All Questions
Tagged with integration asymptotics
56 questions
0
votes
0
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36
views
Contribution of Fisher information near jump points in convolved probability distributions
I am trying to compute the contribution to the Fisher information from jump points $b_i(\theta)$ in the convolved function $f(x; \theta)$ with respect to the parameter $\theta$. I am unsure whether it ...
- 99
0
votes
2
answers
148
views
Asymptotic behavior of the integral of Hermite functions/polynomials on half-lines
I would like to understand the asymptotic behaviour of the following integrals with fixed $x_0>0$:
$$J_m=\int^{+\infty}_{x_0}|H_m(x)|^2 e^{-x^2}dx,$$
where $H_m(x)$ is the $m-$th Hermite polynomial....
- 21
0
votes
1
answer
87
views
Properties of slowly-varying functions at two large points
Consider a slowly-varying function $L:(1,\infty) \mapsto (0,\infty)$, i.e. a function such that $L(cx)/L(x)\to1$ as $x\to\infty$ for all $c>0$. Assume that $\lim_{x \to \infty}L(x)=0$.
Question: is ...
- 195
0
votes
1
answer
91
views
Integral of complementary error function times exponential with polynomial argument
I try to understand the behavior of the following integral as $a\rightarrow\infty$
$$I(\delta)=\int_{-\delta}^\delta{\rm erfc}\Big(-\frac t{\sqrt a}\Big){\rm e}^{bt-t^2/a}{\rm d} t,$$
where ${\rm erfc(...
- 139
5
votes
2
answers
341
views
Small parameter expansion of an integral
I am trying analyze an integral of the form
$$I(\varepsilon)=\int_0^\infty f(t,\varepsilon) \,dt$$
where $\varepsilon$ is a small real parameter. The function $f(t,\varepsilon)$ is very complicated, ...
- 51
0
votes
0
answers
182
views
Why is the sign of the integration negative?
Let
\begin{aligned}
I=\int_0^1 B^{\frac{1}{1-\alpha + \alpha x}} x^{k - 1} \left(\frac{\alpha \log{\left(B \right)}}{(\alpha-k-1)^2} +\frac{1}{k} + \log{\left(x \right)} \right) dx,
\end{aligned}
...
- 9
3
votes
1
answer
163
views
Asymptotic behavior of the integral that contains $\delta$ function
The integral I want to calculate is defined as
$$
P(s)=\int_{-\infty}^{\infty}{\rm d}x\int_{-\infty}^{\infty}{\rm d}y\ \delta\left(\frac{(x+y)^2+4x^2y^2}{(x+y)^2+(x+y)^4}-s\right)e^{-\left(x^2+y^2\...
- 375
6
votes
1
answer
408
views
On an asymptotic integral decay
Let $f\in C^{\infty}([-1,0])$ be real-valued and suppose that
$$ \left| \int_{-1}^{0} f(t)\,e^{\lambda t} \,{\rm d} t \right| \leq e^{-\sqrt{\lambda}},$$
for all $\lambda > 0$. Does it follow that $...
- 4,135
2
votes
2
answers
382
views
Asymptotics of an integral requested
Given an integer $n\geq2$, consider the following integral
$$I_n:=\int_0^1nx^{n-1}\sqrt{\left\vert \frac{\log(1-x)}{\log n}\right\vert} \, dx.$$
QUESTION. Is this true? It appears to be so.
$$\lim_{n\...
- 43.2k
6
votes
3
answers
741
views
How do I solve the following definite integral (preferably by an asymptotic method)?
$$ \int_{1}^{\infty} \frac{\sin^2 (\mu \sqrt{x^2 -1})}{(x+1)^{\frac{9}{2}} (x-1)^{\frac{3}{2}}} \,dx $$
Note: $\mu$ here is an extremely small constant.
I have tried:
Estimating the integral by ...
- 69
2
votes
1
answer
119
views
Power series expansion of the order parameter in the Kuramoto model
In this review of the Kuramoto model, Eq. 14 is obtained by expanding the following integral in powers of $K r$,
$$
r = K r \int_{-\pi/2}^{\pi/2}\cos^2(\theta) g(K r \sin{\theta}) \mathrm{d}\theta
$$
...
- 640
7
votes
3
answers
662
views
Asymptotics for $\int\exp( -x t / \log t)dt$
What is the asymptotic growth rate of $$f(x) = \int_e^\infty e^{ - x t / \log t} dt$$ as $x \to 0$?
As an example of what is meant by "growth rate" consider $$g(x) = \int_e^\infty e^{-x t} ...
