Skip to main content

All Questions

Filter by
Sorted by
Tagged with
6 votes
1 answer
340 views

Law of unconsious statistician: application in characteristic function

Let $g(x)=(x-a)\mathbf 1_{x\ge a}$ for some $a>0$ and let $X$ be a non-negative random variable with cdf $F$ and $E[X]<+\infty$. I want to calculate $$\frac{d}{da}E[g(X)]$$ To do that I thought ...
Jimmy R.'s user avatar
5 votes
0 answers
266 views

Hadamard lemma without integration

Let $I$ be the ideal of smooth germs vanishing at zero. Let $I^{k+1}$ be the ideal generated by $(k+1)$-fold product of such germs. Write $F_k$ for the ideal of $k$-flat germs at zero. By the product ...
Arrow's user avatar
  • 10.5k
2 votes
0 answers
946 views

On a deceptively tricky calculus problem

Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality Let $A$ be a non-constant operator acting on $C^...
matilda's user avatar
  • 90
2 votes
0 answers
44 views

Derivatives of $G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt$ when $h$ is positive-homogeneous

Let $h:\mathbb R \to \mathbb R$ be a continuous which is positive-homogeneous of order $p \ge 1$, and define $G_h:[-1,1] \to \mathbb R$ by $$ G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt. $...
dohmatob's user avatar
  • 6,853
2 votes
0 answers
130 views

Computing harmonic sum [closed]

I want to show the following equalities for harmonic sum $$\sum_{k=1}^{\infty}\frac{(-1)^k}{k^3}=\lim_{n\to\infty}\int_0^{2n}\frac{-3}{x^4}([x]-2[\frac{x}{2}])dx$$ Any idea?
Mxifeng's user avatar
  • 37
2 votes
0 answers
103 views

Combinatorial identity of Derivatives of super-Gaussian function

An asymptotic expansion I stumbled upon has real numbers $c^\alpha_{ij}$ as coefficients, where $i, j \in \mathbb{N}_0$ are non-negative integers and $\alpha \in \mathbb{N}_0^n$ is a multi-index. They ...
Matthias Ludewig's user avatar
1 vote
1 answer
200 views

About $\displaystyle\int_{\mathbb{R}_y^3}\int_{\mathbb{S}^2}e^{-\frac{1}{2}|x-[(x-y)\cdot\omega]\omega|^2}d\omega dy$

An integral has been pushed me over the edge for several weeks. It reads as: $$\displaystyle\int_{\mathbb{R}_y^3}\int_{\mathbb{S}^2}e^{-\frac{1}{2}|x-[(x-y)\cdot\omega]\omega|^2}d\omega dy$$ I tried ...
Linxiaodiu's user avatar
1 vote
1 answer
278 views

Request for help with two integrals

It would be great if someone can help me do these integrals - using numerical integration on Mathematica it seems that these converge - in what follows $a \in \mathbb{R}$ and $q \in \mathbb{N}$ and $n ...
user6818's user avatar
  • 1,893
1 vote
1 answer
1k views

integrate exponential function of quadratic form over unit norm vectors

Let $A$ and $b$ be an $M\times M$ matrix and an $M\times 1$ vector, respectively. I need to solve $$\int_{\|x\|^2=1} \exp\left(-x^\ast Ax + 2\mathcal{R}\{x^\ast b\}\right) \, dx$$ where $(\cdot )^\...
Fredrik Rusek's user avatar
1 vote
1 answer
135 views

Prove the integral of multi-variable rational fraction is convergent

I have posted this problem in MSE long ago: https://math.stackexchange.com/questions/3782868/multi-variable-rational-fraction-integral. But it hasn't been solved yet so I post it here. Maybe this ...
Houa's user avatar
  • 561
1 vote
1 answer
323 views

A Bessel-like integral

I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $0\le\lambda\le1$, $p\ge0$, $q\ge0$ are ...
valle's user avatar
  • 884
1 vote
0 answers
35 views

How to relate this integration with the integral expansion of special functions?

I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $p\ge0$, $q\ge0$ are real, and $n,a,b$ ...
Rekha K.'s user avatar
1 vote
0 answers
726 views

The derivative of an integral function with indicator and max function as integrand

I encounter the following type of problem: \begin{equation} F(x) = \int_a^b \mathbf{1}_{\{v+x-h(v)\geq 0\}}\max\{h(v)-y-x,0\}dv \end{equation} where $\mathbf{1}_{\{z\geq 0\}}=1$ if event $z\geq 0$ ...
kim kevin's user avatar
0 votes
1 answer
167 views

Solution of this differential equation [closed]

I wonder if it is possible to solve analytically the following equation $$ \dot{\alpha}_t = -\frac{2}{m} \alpha^2_t + \frac{1}{2m} (\alpha_t - \alpha_t^*)^2 $$ Where $\alpha_t$ is a complex function, $...
user38747's user avatar
0 votes
0 answers
38 views

Symmetric expression of boundary term in integration by part

Suppose $\Omega\subset\mathbb{R}^2$ be a smooth domain. $f,g\in C^\infty(\Omega)$. We consider the integration by part here: $$\begin{aligned} \int_{\Omega}(\partial_1\partial_2f)g&=-\int_{\Omega}(...
Holden Lyu's user avatar
0 votes
0 answers
67 views

Integration of matrix form of Vasicek variance (Python/Matlab)

$X_t$ is a vector and follows the following Vasicek process. $$ dX_t=(mu-K\cdot X_t)dt+Sigma_x\cdot dZ_t \\ $$ What is the variance of $X_t$? In scalar form the answer is $\frac{Sigma_x^2}{2\cdot K}\...
JH Y's user avatar
  • 1