All Questions
Tagged with integral or integration
1,506 questions
0
votes
0
answers
112
views
Solving integral equation with an unknown probability distribution
Considering this system of integral equations, where $\gamma \in \mathbb{R} $ and $\alpha\in \mathbb{C}$ are the unknown to solve :
$$ 1=\int_{-\infty}^{\infty} p(u) \frac{ -1}{\gamma-\left(u-z^{*}+\...
- 117
12
votes
1
answer
628
views
A function with unexpectedly simple Legendre transformation
Let $I(x) = \frac{1}{2\pi} \int_{-2}^2 \sqrt{4-y^2}\ln|x-y|dy$. Then $I(x)$ is a concave function and
\begin{equation}
I(x)=
\begin{cases}
\frac{1}{4}x^2-\frac{1}{2}, &\text{if } |x|\leq2 \\
\...
- 1,608
6
votes
1
answer
684
views
Differentiable dependence on the initial condition of the solution of a SDE
Let
$b,\sigma:\mathbb R\to\mathbb R$ be differentiable and Lipschitz continuous
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge0}$ be a complete and right-...
- 167
4
votes
1
answer
548
views
Two definitions of $L^p$ spaces that are not always equivalent
There are two definitions of $L^p(S, \Sigma,\mu)$ in the literature. (Here $S$ is a set, $\Sigma$ is a $\sigma$-algebra of subsets of $S$ and $\mu$ is a positive measure.) The two definitions are ...
- 41
0
votes
0
answers
76
views
Constructing a small Radon-Nikodym derivative
Let $u:\mathbb{R}^n\to\mathbb{R}^n$ be a $C^1$ function. Is it possible to (explicitly construction) a function $h$ such that:
$0<h(x)$.
$\int_{x \in \mathbb{R}^n} |h(x)|<\infty$,
$\sup_{x \in ...
- 5,405
0
votes
0
answers
266
views
Bounding the absolute value of a complex integral
I'm working on some problems involving Fourier transforms and convolution problems and there is one problem I cannot solve. In my situation we have a complex valued function $f(ix)$, with $x\in\mathbb{...
- 129
0
votes
1
answer
139
views
Variant of modified Bessel functions
Consider the integral
\begin{align*}
g_f(x)=\int_{\phi=0}^{2\pi} f(\phi) ~e^{x cos(\phi)}~\mathrm{d}\phi,
\end{align*}
where $f(\phi)$ is a probability density functions defined over $[0,2\pi]$,
\...
- 85
0
votes
0
answers
47
views
Oscillatory integral independent of a parameter
Let $h: \mathbb{R} \mapsto \mathbb{C}$ be a positive definite function, continuous at the origin. (In fact, $h$ is the Fourier transform of a finite measure). Define the oscillatory integral
$$Q(t) :=...
- 222
2
votes
1
answer
70
views
$ \int_{E}^{*}{\psi (t) d\mu(t)}=\int_{E}{\phi (t) d\mu(t)} $
Let $(T, \mathcal{A}, \mu)$ be an arbitrary measure space.
The outer integral over $(T, \mathcal{A}, \mu)$ of a (possibly nonmeasurable) function $\psi: T\to (-\infty, +\infty]$ is defined by:
$$
\...
- 199
3
votes
1
answer
811
views
Integral convergence implies pointwise
This is a simplified version of a question I am looking at, but embarrassingly I can't do this one anyway.
Let's assume $f(x)$ is a decreasing positive function, $f(0)$ is infinite and, moreover, $f(...
- 33
1
vote
1
answer
212
views
Asymptotic development of Integral of $e^xx^r$
Let $\alpha \in (0,1)$ and $\delta \in (0,1/2)$ be fixed, and consider the following integrals for each integer $j \geq 0$:
$$I_j(u):= \frac{e^u}{u^{j+\alpha}} \int_{-u\delta}^0 e^t t^{j-1+\alpha}\...