- 457
6
votes
2
answers
270
views
Asymptotics of error function integral with square root
I am interested in the asymptotics of the integral
$$I(a):=\int_0^\infty \sqrt{x}\operatorname{Erfc}(x+a)\,\mathrm{d}x$$
for $a>0$. I think that $I(a)$ should be decaying exponentially as $I(a)\...
- 623
3
votes
1
answer
140
views
On an asymptotic integral
Let $\phi, a \in C^{\infty}([0,1])$ and assume $a(0)=1$. Suppose that
$$
\int_0^1 e^{\tau \,\phi(t)}\,a(t)\,dt =0 \qquad \text{for all $\tau \in \mathbb R$}.
$$
Does it follow that $\phi$ is a ...
- 4,135
5
votes
2
answers
248
views
Integrals can sometimes be computed through their saddle points. Are there examples of converse, when saddle points are found via integrals?
Under some reasonable assumptions integrals with large exponents can often be computed via saddle point approximations, e.g.
$$\int e^{-\lambda f(x)}\approx e^{-\lambda f(x_0)},\qquad \lambda\to\infty$...
- 319
1
vote
1
answer
105
views
Integral of $J_1\left(Ae^{-\lambda t}-Ae^{-\lambda s}\right)e^{-\epsilon(t-s)}$ with respect to $s$?
Consider the integral
$$\mathcal{I}=\int_0^t\left(\frac{Ae^{-\lambda t}-Ae^{-\lambda s}}{2}\right)^{2m+1}e^{-\epsilon(t-s)}ds,\tag{1}$$
for constants $A,\lambda,\epsilon,t\in\mathbb{R}$ and $m\in\...
- 79
1
vote
0
answers
45
views
Asymptotic solution of wrinkle amplitude
I have encountered an equation determining amplitude of sinusoidal wrinkle
$\int_{0}^{\lambda_0} \sqrt{1+[(A_0\sin{\frac{2\pi x}{\lambda_0}})']^2} \,dx = \int_{0}^{\lambda_0(1+\epsilon_a)} \sqrt{1+[(A\...
- 11
2
votes
1
answer
102
views
Approximation of $\Phi (p)$
I am trying to find the asymptotic behavior (with respect to N) of the integral $$ \frac{2}{\sqrt{\pi}}\int_0^\infty \varPhi^{N-2}(p)e^{-p^2}\ dp. $$ In Rényi and Sulanke's paper Uber die konvexe ...
- 23
1
vote
1
answer
118
views
Asymptotics of the integral of an oscillating function
I would like to know the asymptotics of the following sequences of integrals:
$$ I_n = \displaystyle { \int _0 ^{+ \infty}
\dfrac{t^n}{(t + i)^{n + 1}}
...
- 97
3
votes
2
answers
135
views
Asymptotics of a sequences of integrals
I would like to know the asymptotics of the following sequences of integrals:
$$ I_n = \int _0
^{+ \infty}
e^{-t} \left ( \dfrac{t}{1 + t} \right )^n
\...
- 97
4
votes
1
answer
96
views
Estimate of $\frac{\int x^{2p}\,e^{-x^{2n}\,+\,\omega(x,y)}\;dx}{\int e^{-x^{2n}\,+\,\omega(x,y)}\;dx}$
For every $x,y\in\mathbb R$ let
$$ V(x,y) \,\equiv\, a\,x^{2n} + b\,y^{2m} - \omega(x,y)\,$$
where $a,b>0$, $n,m\in\mathbb N$, $n\geq m\geq1$, and $\omega$ is such that $\omega(x,y)/(x^{2n}+y^{2m})...
- 311
2
votes
2
answers
321
views
Asymptotic of an improper integral
I found myself stuck with an "elementary" claim in some article. A simplified version of the problem is:
Let $p : [0,1]\to [0,1]$ be a continuous and non decreasing function such that $p(0)=...
- 43
3
votes
2
answers
262
views
Asymptotic bound for $\sum_{x=0}^\infty \sum_{y=0}^\infty (x+y)^m e^{-\frac{x^2}{2i} - \frac{y^2}{2j}}$ for $i$ and $j$ large
Note: This question relates to two previous questions on math.stackexchange (1 and 2), neither of which had satisfactory answers after posting bounties.
Whilst trying to count certain types of ...
- 472
2
votes
1
answer
370
views
Asymptotic behaviour of an integral. How should I proceed?
Let us consider the following SDE: $$dY_t=b(Y_t)dt+\sigma(Y_t)dW_t\tag{1}$$ with $b, \sigma: (l, r)\to\mathbb{R}$, $−\infty \leq l < r \leq \infty$ bounded functions on compact intervals of $(l, r)$...
-1
votes
1
answer
97
views
Asymptotic expansion / analysis of this integral
As $M \to +\infty$, how could I make a good asymptotic analysis of this integral?
$$\int_0^1 \dfrac{\cos(M x)}{1 + x^2} e^{-M (x^2 - 1/9)}\ \text{d}x$$
The exponential term shall dominate, yet I ...
