some sleep and will check things exactly after I open my eyes anew. Do you know about number theoretical applications of this material? N.Th. was my motivation.
Jun 12, 2018 at 8:56 history answered Mateusz Kwaśnicki CC BY-SA 4.0