All Questions
Tagged with integration real-analysis
352 questions
2
votes
0
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101
views
An inequality related to Problem 10210 AMM 1992 No. 3
Problem. Let $A$ be a $N \times N$ real matrix whose $(i,j)$ entry is $a_{ij} \ge 0, \forall i, j$. Let $1$ denote $N\times 1$ all-ones vector. Prove that
$$N^2 1^\top A^\top A A^\top 1 \ge (1^\top A ...
- 1,053
1
vote
0
answers
146
views
integral over the unit sphere of $\Bbb C^n$
Please, is there a way to calculate this integral
$$\int_{S_{2n-1}} \frac{e^{a \langle z, \zeta \rangle}}{|z - \zeta|^{\beta}} \, d\sigma(\zeta)$$
where $ z $ is a fixed point in the complex unit ball ...
- 501
0
votes
1
answer
115
views
Fourier transform of exponential over torus
I found the following formula for the Fourier transform on a flat 2-torus, but I don't quite know how to derive it. We have a variable $q=(q_x,q_y) \in [0,2\pi)^2$ and by considering it in polar ...
0
votes
2
answers
148
views
Asymptotic behavior of the integral of Hermite functions/polynomials on half-lines
I would like to understand the asymptotic behaviour of the following integrals with fixed $x_0>0$:
$$J_m=\int^{+\infty}_{x_0}|H_m(x)|^2 e^{-x^2}dx,$$
where $H_m(x)$ is the $m-$th Hermite polynomial....
- 21
1
vote
2
answers
117
views
If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
The question is the following:
Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
- 309
1
vote
1
answer
112
views
Bounding a Riemann sum by its integral limit?
Let $M_{n}(\mathbb{C})$ denote the space of complex $n \times n$ matrices and, for $a>0$, $a \in \mathbb{R}$ fixed, let $A: [0,a) \to M_{n}(\mathbb{C})$ be a given function. I will write $A(t) = (...
0
votes
1
answer
97
views
Numerically bounding a Exponential-Trigonometric Integral [closed]
I am having some trouble with this (undergrad) problem. The Twitter account I found this from was deleted so I unfortunately have not found an answer.
I have tried decomposing into Riemann sum and ...
- 13
2
votes
0
answers
99
views
Closed form for $\int_0^{+\infty} \ln^p(t) \frac{\sin^q(t)}{t^r}dt$
Do you know if there exists a closed form for the integral :
$$I_{p,q,r} = \int_0^{+ \infty} \ln^p(t) \frac{ \sin^q (t)}{t^r} dt$$
where $p$, $q$, $r$ are natural integers such as this integral ...
- 69
0
votes
1
answer
128
views
Characterizing the integral as a function of $n$
Let $\alpha \in [0,3], \beta \geq 1, \lambda \geq 1$ and fix $n \in \mathbb{N}$. Consider the function $f(x;\alpha, \beta, \lambda) = x^{\alpha}\exp(-\lambda x^\beta)$. Let $I(n; \alpha,\beta,\lambda) ...
- 25
0
votes
0
answers
42
views
Is this function $\mathcal{C}^1$ in the global sense?
Denote by $\mathbb{U}$ the complex unit disk. Let $\mathcal{O}$ an nonempty open subset of $\mathbb{R}^n$ $(n\geq 1)$, and $f\in\mathcal{C}^1(\mathcal{O}\times\mathbb{R},\mathbb{U})$ such that for all ...
- 449
5
votes
1
answer
355
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Verify $ \limsup_{\epsilon \rightarrow 0^+} \int_{D}\frac{1}{\sqrt{(x-(1-\epsilon))^2 +y^2}}\frac{1}{\sqrt{1-\sqrt{x^2+y^2}}} \, dx \, dy <+\infty$
I want to know whether or not
$$ \limsup_{\epsilon \rightarrow 0^+} \int_{D}\dfrac{1}{\sqrt{(x-(1-\epsilon))^2 +y^2}} \frac{1}{\sqrt{1-\sqrt{x^2+y^2}}} \, dx \, dy <+\infty.$$
Here $D $ denotes the ...