- 149
1
vote
1
answer
212
views
Asymptotic development of Integral of $e^xx^r$
Let $\alpha \in (0,1)$ and $\delta \in (0,1/2)$ be fixed, and consider the following integrals for each integer $j \geq 0$:
$$I_j(u):= \frac{e^u}{u^{j+\alpha}} \int_{-u\delta}^0 e^t t^{j-1+\alpha}\...
- 739
0
votes
0
answers
116
views
Finding a square integrable dominating function for function class
problem statement
For any $x \in R^d$, consider the function $$\phi(x,a) = \min_{1\leq j \leq k} \|x-a_j\|^2,$$
where $a = (a_1, \dots, a_k) \in R^{kd}$ and $\| \cdot \|$ is the $L_p$ norm for any $p ...
- 11
3
votes
2
answers
201
views
Meinardus theorem at use: problems with conditions
I am working on an enumerative problem related to knot theory, and I have found the following generating function
$$F(z)=\prod_{n\geq 1} \frac{1}{(1-z^{2n+1})^2}.$$
I am interested on getting ...
- 1,561
6
votes
1
answer
360
views
Stationary phase in spherical integral
I'm trying to find asymptotics for an oscillatory integral on $\mathbb{S}^{n-1}$, for which my advisor said I should use stationary phase arguments. The particular, he claims that:
If $\lambda\gg 1$...
- 377
1
vote
0
answers
196
views
Asymptotic of a functional as $x\rightarrow \infty$
Consider the following functional :
$$
I(x,s) =\int_0^\infty\mathrm dy \frac{F(x + \mathrm iy, s) − F(x −\mathrm iy, s)}{\mathrm e^{2πy}-1},
$$
where $ F(z, s) = \dfrac{\sinh(\sin^2[π\Gamma(z)/(2z)])...
- 375
2
votes
2
answers
399
views
Asymptotic decay rate of an oscillatory integral
Consider the following oscillatory integral
$$
I(n):=\int_{-\pi}^\pi\int_{-\pi}^\pi e^{i n(x+y)}\frac
{(1 - \cos(2x)) (1 - \cos(2y))}
{2k - (\cos x + \cos y)}\ \mathrm{d}x\,\mathrm{d}y.
$$
where $...
- 2,712
0
votes
1
answer
233
views
Logarithm of an integral involving generalized real binomial coefficients
I could not find a closed form for this integral although I think it should have been studied.
What is a good approximation to $I$ in
$$I=\ln\Bigg(\int_{0}^y\binom{2m}{m(1+x)}dx\Bigg)$$ where $0\...
- 1,826
1
vote
1
answer
299
views
Examples of Steffensen's inequality at undergraduated level studies
I've known few days ago the known as Steffensen's inequality, see the article Steffensen's inequality from Wolfram MathWorld and the cited bibliography. It seems that there are applications (I don't ...
2
votes
0
answers
249
views
Calculating $\int_1^{\infty}\frac{\operatorname{ali}(x)}{x^3}dx$, where $\operatorname{ali}(x)$ is the inverse function of the logarithmic integral
It is well-known that we can compute the closed-form of the integrals $$\int_1^{\infty}\frac{\log x}{x^2}dx$$
and $$\int_1^{\infty}\frac{\operatorname{li} (x)}{x^3}dx,$$
where $\operatorname{li} (x)$ ...
4
votes
1
answer
351
views
Asymptotic behaviour of function using Fox $H$-function representation
In equation (9) of this paper, it is claimed that the limiting behaviour
$$
\int_0^\infty \frac{1-\cos(kx_0)}{s+Dk^\alpha}dk
\sim
\frac{\Gamma(2-\alpha)\sin(\pi(2-\alpha)/2)x_0^{\alpha-1}}{(\alpha-1)D}...
- 85
3
votes
1
answer
363
views
Oscillatory integrals
Consider the integrals
$$I_n(\zeta,\epsilon)=\int_{-\zeta}^\zeta \left|(t-i\epsilon)^{-n}-(t+i\epsilon)^{-n}\right|\,dt$$
I would like to know the asymptotic behavior of $I_n(\zeta,\epsilon)$ for ...
- 4,135
5
votes
1
answer
294
views
Asymptotic of integral $\int_{1}^{e^n}(1-\frac{\ln(x)}{n})^n\,dx$
How could we find the large-$n$ asymptotic of $$\int_{1}^{e^n}\left(1-\frac{\ln x}{n}\right)^n\,dx.$$
I have a suspicion that this is $\sqrt{n}$.