- 739
-1
votes
1
answer
193
views
Limit of the convolution of derivative of Gaussian heat kernel
I'm looking for the following limit:
$$\lim_{\varepsilon\to 0^+}\int_{-\sqrt{\varepsilon}}^{\sqrt{\varepsilon}}\frac{1}{\sqrt{2\pi}\varepsilon^{3/2}}\left(-1+\frac{x^2}{\varepsilon}\right)e^{-\frac{x^...
23
votes
1
answer
528
views
A characterization of constant functions
In How to recognize constant functions. Connections with Sobolev spaces (Russian Math Surveys 57 (2002); MSN), H. Brezis recalls the following fact:
Let $\Omega\subset{\mathbb R}^N$ be connected ...
- 52.3k
2
votes
1
answer
189
views
An interpolation inequality
I am interested in the following statement. Let $q>p$. Then there are positive numbers $\alpha$ and $\beta$ so that for all $f\in C^1(\mathbb{R}^n)$, one has
$$ \left(\int|\nabla f|^p dx\right)^\...
- 39
3
votes
0
answers
185
views
References on integration on non-compact manifolds
I am looking for references on integration on non-compact Riemannian manifolds, specially on the change of variables theorem.
In particular I have non-compact manifold $M$ and I have an integral (in ...
- 51
2
votes
0
answers
45
views
First moments of uniform distribution on a curve from (0,0) to (1,1) in two-space
The curve $\Gamma$ in $\mathbb{R}^2$ is defined by a continuous and monotonically increasing function $f(x)\in\text{C}[0,1]$, where $f(0)=0$, $f(1)=1$.
Let $(X,Y)$ is jointly and uniformly ...
- 550
-2
votes
1
answer
708
views
Prove or disprove this integral of a function, defined on a countable set with infinite limit points, converges to zero [closed]
Edit: I got rid of my old definitions. Everything should be clear now
Since no one has answered my question on MSE, I’m hoping to get an answer here. I apologize if you dislike my writing. I am an ...
- 63
5
votes
1
answer
426
views
When is the Radon-Nikodym derivative locally essentially bounded
Let $\mu\lll\nu$ be $\sigma$-finite Borel measures, which are not finite, on a topological space $X$. Under what conditions is $0<\operatorname{ess-supp}(\frac{d\mu}{d\nu}I_K)<\infty$ for every ...
- 5,405
0
votes
0
answers
85
views
Integral of an expression including a fraction having modified Bessel functions of the first kind on both numerator and denominator
I am looking for an analytic result of the following integral
$$\iint_0^\infty {{\rm{d}}x{\rm{d}}y{x^2}{y^2}\exp \left\{ { - {\alpha _1}{x^2} - {\alpha _2}{y^2}} \right\}\frac{{{\rm{I}}_1^2\left[ {\...
1
vote
0
answers
67
views
Comparison of inductive limit topology with very-rapidly decaying non-convex $L^{!/2}$-space topology
This is related to these posts and here.
Let $L^1([n,n+1])$ denote the subspace of $L^p$-functions on $[0,\infty)$ essentially supported on $[-n,n]$. Denote the accelerated $\ell^1$-direct sum ...
- 5,405
3
votes
1
answer
733
views
Integral with 4 Bessel functions and an exponential
I would like to solve the following integral
$$
\int_0^\infty e^{-a k^2} J_{3/2}(b k) J_{3/2}(c k) J_{3/2}(f k) J_{1/2}(r k) k^{-3} dk,
$$
where $a,b,c,f,r > 0$, and $J_\nu(x)$ is the Bessel ...
- 61
6
votes
1
answer
332
views
Is there a known closed form expression for this integral?
I am interested in the following integral:
$$f(x,y) = \int_{\mathbb{S}^d} \max(0,x^Tw)\cdot\max(0,y^Tw) \, dw, \qquad x,y\in\mathbb{S}^d,$$
where $\mathbb{S}^d\subset\mathbb{R}^{d+1}$ is the $d$-...
- 61
5
votes
2
answers
301
views
Euler–Maclaurin formula in $\mathbb{Z}^d$
I was wondering whether there is a Euler–Maclaurin formula of sorts for expressions such as
$$
\sum_{x \in [a,b]^d\cap \mathbb{Z}^d} f(x) - \int_{[a,b]^d}f(x)
$$
where $d\ge 2$ is an integer, $a,b \...
