Questions tagged [integral-transforms]
For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.
29
questions
16
votes
2
answers
2k
views
Intuitive explanation why "shadow operator" $\frac D{e^D-1}$ connects logarithms with trigonometric functions?
Consider the operator $\frac D{e^D-1}$ which we will call "shadow":
$$\frac {D}{e^D-1}f(x)=\frac1{2 \pi }\int_{-\infty }^{+\infty } e^{-iwx}\frac{-iw}{e^{-i w}-1}\int_{-\infty }^{+\infty } e^...
- 9,312
20
votes
1
answer
1k
views
Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$
Can one show that Fourier transform of
$$ f_a(x) = a^{-2} \exp(-|x|^a), \qquad a \in (0,2)$$
is decreasing in $a$?
I have a solution for $a \in (0,1]$ which cannot be used for $a\in (1,2)$.
- 168
16
votes
1
answer
8k
views
Intuitive understanding of the Stieltjes transform
I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does.
The gist of my work is that I have an $N\times N$ true covariance ...
14
votes
1
answer
1k
views
What is the analytic continuation of $\varphi(s)=\sum_{n \ge 1} e^{-n^s}?$
My research has lead me to the following function that I'm trying to continue. 3 Months ago I posted this question to MSE, and have placed 3 bounties on the question, but haven't received an answer, ...
- 87
13
votes
2
answers
2k
views
$\mathrm{Bessel}^3$ Integral
I'm trying to calculate the following integral:
$\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$
($\mathrm{BesselJ}[n,x]$ is ...
- 133
9
votes
0
answers
304
views
Best smoothing for the Prime Number Theorem?
There are plenty of proofs of the Prime Number Theorem with explicit error terms - it actually looks like a rather competitive field (see Remark 1.4 in https://arxiv.org/pdf/2204.02588.pdf). Several ...
- 19.4k
6
votes
1
answer
353
views
Symmetric matrices and Hilbert's fourth problem
From the analytic viewpoint, the Busemann-Pogorelov solution of Hilbert's fourth problem is summarized in the following result:
Theorem. All straight lines are extremals of the variational problem
$$
\...
- 13.2k
5
votes
2
answers
475
views
Optimizing a smoothing function with the Prime Number Theorem in mind
Let $f:[0,\infty)\to \mathbb{R}$ be a function with $f(x)=1$ for $0\leq x\leq 1$. Write $Mf$ for the Mellin transform of $f$. Let $c>0$, $T>10^6$ be constants. We are interested in minimizing ...
- 19.4k
2
votes
1
answer
278
views
CTRW: solve a renewal equation
Let X(t) be a continuous time random walk, with exponentially distributed waiting times of pdf $f_T(t)= k e^{-k t}\; t\geq 0$ and a jump sizes pdf $f_J(x)$. Suppose the initial distribution $\rho_{X(0)...
- 368
0
votes
1
answer
155
views
"Find a representation [using Mellin transform] of 𝑓(𝜇,𝛽) as Gauss hypergeometric function in variable 𝜇"
This is a follow-up to the first comment (by Nemo) to the posting Compute the two-fold partial integral, where the three-fold full integral is known . (I also just asked this as a comment to that ...
- 723
30
votes
3
answers
5k
views
When is an integral transform trace class?
Given a measure space $(X, \mu)$ and a measurable integral kernel $k : X \times X \rightarrow \mathbb{C}$, the operator
$$ K f(\xi) =\int_{X} f(x) k(x,\xi) d \mu(x),$$
the operator $K$ is Hilbert ...
- 11.1k
23
votes
1
answer
1k
views
Geodesics in finite groups
It seems that I can generalize a result from compact, connected Lie groups to finite groups, but in order to do so, I need to have some kind of geodesics on finite groups.
Below is a proposition for ...
- 8,046
21
votes
4
answers
6k
views
When I can safely assume that a function is a Laplace transform of other function?
If I have a function and I want to represent it as being the Laplace transform of another, that is, I want to be sure that there is $\hat{f}(s)$ such that my function $f(x)$ can be written as:
$$f(x) =...
- 873
8
votes
3
answers
421
views
A density claim
Suppose that $g_k\in C([1,2])$, $k\in \mathbb N$ are continuous functions such that $\|g_k\|_{C([1,2])} \leq \epsilon^k$ for some sufficiently small $\epsilon>0$. Is the following claim true:
If $f\...
- 4,089
6
votes
1
answer
752
views
Variations on the Mellin and Dirichlet transforms
There are a number of variations on the Laplace transform that turn up all over math. Some examples:
$\int_{-\infty}^{\infty} f(t)e^{-st} dt$ - The Laplace transform
$\sum_{-\infty}^{\infty} f(t)z^{-...
