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15 votes
0 answers
749 views

Prove $\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge {\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4} \right)$

I would like to prove that $$\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge {\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4} \right)$$ for any $\omega > 0$ and $...
0 votes
0 answers
112 views

On certain integrals of exponential functions with respect to Gaussian measures

I have questions about the integral $$F(a,b,c)=\sqrt{\frac{a}{\pi}}\int_{0}^{\infty}e^{-bx^4+cx^3-ax^2}dx$$ for $a,b,c>0$. What is the asymptotic behavior of $F(a,b,c)$ for small $a,b,c$? In ...
9 votes
2 answers
519 views

The fraction of the sphere a fixed distance from a subspace

The following problem has a beautiful geometric interpretation in terms of the proportion of points on the Euclidean sphere in $\mathbb{R}^d$ that lie at least a certain distance away from a $k$-...