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24 votes
1 answer
1k views

Integrating on $\mathbb{R}$ by summing on $\mathbb{Q}^+$

Does the following integration method hold for regular enough functions $F:\mathbb{R}\to\mathbb{R}$? \begin{align} &\zeta(2)\sum_{\frac{a}{b}\in\mathbb{Q}_n} \frac{F(\log \frac{a}{b})}{\sqrt{abn}...
Alexandre's user avatar
  • 634
2 votes
2 answers
211 views

Limit of a integral whose integrand diverges under the limit

I am trying to simplify the following limit of integral where $\mu$ is given: $$p(y) = \lim_{\sigma \to 0} \int_{\mathbb R} |x| \cdot \frac{1}{\sqrt{2\pi\sigma^2} } e^{-\frac{1}{2\sigma^2} (xy - \mu)^...
user482401's user avatar
0 votes
1 answer
161 views

Sufficient conditions for L1 convergence of exponentials

Suppose $(X,B,m)$ is a finite measure space and $(f_n)$ is a sequence of functions converging almost surely and in $L^2(X,m)$. Moreover, I know that for every $n$, $\int e^{f_n(x)} m(dx)<\infty$. ...
user12345678's user avatar
1 vote
3 answers
580 views

Squeezing more convergence from the convergence in all $L^p$ spaces

Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
Alex M.'s user avatar
  • 5,407
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, ...
saolof's user avatar
  • 1,947
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 ...
ChangYong Oh's user avatar