- 4,525
6
votes
0
answers
158
views
Norms and distributions
Question 1. Is there a nice or explicit way to describe the class of all distributions (generalized functions) $\mu$ on the $n$-sphere $S^n \subset \mathbb{R}^{n+1}$ for which the function
$$
F(v) := \...
- 13.2k
5
votes
1
answer
374
views
Asymptotics of Fresnel integrals
It is known that
\begin{equation*}
I(p) = \sqrt { \frac {4 \mathrm{i} p} {\pi}}\int \limits _{-\infty} ^{\infty} \mathrm{e}^{- \mathrm{i} p x^2} \varphi (x) \mathrm{d}x
\end{equation*}
is a bounded ...
- 5,217
5
votes
2
answers
203
views
Reconstructing set of points from one-dimensional images
Consider a set of $N$ points in $n$-dimensional space, i.e.
\begin{align*}
\{x_1, \dots, x_N\} \subset \mathbb R^n.
\end{align*}
Let us be given a finite family of non-injective matrices
\begin{...
user45183
4
votes
2
answers
286
views
An integral identity relate to the Gamma function or the Beta function
I encountered the following identity in a paper on number theory,
$$\int_{-\infty}^{\infty}\frac{dW}{(W+i)^{\frac{3}{2}}(W^2+1)^s}=\frac{e^\frac{-3\pi i}{4}\sqrt{2}\pi \Gamma(2s+\frac{1}{2})}{2^{2s}\...
- 51
4
votes
0
answers
151
views
Mellin transform of $(1-x)^k 1_{[0,1]}(x) e(\alpha x)$?
Let $f:[0,\infty)\to [0,\infty)$ be given by $$f(x) = \begin{cases} (1-x)^k e(\alpha x) &\text{for $0\leq x\leq 1$}\\ 0&\text{for $x>1$,}\end{cases}$$ where $e(t) = e^{2\pi i t}$ and $k\geq ...
- 19.4k
3
votes
0
answers
140
views
Monotonicity of a function defined by an integral
The question below is motivated by the related question Integral of a function changing sign and the associated answer:
Can we study the monotonicity of the following function on $(0,1)$?
$$\small f(x)...
- 395
3
votes
1
answer
463
views
Kernel of the Radon transform
Consider the following generalized version of the Radon transform. Let $X,Y,Z$ be compact smooth manifolds. Let $p\colon Z\to X$, $q\colon Z\to Y$ be smooth maps. Let $m$ be a fixed smooth density (...
- 21.1k
3
votes
2
answers
578
views
How to integrate an exponential function of an exponential function?
Does any one know how to calculate the following integration?
$$
\int_{\mathbb{R}} \left(\exp(z \: e^{-y^2})-1\right)^2 dy=?,\quad z>0.
$$
This post is related to my previous question here , ...
- 1,619
2
votes
2
answers
1k
views
Resources for special functions, integral identities
In the past weeks, I have struggled with finding suitable tables for integral indentities for Beta functions, Chebyshev polynomials and their like.
I would like to ask for online/offline resources ...
2
votes
0
answers
165
views
Regularization of the area under hyperbola
So, I am trying to find the regularized value of the divergent integral $I=\int_1^\infty \sqrt{x^2-1}dx$. Since the area of $\int_0^1 \sqrt{1-x^2}dx=\frac\pi4$, I wonder whether the area under ...
- 9,312
2
votes
1
answer
191
views
For fixed $\lambda \ge 0$, Integrate the function $f_\lambda(x):=x/(x + \lambda)^2$ w.r.t. Marchenko-Pastur density
In trying to solve another the problem posed in the question https://www.mathoverflow.net/q/385777/78539, I'm led to consider the following problem.
Let $\mu_\gamma$ be the Marchenko-Pastur ...
- 6,726
1
vote
2
answers
135
views
Inaccurate results for the analytical expression of $\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]$
I'm trying to plot a graph for the following expectation
$$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]=a 2^{-\frac{\kappa }{2}-1} b^{-\frac{\kappa }{2}} \theta ^{-\kappa } \...
0
votes
2
answers
232
views
Finding the expectation of $a \mathcal{Q} \left( \sqrt{b } \gamma \right) $, where $\gamma$ is a Gamma r.v
I'm trying to analytically find the following expectation
$$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right],$$
where $a$ and $b$ are constant values, $\mathcal{Q}$ is the ...
0
votes
1
answer
205
views
Laplace transform injectivity for different values of $p$
Let $y\in L^{2}(0,1)$ and let $\widetilde{y}$ be its extension on $(0,\infty
).$ Assume that there exist $p_{0},p_{1}\in
%TCIMACRO{\U{2102} }%
%BeginExpansion
\mathbb{C}
%EndExpansion
,$ $p_{0}\neq ...
- 545