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I am looking for references and results on integrals with product of two infinite sums:

$$S_1=\int_0^{\infty} \sum_{n=0}^{\infty} f(nx) \sum_{k=0}^{\infty} \overline{ g(kx)} dx$$

Above integral is well defined with complex functions $f$ and $g$ in $C^1$, of rapid decrease at infinity and verifying:

$$\int_0^{\infty} f(x) dx= \int_0^{\infty} g(x) dx=0$$ and $$f(0)=g(0)=0$$

In case $f=g$ is there any way to express following sum without any sum (may be imposing some condition on $f$?) :

$$S_2=\int_0^{\infty} \sum_{n=0}^{\infty} f(nx) \sum_{k=0}^{\infty} \overline{ f(kx)} dx$$

For example it is not hard to prove (with $f$ as defined above)(using Poisson Summation formula - note that we cannot intervene integral and sum!):

$$\int_0^{\infty} \sum_{n=0}^{\infty} f(nx) dx = \int_0^{\infty} \frac{1}{x}\int_x^{\infty} f(y) dy dx$$

But with double product it is not so simple to get rid of the sum! and may be not possible in general case ?


For info and as demanded in comment, here is the demo of above formula

we can split the integral in two:

$$\int_0^{\infty}\sum_{n=1}^{\infty} f(nx) dx= \int_0^{\epsilon}\sum_{n=1}^{\infty} f(nx) dx + \int_{\epsilon}^{\infty}\sum_{n=1}^{\infty} f(nx) dx$$

and chose $\epsilon$ small to have first integral as small as we want, on the second one we can interchange sum and integral and if we note $F(x)$ the primitive of $f(x)$ such that $F(0)=0$ we have (as $\lim_{x \to 0} F(x)=0$ due to the condition imposed on $f(x)$: $\int_0^{\infty} f(x) dx=0$):

$$\int_{\epsilon}^{\infty}\sum_{n=1}^{\infty} f(nx) dx =\sum_{n=1}^{\infty} \int_{\epsilon}^{\infty} f(nx) dx= -\sum_{n=1}^{\infty} \frac{1}{n} F(n \epsilon)$$

Now we can apply the Poisson summation formula ($\lim_{x \to 0}\frac{F(x)}{x}=0$) to obtain (we note $\mathcal{F}$ the Fourier tansform):

$$ \sum_{n=1}^{\infty} \frac{1}{n \epsilon} F(n \epsilon) = \frac{1}{\epsilon} \sum_{n=1}^{\infty} \mathcal{F}(\frac{F(|x|)}{|x|})(\frac{n}{\epsilon})+\frac{1}{2 \epsilon} \mathcal{F}(\frac{F(|x|)}{|x|})(0)$$

And we see that, as the terms $\mathcal{F}(\frac{F(|x|)}{|x|})(\frac{n}{\epsilon})$ can be as small as we want for $\epsilon$ small, only one term remains and taking the limit with $\epsilon \to 0$:

$$\int_{0}^{\infty}\sum_{n=1}^{\infty} f(nx) dx = -\frac{1}{2} \mathcal{F}(\frac{F(|x|)}{|x|})(0) $$

So finally, we find the expected result:

$$\int\limits_{0}^{\infty} \sum\limits_{n =1}^{\infty} f(nx) = \int_{0}^{\infty} \frac{1}{x} \int_{x}^{\infty} f(y) dy dx $$

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  • $\begingroup$ for my education, could you include a few intermediate steps in your last equality? $\endgroup$ Commented Oct 27, 2018 at 12:43
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    $\begingroup$ See above, do you know it is somewhere in litterature, I did not find it! $\endgroup$
    – Bertrand
    Commented Oct 27, 2018 at 13:11

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