All Questions
Tagged with integration real-analysis
96 questions with no upvoted or accepted answers
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141
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Can this integral be solved analytically
I have an integral of the form
$$\int_{t_1}^{t_2} \frac{\sum_{i=1}^n a_i e^{b_i t}}{\sum_{i=1}^n c_i e^{d_i t}} dt$$
Where $a_i,b_i,c_i,d_i$ are $4n$ real constants, and $t_1,t_2$ are positives. Is ...
- 686
1
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0
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56
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Differentiability of functions given as integral of some singular kernel
Let $A: \mathbb R_+\to [0,1]$ be $1/2$-Holder continuous and $k: \{(s,t): 0\le s\le t\}\to\mathbb R$ be continuous. Define $f:\mathbb R_+\to\mathbb R$ by
$$f(t):=\int_0^t\frac{k(s,t)}{\sqrt{t-s}}\big(...
- 1,334
1
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0
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35
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How to relate this integration with the integral expansion of special functions?
I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $p\ge0$, $q\ge0$ are real, and $n,a,b$ ...
- 11
1
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0
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99
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Estimate on integral with logarithmic weight
Let $f:\mathbb R^n \to \mathbb R$. What (minimal) assumptions are needed, in addition to $f \in L^1 \cap L^\infty$, to have
$$
\int_{\mathbb R^{2n}} \frac{|f(x)-f(y)|}{(|x-y|+\epsilon)^{n+1}} \, dx \, ...
- 839
1
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0
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87
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Estimating the impact of replacing a negative exponential by a truncation of its Taylor series in an integral
Let $f(x)$ be a smooth function that takes both positive and negative values and suppose there exists an increasing sequence of positive numbers $R_i$ diverging to $\infty$ such that
$$\lim_{i \...
- 81
1
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1
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493
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Sufficient and necessary conditions for decomposing the sum of random variables
Given two $n$-tuple vectors $\vec{\alpha}=(\alpha_1,\cdots,\alpha_n)$ and
$\vec{h}=(h_1,\cdots,h_n)$, where $h_i\ge0$, $\sum_{i=1}^nh_i=1$, and $\alpha_i\in(0,1)$, we consider a random variable $S$ on ...
- 550
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0
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47
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Another uniform estimation of an integral involving an Hölder function with derivative that is Hölder
Let $\Omega\subset\mathbb{R}^n$, let $s\in [1/2,1)$, let $u\in C^{1,2s-1+\epsilon}(\Omega)$ such that: $u=0$ on $\mathbb{R}^n\setminus\Omega$, and: $u\in C^{0,s}(\mathbb{R}^n)$, is true that there ...
- 339
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210
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The translation is continuous in $L^1(\mathbb{R}^n,d\mu)$, $d\mu=\frac{1}{1+|y|^{n+a}}dy$,$ a>0$
For any function $f\colon\mathbb{R}^n\to\mathbb{R}$, set: $\tau_hf(x):=f(x+h)$, $x,h\in\mathbb{R}^n$. Consider the following finite measure on $\mathbb{R}^n$:
$$\mu(A):=\int_A\frac{1}{1+|y|^{n+a}}\,dy$...
- 339
1
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0
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196
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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
1
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0
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96
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Is harmonic mean of linear functions a Bernstein function?
According to some experiments I've been running, for any $n$ and non-negative $a_1, a_2, \ldots a_n$, the following function:
$f(t) = \frac{n}{\sum_{i=1}^n 1/(a_i+t)}$
is a Bernstein function, ...
- 93
1
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0
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101
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Reparametrization of a closed curve that balances sum of first derivatives
(Question in the yellow box below.)
A few weeks ago I was wondering about the existence of a scalar function $f(s): S^1 \rightarrow \mathbb{R}$ and a turning angle $\phi(s):S^1 \rightarrow \mathbb{R}/...
- 405
1
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0
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511
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Weak derivative under the integral sign
Let $\Omega$ be a bounded and regular open subset $\Omega$ of $\mathbb{R}^N$ and $u:[0,\infty)\times \Omega\to \mathbb{R}$ be a smooth function (for example a smooth solution to a PDE). Thus the ...
- 161
1
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145
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How to show that this function is continuous (Geometric Measure Theory)
I want to prove that the function $F: \mathbb{R}_+ \to \mathbb{R}$ defined by
$$F(t)=\int_{\{d=t\}} g \, d\mathcal{H}^{n-1}$$
is continuous if $g:\Omega \subset \mathbb{R}^n\to \mathbb{R}$ is ...
- 19
1
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0
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117
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Estimation of the integral $\int_a^b e^{2\pi i f(x)} dx $
Let $f$ be a $C^2$ real-valued function on the interval $[a,b]$. Suppose that $f'(x)$ is monotone on $[a,b]$ and there is $\lambda>0$ such that
$$
\min_{x\in [a,b]} |f'(x)|>\lambda
$$
It is ...