- 61
1
vote
1
answer
62
views
Integrability in the product space can follow from a property of the Nemytskii operator?
Let's say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$ is a Caratheodory function (i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is measurable for all $t\in\mathbb{R}$), where ...
- 1,759
0
votes
0
answers
115
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Integral of a measurable function with parameter is measurable?
Say that $f:\Omega\times\mathbb{R}\to\mathbb{R}$, where $\Omega\subset\mathbb{R}^N$ is an open set, is a function such that:
$f(x,\cdot)\in L^1_{\text{loc}}(\mathbb{R})$ for a.a. $x\in\Omega$
$f(\...
- 1,759
3
votes
0
answers
95
views
Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
- 31
0
votes
0
answers
54
views
Weyl equidistribution for a periodic $L^2$ function
Let $\alpha $ be a fixed irrational number. For a function $g:\Bbb R\to\Bbb C$, define $$g^*(x)=\sup_{N\geq 1} \frac{1}{N} \sum_{n=1}^N |g(x+\alpha n)| ,$$
and assume that there is a constant $C>0$ ...
- 213
0
votes
1
answer
80
views
Orthogonal space of polynomials
Let $f \colon [0,+\infty) \to \mathbb R$ be a continuous function. Assume that for any non-negative integer $n$, the function $f(t) t^n$ in integrable in $(0,+\infty)$ and
$$
\int_0^{+\infty} f(t) t^n ...
1
vote
1
answer
79
views
PDF of the difference of two Beta Prime distribution
I am struggling to find the PDF of the difference of two Beta Prime distribution.
Definition
A random variable is said to have a Beta Prime distribution $\text{B}'(\alpha, \beta)$ with $\alpha, \beta&...
- 393
-1
votes
1
answer
204
views
Cauchy reduction formula with measure (a variation)
The Cauchy reduction formula conveniently compresses $n$ integrations of a function $F(x)$ into a single integral. Here I am interested in reducing the following "curved-space" ...
- 141
3
votes
2
answers
434
views
Closed form for $ \int_{0}^{1} \dotsi \int_{0}^{1} \frac{x_1^q + \dotsb + x_n^q}{x_1^p + \dotsb + x_n^p} \, \mathrm{d}x_1 \dotsm \mathrm{d}x_n $
I asked this question on MSE, but received no answer.
Recently, reading this problem, I found out that
$$ \lim_{n\to \infty} \int_{0}^{1} \dotsi \int_{0}^{1} \frac{x_1^q + \dotsb + x_n^q}{x_1^p + \...
- 387
0
votes
0
answers
151
views
Help me find the antiderivative of $W(W(x))$ where $W$ denotes the Lambert W Function
Let $W$ denote the Lambert W Function. I must know the antiderivative of $W^2 = W(W(x))$.
I'm already convinced this function is not elementary. This does nothing to settle up my curiosity, as I ...
- 409
2
votes
1
answer
321
views
A strange functional inequality
Let $f,g \in C([-2,2],\mathbb R_+^*)$ even and concave real functions.
Is it true that
$$
\int_0^1 f\big(\cos(x^{-1})+\sin(x^{-1})\big) \cdot g\big(\cos(x^{-1})-\sin(x^{-1})\big) \mathrm{d}x\\ \leq f(...
- 4,074
1
vote
0
answers
141
views
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
6
votes
0
answers
431
views
How to prove these identities for $\log(2)$ based on $_3F_2$ integrals?
In this MO post I have placed 4 Ramanujan-type hypergeometric series found using the LLL algorithm for fast computing of some logarithms. I could prove 3 of them by means of classical methods based on ...
- 2,836
9
votes
0
answers
1k
views
How complicated can an elementary antiderivative get?
I asked this question on MSE here.
I recently learned that there are many very large numbers that have been defined, such as $\operatorname{TREE}(3)$ and many others that are too big to be written ...
