All Questions
Tagged with integration real-analysis
96 questions with no upvoted or accepted answers
21
votes
0
answers
658
views
A multiple integral
Let us consider the multiple integral
$$I_{n}=\int_{-\infty }^{\infty }ds_{1}\int_{-\infty}^{s_{1}}ds_{2}\cdots
\int_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {(s_{1}^{2}-s_{2}^{2})}\;\cdots
\cos {(s_{2n-1}...
- 16.5k
11
votes
0
answers
137
views
Assymptotics of a Selberg type integral
Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral
$$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} \...
- 111
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
8
votes
0
answers
296
views
Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?
I have never seen a real-analytic approach to evaluate integrals of the form below
$$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary ...
- 1,459
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
6
votes
0
answers
2k
views
Interchange of integral and infimum
Can anyone please suggest how to justify widely used formula for interchange of integral and infimum:
$
\inf_{u(t)\in U}\int_{t_0}^{t_1}g(t,u(t))dt=\int_{t_0}^{t_1}\inf_{u\in U}g(t,u)dt,
$
where $ U\...
- 61
5
votes
0
answers
652
views
Nature of function as $x\rightarrow\infty$
I'm studying the limits and applicability of Abel Plana summation for different test functions (class of functions). In doing so this just pops out and couldn't handle the said integral so asked here (...
- 790
5
votes
0
answers
266
views
Hadamard lemma without integration
Let $I$ be the ideal of smooth germs vanishing at zero. Let $I^{k+1}$ be the ideal generated by $(k+1)$-fold product of such germs. Write $F_k$ for the ideal of $k$-flat germs at zero.
By the product ...
- 10.5k
4
votes
0
answers
826
views
Showing that $\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$
Prove, without evaluating the integrals that:
$$\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$$
Originally I posted this here on MSE, however it's ...
- 215
4
votes
0
answers
261
views
Is the following integral positive or not?
Let $n$ be a given even positive integer. We have the following integral
\begin{eqnarray}
&&\int_0^1\cdots\int_0^1\prod\limits_{i=1}^n\prod\limits_{j=1}^n(x_i-y_j)dx_1\cdots dx_ndy_1\cdots ...
- 1,997
4
votes
0
answers
349
views
Fractional integral inequality (Hardy-Littlewood-Sobolev)
I am investigating the following integral
\begin{equation}
I^*(x) = \int_{\mathbb{R}} \frac{f(y) \ln |y-x| }{|y - x|^{\mu}} \, dy
\end{equation}
where $f \in L_p(\mathbb{R})$, $ 1 < p < q <...
4
votes
0
answers
672
views
Proofs of the second fundamental theorem of calculus
I am referring to the following version of the theorem, in the setting of the Lebesgue integral.
Theorem Let $f: [a,b] \rightarrow \bf R$ be an everywhere differentiable function whose derivative is ...
- 18.7k
4
votes
0
answers
684
views
A difficult integral which the Risch algorithm shows is not elementary
For reasons which aren't conceptually related to the problem a few of my colleagues and I are in need of finding an expression for the following integral in terms of $a$ and $\delta$:
$$\int_{\delta}^...
- 1,431
4
votes
0
answers
428
views
Inverse of matrix-valued function
Given $c>0$. Let $\gamma_c:{\cal M}_{k \times k}^+\mapsto {\cal M}_{k \times k}^+$ is a function defined by
\begin{equation}
\gamma_c(\Omega)=\frac1{\sqrt{(2\pi)^{k}|\Omega|}}\int_{\mathbb{R}^k}\{(-...
- 133
3
votes
0
answers
95
views
Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
- 31
3
votes
0
answers
94
views
Question on an integral inequality
I am reading van de Vaart and Weller, Weak Convergence and Empirical Processes With Applications to Statistics. And I am stuck in the proof of Theorem 2.6.7 on page 141.
For simplicity I restae the ...
- 53
3
votes
0
answers
646
views
On properties on a certain functional
Consider the following function:
$$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$
Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant.
The following three conditions ...
- 375
3
votes
0
answers
238
views
Dominated convergence Theorem
I am struggling to understand the proof in the paper, Learning Temporal Evolution of Spatial Dependence with
Generalized Spatiotemporal Gaussian Process Models.
Theorem 2.1 in the page 33 uses ...
- 31
3
votes
0
answers
132
views
A new characterization of Riemann-Integrability
Question :
Given two bounded functions $\,f:[a,b]→\mathbb{R}\,$
and $\;θ:(0,b−a]→[0,1]$.
