**4**

votes

**2**answers

388 views

### Integrals of two Bessel functions of the first kind and a modified bessel function of the second kind

I'm searching for a suitable (hopefully simple enough) solution to the following form of integral:
$$\int_0^\infty \mathrm{d}x~x^n J_\nu(a x) J_\nu(b x) K_\mu(c x) $$
Where $n$, $\nu$, and $\mu$ are ...

**-3**

votes

**1**answer

105 views

### Suppose I know $\int h(t) dt = H(t)$, is there a way to find $\int h(t)^N dt$?

I am trying to find the -1 moments of sum of N geometric random variable, i.e. $E[\frac{1}{\sum_{i=1}^N X_i}]$
Suppose the probability mass function is $f_X(x) = (1 - p)^{x - 1} p$
The moment ...

**14**

votes

**2**answers

453 views

### On the convexity of certain integrals involving Bessel functions

Let $n\geq 0$ be an integer and let $J_n=J_n(r)$ denote the usual Bessel function (of the first kind) of order $n$ i.e. one of the solutions to Bessel's differential equation
$$r^2\frac{d^2y}{dr^2}+r\...

**0**

votes

**1**answer

160 views

### Is any derivative of $f_1^x f_0^{1-x}$ w.r.t. $x$ integrable?

For $f_0$ and $f_1$ two continuos probability density functions on $\mathbb{R}$, by Hölder, I know that $f_1^x f_0^{1-x}$ is integrable on $\mathbb{R}$, where $0 \leq x \leq 1$. Let $l=f_1/f_0$, then $...

**3**

votes

**1**answer

253 views

### Convergence of the Double Integral of a Polynomial Reciprocal

Let $f \in \mathbb{R}[x,y]$ be a polynomial satisfying the following conditions:
(i) $f(\mathbb{R}^2) \subset [a,\infty)$ where $a>0$;
(ii) $f$ is non-degenerate, in the sense that there isn't a ...

**1**

vote

**1**answer

144 views

### Inversion of incomplete elliptic integral of third kind

I would like to know whether there is any solution available on the inversion of elliptic integrals of the third kind (incomplete)?
That means that given $\Pi(n,u,m) = f(x)$, I would like to obtain $...

**3**

votes

**2**answers

405 views

### How to integrate an exponential function of an exponential function?

Does any one know how to calculate the following integration?
$$
\int_{\mathbb{R}} \left(\exp(z \: e^{-y^2})-1\right)^2 dy=?,\quad z>0.
$$
This post is related to my previous question here , ...

**4**

votes

**2**answers

513 views

### I don't understand behavior of this integral, help!

In an answer to a question I needed the following integral:
$$
f(z):=\int\limits_0^\infty t\coth(zt)e^{-t^2}dt;
$$
it represented deviation from modularity of some other function. However I noticed ...

**1**

vote

**1**answer

405 views

### Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum
$$\sum_{i=1}^n f(x_i) w_i$$
where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...

**5**

votes

**1**answer

143 views

### Approximations of the identity on Lie groups and homogenous spaces

I'm looking for a nice (and preferably classic or book) reference for the following type of result:
Consider a transitive action of a compact Lie group $G$ on a compact manifold $M$ and a continuous ...

**1**

vote

**0**answers

124 views

### 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 ...

**3**

votes

**1**answer

267 views

### How is the deconvolution of a fat gaussian from a polynomial derived?

We have a 2D order-2 polynomial, a Gaussian and a 'box' indicator function. Let:
$\begin{eqnarray}
p(x,y) &=& c_0+c_1x+c_2y+c_3xy+c_4x^2+c_5y^2+c_6xy^2 \\
G(x,y) &=& c_k\...

**1**

vote

**2**answers

156 views

### Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and $...

**1**

vote

**1**answer

224 views

### Request for help with two integrals

It would be great if someone can help me do these integrals - using numerical integration on Mathematica it seems that these converge - in what follows $a \in \mathbb{R}$ and $q \in \mathbb{N}$ and $n ...

**4**

votes

**2**answers

725 views

### Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...

**3**

votes

**1**answer

322 views

### Does there exist a function such that $\int_{\mathbb{R}_+^{\star} } t^nf(t)dt=0$? [closed]

Let $f\in C([a,b],\mathbb{R})$ such that $\displaystyle\int_{a}^{b} t^nf(t)dt=0$ for all integer n.
We know that $f\equiv 0$. It's call Hausdorff theorem.
This theorem is wrong on $\mathbb{R^+}$, a ...

