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Dec 31, 2021 at 12:02 vote accept Felipe Augusto de Figueiredo
Dec 29, 2021 at 20:28 comment added Felipe Augusto de Figueiredo Dear @Zachary, could you elaborate on your solution to the integral, please? What are the steps involved in finding it?
Dec 29, 2021 at 19:24 comment added Dispersion The expansion does work, although perhaps not if $x/\alpha$ is too large (remember that $\alpha=\theta-1$). As I stated, the expansion is valid for $|x-\alpha|<\alpha$, i.e for $x\in(0, 2\alpha)$, so even if $x>\alpha$, the series converges as long as $x\in(\alpha, 2\alpha)$. This result is of course derived within a certain limit, so it won't be valid for all $x$ such that $x\ge \alpha$; asking to know the exact behavior of your integral not in any limit but for any values of your parameters is not very reasonable given your integral.
Dec 29, 2021 at 13:45 answer added Carlo Beenakker timeline score: 5
Dec 29, 2021 at 11:42 history edited Felipe Augusto de Figueiredo CC BY-SA 4.0
added 12 characters in body
Dec 29, 2021 at 11:41 comment added Felipe Augusto de Figueiredo @Zachary, OK, thanks. The only problem is that $x > \theta -1$. So I don't think the expansion will work.
Dec 29, 2021 at 2:56 comment added Dispersion This is a solution to the integral (I didn't include the factor of $\theta^{f(\epsilon)}$ that can be taken out of the integral in your post).
Dec 29, 2021 at 1:34 comment added Felipe Augusto de Figueiredo Dear @Zachary, is that a solution to the integral or just an expansion to its integrand?
S Dec 28, 2021 at 19:18 history edited Daniele Tampieri CC BY-SA 4.0
made the exponents larger to be readable + pushed the integration limits above the top and below the bottom of the integral sign.
S Dec 28, 2021 at 19:18 history suggested username CC BY-SA 4.0
made the exponents larger to be readable
Dec 28, 2021 at 19:15 comment added Dispersion Letting $\alpha=\theta-1$, if $|x-\alpha|<\alpha$ (i.e. if $x/\alpha$ is within the unit-ball centered at $x=1$), then you have a binomial series expansion: $$\alpha^{-1-f(\epsilon)}\sum_{k\ge 0}(-1)^k \alpha^{-k} {k+f(\epsilon)\choose k} \frac{(x-\alpha)^{k-f(\epsilon)+1}}{k-f(\epsilon)+1},$$ where $f(\epsilon)=\frac{1}{3+\epsilon}$.
Dec 28, 2021 at 18:58 comment added Carlo Beenakker the "solution" can be written in terms of a hypergeometric function, in view of the indefinite integral $$\int y^a(y+b)^c\,dy=(a+1)^{-1}y^{a+1} (b+y)^c \left(y/b+1\right)^{-c} \, _2F_1\left(a+1,-c;a+2;-y/b\right)$$ no idea if this useful for you...
Dec 28, 2021 at 18:51 comment added username Is $x>\theta -1$ ? A closed form solution means not very much in general: it is much more useful to know how to compute it numerically for practical purposes, or study its dependance on various elements. So what do you really want to know : how to evaluate it efficiently (for which range of parameters) or to know its behavior for $\theta$ close to $x+1$, or near $1$, or for $x$ large...?
Dec 28, 2021 at 18:45 review Suggested edits
S Dec 28, 2021 at 19:18
S Dec 28, 2021 at 18:30 history suggested Dispersion CC BY-SA 4.0
Fixed LaTeX.
Dec 28, 2021 at 18:29 review Suggested edits
S Dec 28, 2021 at 18:30
Dec 28, 2021 at 18:29 comment added Felipe Augusto de Figueiredo @AlessandroDellaCorte, thanks for pointing that out, that was wrong.
Dec 28, 2021 at 18:28 history edited Felipe Augusto de Figueiredo CC BY-SA 4.0
added 3 characters in body
Dec 28, 2021 at 18:23 comment added Alessandro Della Corte $\epsilon=1$? You really mean that? So why you write like that?
Dec 28, 2021 at 18:15 comment added Felipe Augusto de Figueiredo @Zachary, thanks for your comment. I've just added some more information.
Dec 28, 2021 at 18:14 history edited Felipe Augusto de Figueiredo CC BY-SA 4.0
added 217 characters in body
Dec 28, 2021 at 18:05 comment added Dispersion What is the range of $x, \theta, \epsilon$? It would also be helpful to know the context in which this integral came up, and if estimates are useful if a closed-form solution isn't possible.
Dec 28, 2021 at 17:24 history asked Felipe Augusto de Figueiredo CC BY-SA 4.0