- 446
0
votes
1
answer
86
views
Integral rising from difference of chi-squared random variables
Let $X,Y$ be independent random variables such that $X\sim\chi_{n-1}^{2}, Y\sim\chi_{1}^{2}$ are chi-squared distributed (where $n\geq2$ is a natural number). I am trying to evaluate $\mathbb{P}[X\leq ...
- 109
3
votes
0
answers
86
views
An exponential integral over a closed convex polytope
For any $T\geq 2$, let us define the polyhedron $S$ given by
\begin{align*}
S:=\{\underline{t}:=(t_0,t_1,t_{2},t_{3},t_{4},t_{5},t_{6},t_{7})\in [0,+\infty)^{8}:A\underline{t}\leq (\log T)\textbf{1}\}
...
12
votes
2
answers
593
views
Why is $-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx$ equal to $\phi^2$?
I came across this integral involving the derivative $f'(x)$ of the Fermi function $f(x)=(1+e^x)^{-1}$:
$$I(\phi)=-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx.$$
I'm pretty certain ...
- 188k
4
votes
1
answer
968
views
Fractional moments of multivariate normal distributions
Is there an analytic formula for fractional moments of multivariate normal distribution?
$E(\prod_{i=1}^k x_i^{\nu_i})={?}$ where $X=(x_1,\ldots,x_k) \sim N_k(\mu, \Sigma)$, $\nu_i\in \mathcal{R}$ and ...
- 41
0
votes
0
answers
116
views
Finding a square integrable dominating function for function class
problem statement
For any $x \in R^d$, consider the function $$\phi(x,a) = \min_{1\leq j \leq k} \|x-a_j\|^2,$$
where $a = (a_1, \dots, a_k) \in R^{kd}$ and $\| \cdot \|$ is the $L_p$ norm for any $p ...
- 11
0
votes
1
answer
153
views
$ \{X_n\mathbb{1}_{X_n\in[-n,n]}\}$ is uniformly integrable
Let $(\Omega,\mathcal{A},\mathbb{P})$ be a probability space.
Suppose $\{X_n\}$ is a sequence of random variables satisfying :
$$
\sup_{n}{\mathbb{E}(|X_n|)} <\infty
$$
Suppose that
$$
\dfrac{M_j}{...
- 57
2
votes
1
answer
150
views
Duality form of $L^q$ norm, without assumption that $\int fg$ defined?
The following theorem is found, for example, in the Real Analysis books by Folland, by Yeh, and (in a slightly different form) by Royden.
Theorem. Let $(X,\mathcal{A},\mu)$ be a measure space.
Let ...
- 201
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
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 ...
- 884
1
vote
0
answers
34
views
How do I find the portion of a cell/voxel lying within a defined surface?
We have a 3-dimensional grid of voxels (or cells), with individual voxels being of volume $dx\,dy\,dz$ where $dx=dy=dz=1$.
A cone-like surface is defined by some function, $z = f(x, y)$, which in ...
- 111
12
votes
1
answer
894
views
Newman's proof of the prime number theorem
I am teaching a graduate course in Complex Analysis and I am covering Newman's proof of the prime number theorem. I have been using the simplified version in the papers of
Zagier and Korevaar. However,...
- 411
1
vote
1
answer
101
views
Integral average near a point of dispersion
Let $\Omega\subset\subset\mathbb R^{n}$ be a bounded domain and let $E\subset \Omega$ be a Lebesgue measurable set. Let $f\in L^{1}(\Omega)$ and let $x\in \Omega$ be a point of dispersion of $E$, that ...
- 21
0
votes
1
answer
248
views
What can this $\int_{0}^{t} (\pi(x)-Li(x)) dx$ tell us about primes distribution?
Many papers I have read which are related to primes distribution only it discussed sign and refinement Bounds of $\pi(x)-Li (x)$ with $\pi(x)$ is a prime counting function and $Li (x)$ is the ...