**4**

votes

**0**answers

155 views

### The Haar integral on uniform spaces

Does anybody know what the current research status is on the topic of Haar measures on uniform spaces? I'm specifically interested in compact uniform spaces and its corresponding Haar probability.
As ...

**4**

votes

**2**answers

157 views

### Reference for the fact that the images of the narrow and wide Denjoy integrals are respectively $ACG_\ast$ and $ACG$?

The narrow Denjoy integral (which also goes by the names Henstock-Kurzweil integral, Perron integral, and Lusin integral) is a transfinite integration process defined by Denjoy in the early 20th ...

**4**

votes

**0**answers

266 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}\{(-...

**2**

votes

**0**answers

110 views

### How to show the identity $\int_0^T \int_{\Gamma(t)}f(s,t)\;dsdt = \int_S f(\sigma)(1+(\mathbf w \cdot \mathbf n)^2)^{-\frac{1}{2}}\;d\sigma$?

I am reading this paper.
Let $\Gamma(t)$ be a smooth closed connected oriented hypersurface for each $t \in [0,T]$. Define the set $$S = \bigcup_{t \in (0,T)}\Gamma(t) \times \{t\}.$$
On page 5 of ...

**1**

vote

**1**answer

101 views

### What function is “$U_{\nu}(\cdot, \cdot)$”?

I was searching in the Prudnikov (vol. 2) how to solve an integral and I finally found it. However, I didn't recognized a function that appears in the answer.
Integral 1.8.2.4:
$$
\int_0^x x^{\nu+1} ...

**1**

vote

**1**answer

135 views

### Characterization of a particular integrable function

Let $f$ be a strictly positive function such that $\int_{0}^{\infty}f(x)dx=\int_{0}^{\infty}xf(x)=1$ (i.e., a probability density function with expectation one). Let also $g$ be a nonnegative ...

**3**

votes

**1**answer

379 views

### Integral wrt probability measure

Let $\Theta\subseteq\mathbb{R}^d$ is open set and $(\cal X, \cal A)$ be a measurable space . For every $\theta\in\Theta$, suppose that $P_\theta$ is a probability measure on $(\cal X, \cal A)$. ...

**0**

votes

**2**answers

322 views

### Indefinite integration of multiplication of two Bessel function

I am trying to calculate this integral. I know it has an analytic expression when $a = 0$. But, is there any analytic expression for this case?
$$\int_{a}^{\infty}J_2(bx)J_1(cx)\,dx$$
Thanks in ...

**9**

votes

**2**answers

497 views

### Summary of Lie-Algebra integration tactics

If this is in the scope of MO, I would like to gather here the known tactics of
Lie algebra integration, since it appear surprisingly hard to find such a
compendium, library or any other kind of ...

**59**

votes

**1**answer

4k views

### A hard integral identity on MATH.SE

The following identity on MATH.SE
$$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$
seems to be ...

**1**

vote

**2**answers

198 views

### How to show this integral on boundary of Lipschitz domain is finite?

Sorry for asking a basic question but this did not get answered on M.SE.
Let $\Omega \subset \mathbb{R}^n$ be a Lipschitz domain. How do I show rigorously that
$$\int_{\partial\Omega} \frac{1}{|y|^{...

**8**

votes

**2**answers

557 views

### $\mathrm{Bessel}^3$ Integral

I'm trying to calculate the following integral:
$\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$
($\mathrm{BesselJ}[n,x]$ is ...

**0**

votes

**2**answers

239 views

### Defining surface integral on boundary of $C^1$-domain

Let $\Omega$ be a bounded $C^1$ domain with bounded boundary $\partial\Omega$. Can someone point me to a reference where the surface integral of a measurable function $f\colon \partial\Omega \to \...

**1**

vote

**1**answer

391 views

### Prove or disprove $ \int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > \int_{0}^{\infty} \int_{-\infty}^{-x} f(x)f(y)dydx. $

Consider a symmetric, unimodal distribution $f(x)$ such that $\int_{0}^{\infty} f(x) > 1/2$. I want to prove or disprove the following:
$$
\int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > \int_{0}...

**2**

votes

**2**answers

153 views

### dense lattices in high dimensions

I want a collection of points $\{ x_1, \dots, x_m\}$ to sample a unit cube $[0,1]^n$ with $n >>1 $ in high dimensions so that summing over these points is approximate the integral over that ...