- 541
1
vote
1
answer
170
views
fourth-order multivariate Gaussian integral
I am struggling with an integral of form
$$ \int_{\mathbb R^n} y\otimes y~ \langle Ay,y\rangle \, \mathrm d N(0,\Sigma)(y). $$
I assume that it will involve the trace of some product of $R$ and $\...
- 375
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
2
votes
1
answer
133
views
How to calculate this integral of squared Tricomi hypergeometric function
How to solve this integral
$$
\int_{0}^{\infty}r^2 e^{-\omega r^2}U(-\nu,\frac{3}{2},\omega r^2)^2 \mathrm{d}r
$$
where $\omega>0$ and $\nu \in \mathbb{R} \setminus \left \{ \frac{n-1}{2}\mid n \in ...
1
vote
1
answer
179
views
The function $G(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}|y|^k dy$ can be controlled when $|x|\rightarrow \infty$
In this paper, Lemma 6, Pinsky proves that $$H(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m \, dy$$ attains its maximum in $x=0$ for $m<0$. This can also be proven using ...
- 677
3
votes
2
answers
620
views
Are there any functions $f$ beyond trivial examples where $\int f(x +f(x + f(x +\dotsb)))\,dx$ $= F(x+F(x+F(x +\dotsb))) + C$ for some function $F$?
Basically the title explains most of my question here. Purely out of curiosity (I have no real application), I am wondering if there are any "interesting" functions $f$ where we know of a ...
- 149
4
votes
2
answers
2k
views
Does a function exist which is not Riemann integrable and satisfies the given condition:
I am looking for a function $f:[0,1]\rightarrow \mathbb{R}$ which is not Riemann integrable such that
$$\sum_{k=0}^n |f(x_k)-f(x_{k-1})|^2 <1$$ for every choice of $0=x_0\le x_1 \le \cdots \le x_n =...
- 151
3
votes
1
answer
227
views
If $f$ is a derivative and $f=g$ a.e. for some Riemman integrable function $g$, then can we obtain the Riemann integrability of $f$?
Let $a,b\in\mathbb R$ with $a<b$ and $f:[a,b]\to\mathbb R$. Assume that there exists a Riemann integrable function $g:[a,b]\to\mathbb R$ such that $f=g$ almost everywhere.
Then we can NOT conclude ...
- 299
10
votes
1
answer
571
views
Are “most” bounded derivatives not Riemann integrable?
Given $a,b\in\mathbb R$ with $a<b$. Let
$$X=\{f\in C([a,b]): f \text{ is differentiable on } [a,b] \text{ with }f' \text{ bounded }\},$$
and
$$A=\{f\in X: f' \text{ is Riemann integrable}\}. $$
It ...
- 299
1
vote
1
answer
184
views
Average distance between points of lower dimensional simplices in $\mathbb R^n$
Notation: By a simplex, we mean the convex hull of a finite set of distinct points in $\mathbb R^n$, which are called the vertices of the simplex. $\mathcal H^n$ will denote the $n$-dimensional ...
- 6,155
5
votes
1
answer
588
views
On the Riemannian integrability of the bounded derivative
Let $f:[a,b]\to\mathbb R$ be a differentiable function with $f'$ bounded. According to this post, $f'$ is not necessarily Riemann integrable on $[a,b]$, see also Volterra's function.
I wonder, if $f'$...
- 299
2
votes
1
answer
188
views
Equivalent characterization of weak derivative in Bochner space
Let $H$ be a hilbert space. A function $v\in L_\text{loc}^1(0,T;H)$ is called the weak derivative of $u \in L_\text{loc}^1(0,T;H)$ iff
$$ \int_0^T u(t) \varphi'(t) \, dt = -\int_0^T v(t) \varphi(t) \, ...
- 75
2
votes
0
answers
303
views
an upper bound for $L^1$ norm of the mollifier function
The standard mollifier function is defined as follows
$$f(x)=\begin{cases} 0 & \text{if } |x| \ge 1\\ \exp \left(-\cfrac{1}{1-x^2}\right) & \text{if } |x|<1.\end{cases}$$
It is well known ...