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
0
votes
0
answers
263
views
Existence of the inverse Fourier transform, Carr Madan
I have a function $C_T(k)$ that is not $L_1$, because its limit in negative infinity is a constant.
So I dampened it by $ e^{\alpha k} $. Let's call the transformed function (of the dampened function) ...
- 109
1
vote
0
answers
54
views
Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
0
votes
0
answers
93
views
Closed form for a double integral over the first quadrant of the $L^p$ disk
Is there, by any chance, a closed form for the following integral
$$
I_p=\iint_{Q_p}(x+y)\log(x+y)dxdy,
$$
where $Q_p=\{(x,y)\in\mathbb{R}^2, x>0,y>0,x^p+y^p\leq1\}$, $0<p\leq\infty$ ?
...
- 4,034
1
vote
0
answers
196
views
Asymptotic of a functional as $x\rightarrow \infty$
Consider the following functional :
$$
I(x,s) =\int_0^\infty\mathrm dy \frac{F(x + \mathrm iy, s) − F(x −\mathrm iy, s)}{\mathrm e^{2πy}-1},
$$
where $ F(z, s) = \dfrac{\sinh(\sin^2[π\Gamma(z)/(2z)])...
- 375
6
votes
1
answer
576
views
A conjecture on integrals of infinite products
The problem I would like to discuss in this post is about a conjecture on the following integrals,
\begin{align}
\int_0^\infty \prod_{n=1}^\infty \cos(x/n)\,dx \stackrel{?}= \pi/4 \tag{1}\\
\int_0^\...
- 870
3
votes
2
answers
422
views
Connection between Volkenborn integral and Haar measure on $\mathbb{Q}_p$
This may be a rather elementary question, but I haven't been able to figure it out on my own, and the literature appears to be eerily silent on the topic.
Since $\mathbb{Q}_p$ is a locally compact ...
- 3,065
-1
votes
1
answer
163
views
Inequality involving Gaussian integral [closed]
I'm looking to prove the following inequality:
$$
\left| \int_0^1 e^{-x^2} \sin(x) \, dx \right| \leq \frac{1}{2} \left(1- \frac{1}{e}\right)
$$
So far I have no idea on how to prove it. Anybody?
1
vote
0
answers
223
views
L2 norm of the diagonal entries of a random rotation of a fixed matrix?
Let $X\in\mathbb{R}^{d\times d}$ be the diagonal matrix with $d/2$ entries equal to $1$ and $d/2$ entries equal to $-1$. Let $F_U \triangleq \frac{1}{d}\|\operatorname{diag}(U^{\dagger}XU)\|^2_F$ ...
- 91
7
votes
2
answers
655
views
Reference request: proofs of integrals presented in Erdélyi's *Table of Integral Transforms*
I have asked related questions on MSE and received no answer, so: I am looking for proofs of the integrals presented in Erdélyi's Table of Integral Transforms vol. i-ii, specifically proofs of the ...
0
votes
0
answers
66
views
Coincidence Topologies for $L^p$ spaces
If $X$ and $Y$ are compact metric spaces then it is well-known that the compact-open topology on $C(X,Y)$ coincides with the topology of uniform convergence on compacts. Therefore, the latter is ...
- 5,405
3
votes
0
answers
646
views
On properties on a certain functional
Consider the following function:
$$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$
Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant.
The following three conditions ...
- 375
0
votes
0
answers
73
views
Sufficient and necessary condition for the continuity of an improper integral
Let $f(\cdot) \in \mathscr{C}\left( \mathcal{D}; \mathbb{R} \right)$ where $\mathcal{D} \subseteq \mathbb{R}$ is open with $0 \in \mathcal{D}$ and
$$ f(0) = 0, \quad \forall x \in \mathcal{D}\...
- 81
0
votes
1
answer
215
views
Generalised limits via derivatives of integrals?
Assuming that $f$ is a continuous function, we have that
$$f(x) = \frac{d}{dx}\int f(t)\,dt.$$
Assuming instead that $f$ has a removable singularity at $x=a$, and is otherwise continuous, we have ...
- 4,943