- 675
1
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0
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311
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Estimating an integral involving Bessel functions
I would like to preface this question by saying that I have asked a series of questions on this topic on Math Stack Exchange, but have almost never received any fruitful responses, with the exception ...
- 161
1
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0
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106
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Improper integral of products and ratios of probability density functions
I am trying to find out whether the following integral is finite. The integrand consists of product of probability density functions.
$\int \frac{f(x_1,x_2, x_4^*)}{f(x_1^*,x_2, x^*_4)}\frac{f(x_1,...
- 11
1
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0
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106
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Identifying a notion of integration
Let $f$: $I\longrightarrow\mathbb{R}$ be a (not necessarily bounded) function on an interval $I\subseteq\mathbb{R}$.
Suppose $f$ admits a function $F$: $I\longrightarrow\mathbb{R}$ such that
(1) $F$ ...
- 277
1
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0
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304
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Asymptotic Expansion of Double integral
Crosspost from math.stackexchange. Have a look at the great answers there, even though they do not quite answer the question completely.
Define
$$G(\theta) = \int\limits_0^\infty \int\limits_0^{2\pi} ...
- 9,853
1
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0
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125
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Convergence of solutions of the volterra integral equation with convergent kernels
Consider the following Volterra integral equation
$$
g(t) = \int_0^t K_n(t,s)w_n(s) ds
$$
where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...
- 111
1
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0
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138
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Bound for a certain integral expression
I am working to establish an estimate in $X^{s,b}$ spaces to prove local well-posedness of a certain equation, and I need to consider some sub-cases. In particular, I wish to show that the following ...
- 41
1
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0
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1k
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Convergence of the integral of step functions
This is a question about the proof of Lemma A in §16 of the book Functional Analysis by F. Riesz and B. Sz.-Nagy.
Lemma A: For every sequence of step functions $\{\varphi_n\}$ which decreases to ...
- 236
1
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0
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163
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On explicit eigenfunctions
Given an algebraic surface $S$ defined by an algebraic equation such
as $x^{4}+2y^{4}+3z^{4}=1$, how would one find the third smallest
eigenvalue $\mu_{3}$ for the differential equation $\Delta f\left(...
- 11
1
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0
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346
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Gauge integral of the derivative of a function except on a set of measure 0.
For the entire question, the interval I am integrating over is $[0,1]$.
Background: In order to exhibit an isometry from $L^2[0,1]$ into $l^2$, I need to either assume absolute continuity over some ...
- 783
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0
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42
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Is this function $\mathcal{C}^1$ in the global sense?
Denote by $\mathbb{U}$ the complex unit disk. Let $\mathcal{O}$ an nonempty open subset of $\mathbb{R}^n$ $(n\geq 1)$, and $f\in\mathcal{C}^1(\mathcal{O}\times\mathbb{R},\mathbb{U})$ such that for all ...
- 449
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0
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116
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Integral of a measurable function with parameter is measurable?
Say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$, where $\Omega\subset\mathbb{R}^N$ is an open set, is a function such that:
$f(x,\cdot)\in L^1_{\text{loc}}(\mathbb{R})$ for a.a. $x\in\Omega$
$f(\...
- 1,759
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0
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54
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Weyl equidistribution for a periodic $L^2$ function
Let $\alpha $ be a fixed irrational number. For a function $g:\Bbb R\to\Bbb C$, define $$g^*(x)=\sup_{N\geq 1} \frac{1}{N} \sum_{n=1}^N |g(x+\alpha n)| ,$$
and assume that there is a constant $C>0$ ...
- 213
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151
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Help me find the antiderivative of $W(W(x))$ where $W$ denotes the Lambert W Function
Let $W$ denote the Lambert W Function. I must know the antiderivative of $W^2 = W(W(x))$.
I'm already convinced this function is not elementary. This does nothing to settle up my curiosity, as I ...
- 409
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0
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124
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Calculation of first correction to Selberg type integral
$\DeclareMathOperator\U{U}\DeclareMathOperator\SU{SU}\DeclareMathOperator\Tr{Tr}\DeclareMathOperator\arcsinh{arcsinh}$Let $U \in G$, where $G$ is $\SU(N)$ matrix.
$\Tr U$ will denote the character ...
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0
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120
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How to prove an equality involving Laguerre polynomials
Assume $\mu<0$. Let $L^\alpha_n(x)$ be Laguerre polynomials of type $n$ and $f\in L^2(\Bbb C)$.
How to prove that $$\sum^\infty_{k=0}\int_{\Bbb C} f(z)\frac{1}{2(2k+1)-\mu}L^0_k(\lvert z\rvert^2)...
