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Is it possible to find closed form of $$I=\frac{1}{\pi^{n}}\int_{\mathbb{R}^n}dV \prod_{i=1}^{l}\frac{1}{1+(v_{i}^{T}x)^2}$$ in terms of vectors $v_i$?

Where $x=(x_1,\ldots,x_{n}),\ dV=dx_1\wedge\ldots\wedge dx_{n},\ l \geq n,\ \operatorname{span}(\{v_1,\ldots,v_l\})=\mathbb{R}^n$
Whenever I input the entries of $v_{i}$ as integers, I always get $I$ as a rational number, that's why I believe there is a closed form of $I$. Below is one of the cases I found (though I did not see any clear pattern so that I can guess the closed form of $I$)
$$\frac{1}{\pi^{2}}\int_{\mathbb{R}^2}dV\prod_{i=1}^{3}\frac{1}{1+(v_{i}^{T}x)^2}=\frac{1}{|\det(v_1\ v_2)|+|\det(v_2\ v_3)|+|\det(v_3\ v_1)|}$$ So far, I have only used residue theorem to evaluate these integrals and I have to apply it repeatedly each integral, which prevented me from using the "symmetry" of variables, also, the amount of calculations escalated very quickly.

I'm not only interested in the closed form of $I$, I'm also looking for a technique to deal with this kind of problem more efficiently (something like multivariate residue theorem combined with linear algebra, I imagine).

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  • $\begingroup$ Did you try the generalisation of your formular you get if you sum in the denominator of the RHS over all subsets of $\{v_1,\ldots,v_l\}$ with $n$ elements ? $\endgroup$
    – jjcale
    Commented Dec 1 at 9:19
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    $\begingroup$ This argument is not completely worked out: For $l=n$ your problem can be rescaled using the substitution or transformation $x \mapsto x'=V x$, with Jacobi matrix $V=\{v_1,\ldots,v_n\}$. The resulting integral over $x'$ then decouples, as $v_i'^T=v^T V^{-1}=e_i^T$, and yields the inverse constant functional or Jacobi determinant $|\det V|^{-1}.$ For $l>n$ this argument might be generalized, with a appropriate sum over subspaces. $\endgroup$
    – Fred Hucht
    Commented Dec 1 at 13:15

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Here my reformulated comment as answer:

We first consider the case $l=n$ and start with the integral \begin{align} \tag{1a}\label{eq:1a} I_0 &= \frac{1}{\pi^{n}}\int_{\mathbb{R}^n} \mathrm d^n \xi \prod_{i=1}^{n}\frac{1}{1+(e_{i}^{T}\xi)^2} \\ \tag{1b}\label{eq:1b} &= \frac{1}{\pi^{n}}\prod_{i=1}^{n}\int_{-\infty}^\infty \frac{\mathrm d \xi_i}{1+\xi_i^2} \\ \tag{1c}\label{eq:1c} &=1, \end{align} with base vectors $e_i$, e.g., $e_1=(1,0,\ldots,0)$.

We now define the matrix \begin{align} \tag{2}\label{eq:2} V = \{v_1,\ldots,v_n\} \quad\Leftrightarrow\quad e_i^T\,V=v_i^T \end{align} such that \begin{align} \tag{3a}\label{eq:3a} I_0=1 &= \frac{1}{\pi^{n}}\int_{\mathbb{R}^n} \mathrm d^n \xi \prod_{i=1}^{n}\frac{1}{1+(e_{i}^{T} V V^{-1}\xi)^2} \\ \tag{3b}\label{eq:3b} &= \frac{1}{\pi^{n}}\int_{\mathbb{R}^n} \mathrm d^n \xi \prod_{i=1}^{n}\frac{1}{1+(v_{i}^{T} V^{-1}\xi)^2} \\ \tag{3c}\label{eq:3c} &= \frac{1}{|\det V^{-1}|}\frac{1}{\pi^{n}}\int_{\mathbb{R}^n} \mathrm d^n x \prod_{i=1}^{n}\frac{1}{1+(v_{i}^{T} x)^2} \\ \tag{3d}\label{eq:3d} &= |\det V|\,I, \end{align} with $x=V^{-1}\xi$, where we introduced the Jacobi determinant $|\det V|$ in the change of variables.

I did not work out the case $l>n$. I guess that one can extend the integration from $\mathbb{R}^n$ to $\mathbb{R}^l$ and let the additional components of $v_{i>n}$ go to infinity using a certain protocol, such that the corresponding (normalized) Lorentzians become Dirac delta distributions and drop out again. This might lead to a sum of Jacobi determinants in \eqref{eq:3d}. However, this is only a guess.