6
votes
1
answer
560
views
Asymptotic Expansion of Bessel Function Integral
I have an integral:
$$I(y) = \int_0^\infty \frac{xJ_1(yx)^2}{\sinh(x)^2}\ dx $$
and would like to asymptotically expand it as a series in $1/y$. Does anyone know how to do this? By numerically ...
- 275
10
votes
1
answer
328
views
Asymptotic behavior of an integral depending on an integer
A friend of mine, obtained a lower bound for the trace norm of matrices described in this question (for the special case $a_{ij} = \pm 1$). That lower bound is $ \frac{f(n)}{2\pi}$ where
$$
f(n) := \...
- 1,991
0
votes
0
answers
158
views
On reasonable asymptotic estimates for some integral involving the logarithm of the Riemann zeta function
Let
$$I(T) = \int_{-T}^{T} \frac{\log|\zeta(\frac{1}{2} + it|)|}{\frac{1}{4}+t^2}\mathrm{d}t$$
where $\zeta$ denotes the Riemann zeta function.
What are the reasonable asymptotic estimates for $I(T)...
user123416
1
vote
0
answers
108
views
Asymptotics of an integral by two methods
This was asked in MSE, here, but the answer was not satisfactory.
I want to compute the asymptotic behavior of the integral
$$ f(K,a)=\int_0^1 (1-x)^Ke^{iKa\frac{x}{1-x}}x^2dx$$
when $K$ is large ...
- 1,549
3
votes
1
answer
295
views
Asymptotic behaviour of function from integral representation
In Appendix A of this paper, it is claimed that the asymptotic behaviour of
$$\phi_1(y,\lambda)=\frac{1}{\Gamma(\frac{1-\lambda}{2})}\int_0^\infty dt~e^{-t}\cos(2y\sqrt{t})t^{-\frac{1+\lambda}{2}},$$
...
- 85
3
votes
1
answer
237
views
Asymptotics of the following integral
I am concerned with the asymptotic behavior of this integral
$$
\int_2^{\infty}dx\,\frac{\sin(ax)}{ax}\frac{1}{\log x}\bigg(1+\frac{\log x}{\log(a e^{-5/6})}\bigg)^{-\log(a e^{-5/6})}
$$
I am ...
- 41
3
votes
1
answer
266
views
Finding a tight upper bound of $\int_0^\infty e^{-a\sqrt{1-e^{-x}}-x^2/2} dx$ as a function of $a$, $a>0$
The integral converges as it is easily seen to be upper bounded by $\sqrt{\pi/2}$.
However, Laplace's method does not seem to work out as the maxima of the function $S(x) = -a\sqrt{1-e^{-x}}-x^2/2$ ...
3
votes
2
answers
483
views
Finding a tight upper bound of $\int_0^\infty e^{-x^2/2-a(1-e^{-x})}dx,\ a>0$, as a function of $a$
Is there a method to find a tight upper bound on the given integral? Note that the integral is upper bounded by $\sqrt{\pi/2}$, and thus converges. I first thought about applying Laplace's method. ...
8
votes
3
answers
446
views
How to get this integral's asymptotics?
Consider the following integral
$$
\int_0^{\infty}\frac{e^{-x}-1}{x^{2+\frac{A}{\log b-5/6}}}\frac{1}{\log(b/x)-i\pi/2}\,dx
$$
where $A>0$ and $b>0$. I am interested in the small $b$ asymptotics ...
- 247
2
votes
0
answers
571
views
Integrating a product of integrals involving Bessel functions
I have asked similar questions on Math Stack Exchange, but not been able to receive many helpful responses. Therefore, I am posting this problem here, and any input would be extremely valuable.
I ...
- 161
0
votes
1
answer
503
views
Asymptotics of a 1D integral, or the orthant probability of an equicorrelated random Gaussian vector
Problem: Let $\phi(x)$ be the normal probability density function (pdf), and $\Phi(x)$ the normal cumulative distribution (cdf). I'm interested in the asymptotic behavior of the following integral
$I(...
- 968
0
votes
0
answers
91
views
Optimal growth of an oscillating integral
Let $f\in H^1(\mathbb{R}^3)$, with $f\equiv0$ inside a ball around the origin. For $t>0$, consider the following integral
$$I(t):=\int_{\mathbb{R}^3}e^{i|x|^2/t}\frac{f(x)}{|x|}dx$$
It`s easy to ...
- 943
2
votes
1
answer
220
views
Asymptotic expansion of a sequence given by an integral with reciprocal Gamma function
I would like to know the asymptotic expansion of the sequence of positive numbers given by
$$I_{n}:=-\int_{0}^{1}\frac{n^{x-1}}{\Gamma(x-1)}dx,$$
for $n\rightarrow\infty$.
One can easily derive an ...
- 2,188