Suppose $\,P:a=x_0<x_1<⋯<x_n=b\;$ is a partition of $\,[a,b]$.
Let $\,Δx_k=x_k−x_{k−1}\,$ and $\,\...
- 31
3
votes
0
answers
160
views
integral with simple approximation. But why?
I have the following integral
$$g(x_0) = \int_{-\infty}^{\infty} \frac{1}{(1+x^2)^{3/4}}\frac{1}{(1+(x+x_0)^2)^{3/4}}\exp\left(-\frac{2\pi i}{\lambda}\left[\sqrt{1+x^2}-\sqrt{1+(x+x_0)^2} \right] \...
3
votes
0
answers
187
views
An upper bound for a 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
$$
(D_{n})_{n \in \mathbb{N}_{0}} =
\left( \left\{
I^{n}_{j},~
1\leq j \leq 2^{n} \}
\right\} \right)_{n ...
- 103
2
votes
0
answers
101
views
An inequality related to Problem 10210 AMM 1992 No. 3
Problem. Let $A$ be a $N \times N$ real matrix whose $(i,j)$ entry is $a_{ij} \ge 0, \forall i, j$. Let $1$ denote $N\times 1$ all-ones vector. Prove that
$$N^2 1^\top A^\top A A^\top 1 \ge (1^\top A ...
- 1,053
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
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
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
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
$$A_{L_1, ...
- 26.9k
2
votes
0
answers
252
views
Power series of the modified Bessel function of the second kind
I am looking for a power series representation of
$$ \frac{1}{K_{\nu}(x)}, $$
where $K_{\nu}$ denotes the modified Bessel function of the second kind and $\nu>-1/2$ is not an integer.
I know that ...
- 83
2
votes
0
answers
136
views
Multiple integral with diagonal constraint (short-range)
I am looking for an upper bound on the following integral:
$$\int_{X_{\delta}}\prod_{j\neq i=1}^{n}\left ( \frac{\delta}{\min (\max(\epsilon, |a_i-a_j|),\delta)}\right )^{b} \prod_{i=1}^{n} da_{i},$$
...
- 5,474
2
votes
0
answers
155
views
Second differential of total variation
I am trying to give meaning to the notion of second differential of total variation.
For sufficiently regular $u:\Omega \subset \mathbb{R}^2 \to \mathbb{R}$ let the total variation be given by
$$TV(u)=...
- 319
2
votes
0
answers
104
views
Coercivity of an integral operator in control theory
Let us consider the integral operator $T:\mathbb{R}^{n\times d}\to [0,\infty)$ such that for all $K\in \mathbb{R}^{n\times d}$,
$$
T(K)=\int_0^1 \operatorname{tr}(KK^\top \Sigma_t) \,d t,
$$
where $\...
- 503
2
votes
0
answers
57
views
Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?
The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete?
Indexing any countable set, ...
- 1,947
2
votes
0
answers
108
views
Are a.e. derivatives of continuous $VBG_*$ functions Denjoy–Perron integrable?
I would like to ask a question pertaining to the Denjoy–Perron (Henstock–Kurzweil) theory of integration. It is simple enough that I have entertained the idea that perhaps an answer is known, but I ...
2
votes
0
answers
65
views
Reference request for type of specific integral equation in two variable:
Consider the following integral equation:
$$\int_0^\infty K(t,y)\phi(t,x)dt=0$$
Here, $K(t,y)$ is a trigonometric kernel and
$\phi(t,x)$ is monotonic wrt $x$ ( for fixed $t$).
I want to find the ...
- 41
2
votes
0
answers
132
views
Green's identity with a different norm
Let $\Omega \subset \mathbb{R}^n$ be a domain with a smooth boundary $\Gamma$. Suppose that $f, g \colon \mathbb{R}^n \to \mathbb{R}$ are of class $C^\infty( \overline{\Omega})$. Then Green's first ...
- 820
2
votes
0
answers
44
views
Derivatives of $G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt$ when $h$ is positive-homogeneous
Let $h:\mathbb R \to \mathbb R$ be a continuous which is positive-homogeneous of order $p \ge 1$, and define $G_h:[-1,1] \to \mathbb R$ by
$$
G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt.
$...
- 6,853
2
votes
0
answers
126
views
How does the area affect the integral?
Let $\Omega\subset\mathbb{R}^n$ a open bounded set. For any $r>0$ consider the integral:
$$J_\Omega(r)=\int_{\Omega}\frac{|x^s|dx}{r^c+\sum_{i=1}^m|x^{p_i}|r^{d_i}},$$
where $s,p_i\in\mathbb{N}^n$ ...
