MathOverflow is a question and answer site for professional mathematicians. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Hello,

This post is a question following the previous post. In one dimensional case, we have $$ \int_0^x |y|^{1-\alpha} |x-y|^{1-\beta} d y = \frac{\Gamma(\alpha)\Gamma(\beta)}{\Gamma(\alpha+\beta)} |x|^{-1+\alpha+\beta},\quad x>0 $$ for $\alpha\in [0,1[$, $\beta\in [0,1[$, and $\alpha+\beta <1$. What is interesting is that we do can take $\alpha+\beta=1$, and then the above integral is actually independent of $x$. This is the benefit of integration over $[0,x]$ instead of $R$.

My problem is then whether we could generalize the above integral to high dimensional case? In particular, by choosing $\alpha+\beta=1$, the generalized integral is expected to be independent of $x\in R^d_+$.

Thanks for any hints!

Anand

share|cite|improve this question
1  
Are you by any chance looking for this: en.wikipedia.org/wiki/Selberg_integral – Suvrit Aug 10 '11 at 16:38
    
@Suvrit, thank you for your hint. I will check whether Selberg integral can save me instead of struggling with the beta integral. :-) – Anand Aug 10 '11 at 16:59

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.