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Partial results

I just realized the problem is a lot harder than I thought due to heavy algebraic expressions. I suspect that we might never find out the most general solution even if it exists. Therefore, I think predicting patterns is worth trying here.

The list below is a collection of found cases:

  1. Case $n=1$, not simplified (trivial, somewhat unuseful) $$\frac{1}{\pi}\int_{\mathbb{R}}dx\prod_{i=1}^{l}\frac{1}{1+(a_{i}x)^2}=\sum_{i=1}^{l} \frac{a_{i}^{2l-3}}{\prod_{j\not =i}(a_{i}^{2}-a_{j}^{2})}$$

  2. Case $n=1,\ l=3$, simplified (trivial)

$$\frac{1}{\pi}\int_{\mathbb{R}} dx\prod_{i=1}^3\frac{1}{1+(a_{i}x)^2}=\frac{a_{1}a_2+a_{2}a_{3}+a_{3}a_{1}}{(a_{1}+a_{2})(a_{2}+a_{3})(a_3+a_1)}$$

  1. Case $n=1,\ l=4$, simplified (non-trivial, but provable)
    $$\frac{1}{\pi}\int_{\mathbb{R}}dx\prod_{i=1}^{4}\frac{1}{1+(a_{i}x)^2}=\frac{\sum_{\sigma\in S_4}a_{\sigma(1)}^2 a_{\sigma(2)}^2 a_{\sigma(3)}^1 a_{\sigma(4)}^0+2\sum_{\sigma\in S_4}a_{\sigma(1)}^2 a_{\sigma(2)}^1 a_{\sigma(3)}^1 a_{\sigma(4)}^1}{\prod_{i\not= j}(a_{i}+a_{j})}$$ note: case 1 to case 3, wlog, assumed $a_i\geq 0$
  2. Case $l=n$ (trivial, see FredHucht's answer) $$\frac{1}{\pi^n}\int_{\mathbb{R}^n}d^{n}x\prod_{i=1}^{n}\frac{1}{1+(v_{i}^T x)^2}=\frac{1}{|\det(v_{1}\ldots v_{n})|}$$
  3. Case $n=2, l=3$ (UNSOLVED) $$\frac{1}{\pi^{2}}\int_{\mathbb{R}^2}d^{2}x\prod_{i=1}^{3}\frac{1}{1+(v_{i}^T x)^2}=\frac{1}{D_{12}+D_{23}+D_{31}}$$
  4. Case $n=2, l=4$ (UNSOLVED) $$\frac{1}{\pi^{2}}\int_{\mathbb{R}^2}d^{2}x\prod_{i=1}^{4}\frac{1}{1+(v_{i}^T x)^2}=\frac{\sum D_{aa'}D_{bb'}D_{cc'}-\sum_{i\in [4]} D_{i\mu_1}D_{i\mu_2}D_{i\mu_3}}{\prod_{\{i,j,k\}\subset [4]}\left(D_{ij}+D_{jk}+D_{ki}\right)}$$ $D_{ij}=|\det(v_{i}\ v_{j})|$. In the case 6 right above, the left sum sums over all triples of distinct determinants.

Honestly, I have made a lot of guesses and computation to find formulas but I couldn't continue when $l-n$ grows. I expect that the case $l=n+1$ and the case $l=n+2$ can be solved but I'm not sure about $l\geq n+3$ .
I hope these partial results are helpful.

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  • $\begingroup$ Case $n=2$ , $l=3$ should be easy since by a permutation of the $i$ and a linear variable substitution for $x$ we get $v_1 = e_1$ and $v_2 = e_2$ . $\endgroup$
    – jjcale
    Commented Dec 2 at 18:35
  • $\begingroup$ @jjcale Could you elaborate? I don't understand how that works. $\endgroup$
    – Quý Nhân
    Commented Dec 3 at 3:29
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    $\begingroup$ We may assume that $v_1$ and $v_2$ are linear independent. Then there exists a matrix $L$ with $Lv_1 = e_1$ and $Lv_2 = e_2$. Set $x = L^T y$ . Then we have to calculate $\int_{\mathbb{R}^2}d^{2}y\frac{1}{1+y_1^2}\frac{1}{1+y_2^2}\frac{1}{1+(a*y_1+b*y_2)^2}$, where $Lv_3 = (a,b)^T$ . $\endgroup$
    – jjcale
    Commented Dec 3 at 17:42
  • $\begingroup$ @jjcale Okay, the integral looks simpler than the initial one, but are you sure it is easy to calculate? Is there an elegant way to do so? It is tedious to integrate $y_1$ and then $y_2$, imagine we have to do it for $y_1,y_2,\ldots,y_{n}$. $\endgroup$
    – Quý Nhân
    Commented Dec 3 at 18:45

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