- 521
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0
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40
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To show a analytic map is zero from a property regarding logarithmic integral
Let $F$ be analytic on $\mathbb{H}=\{z\in\mathbb{C}:Im(z)>0\},$ continuous upto $\overline{\mathbb{H}}$ and bounded on each of the half plane $\{Im(z)\geq h>0\}.$ How to show that if $F$ ...
- 173
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0
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62
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Fractional laplacian on $H^s(\mathbb{R}^n)$ and symmetry
Let $s\in(0,1)$, $u\in\mathcal{S}(\mathbb{R}^n),$ i define the fractional laplacian of $u$ in the following way:
$$(-\Delta)^su(x)=C(n,s)P.V.\int_{\mathbb{R}^n}\frac{u(x)-u(y)}{|x-y|^{n+2s}}\,dy,\quad\...
- 339
0
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0
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95
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When does a potential function with given partial derivatives exist
I am looking for the answer to the following question:
Consider an integrable function $f:X\rightarrow X$ with $X$ being a compact subset of $\mathbb{R}^n$. What are the conditions on $f$ so that a ...
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82
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Integral equality involving fractional laplacian
Let $s\in(0,1)$, let $u\in H^s(\mathbb{R}^n)$. For all $\psi\in\mathcal{S}(\mathbb{R}^n)$, let:
$$ (-\Delta)^s\psi(x)=c(n,s)\lim_{\epsilon\to0^+}
\int_{\mathbb{R}^n\setminus B_\epsilon(0)}\frac{\psi(...
- 339
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0
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82
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A question about Fourier transform of a function defined by an integral
I have the function:
$$ G_k(x)_=\frac{1}{(4\pi)^{k/2}\Gamma(k/2)}\int_0^\infty e^{-\pi|x|^2/\delta}e^{-\delta/4\pi}\delta^{-(n-k)/2}\,\frac{d\delta}{\delta}, $$
for all $x\in\mathbb{R}^n$ and $k>0$....
- 339
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0
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146
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Does the following sequence $\{g_n\}$ converge?
Consider a function sequence $\{f_n(t)\}$ ($n\in\mathbb{N}^+$) defined on the interval $(\frac{1}{2},1)$, where
\begin{eqnarray}\label{eqn:constraint1}
f_n(t)=\frac{\exp\left(n\left(\log R(h_t) - th_t\...
- 550
0
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0
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76
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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
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0
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263
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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
0
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0
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73
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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
$$ f(0) = 0, \quad \forall x \in \mathcal{D}\...
- 81
0
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0
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91
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Does $L^1$ convergence preserve the regularity of this sequence of functions?
Let $f_n$ be a sequence of $L^1(]0,1[)$ functions such that $f_n$ is non-decreasing, at least left-continuous, $f_n(0^+) <0$, $f_n(1^-) >0$, for all $n \in \mathbb N$. This sequence converges
$...
- 143
0
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0
answers
185
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Express $\zeta(n)$, in particular the Apéry's constant, in terms of series involving Gregory coefficients or the Schröder's integral
The idea and motivation of this post is to know if it is possible to express integer arguments of the Riemann zeta function $\zeta(n)$, in particular $\zeta(3)$, in terms of series involving the so-...
0
votes
0
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126
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$p$-volume of $n$-dimensional hyper-ellipsoids
I read that the unit hypersphere has maximum volume for dimension five and would like to generalize this result. (If you think that integrating over an $n$-dimensional $p$-hyper-ellipsoid area ($x_1^...
- 4,829
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0
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94
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Do they have the same limit?
Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$
$$
\frac{1}{T}\int_{\mathbb{R}}dx\int_{[-T,T]^2}d\mathbf{v}\int_{[-T,T]^2}...
- 87
0
votes
0
answers
182
views
Establishing an upper bound for a dyadic average of a function in $ {L^{p}}([0,1)) $
Suppose that $ f $ is $ 1 $-periodic and that $ f \in {L^{p}}([0,1)) $, where $ p > 1 $. Let
$$
(D_{n})_{n \in \mathbb{N}_{0}} =
\left( \left\{
I^{n}_{j} \stackrel{\text{df}}{=} \left[ \frac{j}{2^{...
- 1
0
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0
answers
193
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Boundedness of Riemann-like sums on unbounded interval
Hi
I am trying to find suitable conditions (integrability, growth...) on a function $f:\mathbb{R}\to \mathbb{R}$ such that:
\begin{equation}
\sum_{k\in\mathbb{Z}}f(kh)h= \mathcal{O}(1),\qquad h\to 0^+...
-1
votes
1
answer
193
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Limit of the convolution of derivative of Gaussian heat kernel
I'm looking for the following limit:
$$\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^...
-1
votes
1
answer
126
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Is there a name for this family of integral?
This one: $\int_{0}^{\bar{x}}e^{-x^{a}}x^{b}(1-x)^{c}dx,a,b,c\ge0$. When $a=1,c=0,\bar{x}=\infty$ it is the gamma function.
- 101