- 3,625
2
votes
1
answer
112
views
Uniqueness of the zero of $f-f*G_\sigma$ with $f$ convex/concave
I am struggling with the following problem. Let $f$ be a real smooth function:
strictly convex on $(-\infty,0)$,
strictly concave on $(0,\infty)$,
strictly increasing.
For $\sigma>0$, how can one ...
- 393
2
votes
0
answers
63
views
Evaluation of a certain area
I asked a version of this question on Math Stack Exchange 6 days ago, but without any responses: The area of a certain region
I am interested in evaluating the area of the region defined by
$$A_{L_1, ...
- 26.9k
0
votes
1
answer
79
views
Convergence in sequential Lebesgue spaces
Consider a strictly increasing sequence $1\leq q_0<q_n<q_{n+1}<q$ such that $q_n\to q$ as $n\to \infty$. Let $B\subset \Bbb R^d$ be a ball, so that $L^{q}(B)\subset L^{q_{n+1}}(B)\subset L^{...
- 1,101
4
votes
1
answer
424
views
An exercise on log-concave random variable on the real line
Let $X$ be a real random variable with log-concave density $f$. Assume that $E(X) =0$ and $E(X^2)=1$.
Show that there is a universal (independent of $X$) constant $c>0$ such that:
$$P(X\in[-1/2;0])\...
- 245
6
votes
1
answer
408
views
On an asymptotic integral decay
Let $f\in C^{\infty}([-1,0])$ be real-valued and suppose that
$$ \left| \int_{-1}^{0} f(t)\,e^{\lambda t} \,{\rm d} t \right| \leq e^{-\sqrt{\lambda}},$$
for all $\lambda > 0$. Does it follow that $...
- 4,135
1
vote
1
answer
222
views
Analytic expression for $\int_0^\infty \mathrm{d}p\frac{e^{-p \sin (\phi )} \sin (p \cos (\phi ))}{p \left(e^{c p}+1\right)}$
I am looking for ways to do this integration analytically
\begin{equation}
\int_0^\infty \mathrm{d}p\frac{e^{-p \sin (\phi )} \sin (p \cos (\phi ))}{p \left(e^{c p}+1\right)}
\end{equation}
For ...
- 199
12
votes
1
answer
437
views
Slick proofs using the Henstock–Kurzweil integral?
I enjoyed Iosif Pinelis's slick answer to another MO problem using the Henstock–Kurzweil integral. Are there other examples of problems whose statement does not explicitly involve the Henstock–...
2
votes
2
answers
382
views
Asymptotics of an integral requested
Given an integer $n\geq2$, consider the following integral
$$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
4
votes
2
answers
305
views
Generalization of van der Corput's estimate on oscillatory integrals
Question: Given exponents $0<\alpha<\beta$ and an interval
$[a,b]\subset(0,\infty)$ are there constants $C,d>0$ such that for any
$\lambda_1,\lambda_2\in\mathbb{R}$,
$$\left|\int_a^be(\...
- 1,701
2
votes
1
answer
141
views
Injectivity of two sided Laplace transform
Let $\mu,\nu$ be finite Borel measures on $\mathbb R$.
Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide:
$$
\int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
- 759
1
vote
1
answer
137
views
Integral inequality implies majorization by solution of ODE
Let $f:[0, \infty)\to [0, \infty)$ be non-increasing (and not necessarily differentiable nor continuous) and satisfy $$f(t)\leq f(0)-C\int_{0}^{t}f(s)^{1/2}ds,$$ where $C>0$. How can one show that ...
- 459
3
votes
0
answers
94
views
Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
1
vote
2
answers
120
views
Integral inequality implies $f(t)\equiv 0$ for all $t\geq T$ for some finite $T>0$?
Let $f:[0, \infty)\to [0, \infty)$ be non-increasing and satisfy for all $t>t_{0}$, $$f(t)+C\int_{t_{0}}^{t}f^{\gamma}(s)ds\leq \frac{1}{t-t_{0}}\int_{t_{0}}^{t}f(s)ds,$$ where $0<\gamma<1$ ...
- 459
0
votes
0
answers
124
views
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 ...