- 561
2
votes
0
answers
84
views
A problem of uniqueness
Let $f\in\mathcal{S}(\mathbb{R}^n)$, $a\in(-1,1)$, how i can prove that the following problem:
$$\text{div}(t^a\nabla u)=0,\quad\text{in }\mathbb{R}^n\times(0,\infty),$$
$$ u(x,0)=f(x),\quad\forall x\...
- 339
2
votes
0
answers
115
views
Showing that for measurable $\Omega \subseteq \mathbb{R}^n$, $L^1(\Omega; C_0(\mathbb{R}^n))$ is separable
Here we're integrating "Banach-valued" functions $u: \Omega \rightarrow C_0(\mathbb{R}^n))$ , and by $u \in L^1(\Omega; C_0(\mathbb{R}^n))$ I mean that
$$\int_{x \in \Omega} \| u(x) \|_{\...
- 21
2
votes
0
answers
84
views
How to define Lebesgue Integrability of functions assuming values in an arbitrary topological vector space over an arbitrary topological field?
I have already asked this question in this MSE thread, but some people suggested me to ask to the MO community also.
Preliminaries
An algebra of sets in a set $X$ is an $\mathcal{X}\subseteq\mathcal{P}...
- 129
2
votes
0
answers
200
views
The collection of mean value abscissas in the Mean value theorem
The integral mean value theorem for continuous f on [0,b] and finite positive continuous measure $\mu$ we have
$$\frac{1}{\mu[a,b]}\int_{a}^{b}f(x)d\mu(x)=f(c)(*)$$
for at least one $c\in [a,b]$. We ...
- 5,474
2
votes
0
answers
249
views
Calculating $\int_1^{\infty}\frac{\operatorname{ali}(x)}{x^3}dx$, where $\operatorname{ali}(x)$ is the inverse function of the logarithmic integral
It is well-known that we can compute the closed-form of the integrals $$\int_1^{\infty}\frac{\log x}{x^2}dx$$
and $$\int_1^{\infty}\frac{\operatorname{li} (x)}{x^3}dx,$$
where $\operatorname{li} (x)$ ...
2
votes
0
answers
197
views
Orthogonality relation in $L^2$ implying periodicity
Let $\theta(t)$ and $\phi(t)$ be two real $C^1$ functions $[0,2\pi]\rightarrow \mathbb{R}$. Let us assume $\theta$ has the properties
$$
\int_0^{2\pi} e^{i\theta(t)} dt=0.
$$
Geometrically this means ...
- 405
2
votes
0
answers
114
views
Is there an explicit version of Morse Lemma used in stationary phase method?
In the proof of the stationary phase method (at least the one I have seen) Morse lemma shows up, which states: Let $g:\mathbb R^n\to \mathbb R$ be a function of class $C^\infty$ for which $0$ is a ...
- 3,625
2
votes
0
answers
60
views
Finding a function in contour integration involving Riemann mapping
Let $T$ be a rectifiable Jordan curve in $\mathbb{C},$ $G$ be the interior of $T,$ and $\Phi$ be a conformal map of the unit disk $\mathbb{D}$ onto $G.$ Let $\mathcal{P}_{n}$ be the space of algebraic ...
2
votes
0
answers
571
views
Integrating a product of integrals involving Bessel functions
I have asked similar questions on Math Stack Exchange, but not been able to receive many helpful responses. Therefore, I am posting this problem here, and any input would be extremely valuable.
I ...
- 161
2
votes
0
answers
254
views
Prove this function is increasing
I'm stuck in showing that the following function is increasing over the domain $\left[0,\hat{b}\right]$:
\begin{eqnarray}
\Pi\left(z\right) & = & \int_{0}^{\phi\left(z\right)}\int_{x}^{\bar{x}...
- 21
2
votes
0
answers
79
views
Compute Mixed Volume with Respect to Some Regular Sets
Let $( \mathbb{R}^n, \mathcal{B}, \gamma)$ be a measure space where $\mathcal{B}$ is the Borel sigma algebra and $\gamma$ is a continuous measure. For $A, B\in \mathcal{B}$ that are convex, the mixed ...
- 1,127
2
votes
0
answers
259
views
How to analytically evaluate this n-dimensional iterated integral?
I would very much appreciate any suggestions and/or pointers to references relevant for the analytic evaluation of the following n-dimensional iterated integral
$$\int_{-\infty}^{+\infty}dx_1\int_{-\...
- 161
2
votes
0
answers
181
views
Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?
Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup D_2=D\...
- 121
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 ...
- 521