**7**

votes

**2**answers

369 views

### Integration on Compact Semirings

I want to know if integration of functions $f:X\rightarrow G$ where $G$ is a compact semiring has been defined and if it is possible to ensure that all continuous functions are integrable. This is ...

**0**

votes

**1**answer

92 views

### Estimating a quantity from an estimate in its integral

I am reading a paper in which the following argument is made. We have two positive real valued functions $f(x)$ and $g(x)$. We know that $$\int_0^x \int_0^y f(z) \ dz \ dy \leq g(x).$$
It is then ...

**2**

votes

**1**answer

508 views

### From Lebesgue Integral to Stieltjes Integral, and integration by parts

Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...

**2**

votes

**0**answers

378 views

### How to perform this matrix integral?

Edit: some backgrouds added.
In quiver matrix model which is reviewed DV or CKR, the path integral reduce to the matrix integral
$$Z \sim \int \prod_{i=1}^r d\Phi_i \prod_{<a,b>} dQ_{ab} e^{-\...

**1**

vote

**1**answer

94 views

### Is sequential completeness of LCS strictly stronger that Riemann integrability of curves?

$\def\RiemInt{\,\text{-}\,\lower.5mm\hbox{$^{^{\rm Riem}}$}\kern-1mm\int}$
This is essentially a reformulation of this MSE question which has not received any answers for about three weeks. To ...

**1**

vote

**0**answers

128 views

### Are the two functions equal? If not, what relation are they?

We have
$$A=\frac{1}{2\pi}\int_{-\infty}^{\infty}\prod_{i=1}^{\infty}\frac{\sin(v2^{-k})}{v2^{-k}}e^{ivx}dx$$
$$B=\frac{1}{2}\sum_{k=1}^{n}\cos (\pi kx)\prod_{i=1}^{m}\frac{\sin(\pi k2^{-i})}{\pi k2^...

**3**

votes

**3**answers

338 views

### Positivity of the Coulomb energy in two dimensions

In dimensions $d\geq 3$ the Coulomb energy is always non-negative (since the Fourier transform of $\frac{1}{\|\cdot\|^{d-2}}$ is non-negative). What can one say about positivity properties of the ...

**25**

votes

**3**answers

2k views

### Can we simplify $\int_{0}^{\infty}\frac{{\sin}^px}{x^q}dx$?

We know the followings :
$$\int_{0}^{\infty}\frac{{\sin}x}{x}dx=\int_{0}^{\infty}\frac{{\sin}^2x}{x^2}dx=\frac{\pi}{2},\int_{0}^{\infty}\frac{{\sin}^3x}{x^3}dx=\frac{3\pi}{8}.$$
Also, we can get
$$\...

**2**

votes

**3**answers

307 views

### How to extract the divergent part from the singular integral

How to extract the divergent part of the following integral simply as $u \rightarrow \infty$
$$g(u) = \frac{\sqrt{2u}}{\pi} \int^1_{\frac{1}{u}} dz \frac{\sqrt{z-1}}{\sqrt{z^2-u^{-2}}} $$

**5**

votes

**1**answer

607 views

### Integral of a product of Laguerre polynomials

In order to estimate the non linear term in a particular PDE, I have to decompose $L_k^\alpha(x)^3\cdot x^{-\delta}$ (with $0<\delta<\alpha+1$) into a basis consisting of Laguerre polynomials $...

**2**

votes

**0**answers

231 views

### An integral inequality

Let $g:\mathbb{R}\rightarrow\mathbb{R}$ be bounded with derivative $g'$. I have shown that the following inequality holds for all $w\in\mathbb{R}$,
\begin{equation}\bigg|w\int_0^1\int_{-\infty}^{\...

**1**

vote

**3**answers

228 views

### limit of a singular integral

Denote $f_{\gamma}(x) =\frac { (1+\gamma)}{2} |x|^{\gamma}$. We consider:
$$I(\gamma) = \int_{-1}^1\int_{-1}^1 \ln (|x-y|) f_{\gamma}(x) f_{\gamma}(y) dx dy$$
I would like to know the limit of $I(\...

**4**

votes

**0**answers

152 views

### About arithmetic-geometric mean

It's well known that if we set $a_0=x \geq 0, \ g_0=y \geq 0$, and
$$ a_{n+1}=\dfrac{1}{2}(a_n+g_n), \ g_{n+1}=\sqrt{a_n g_n} ,$$
then both $\{a_n\}$ and $\{g_n\}$ will converge to $AGM(x,y)$. ...

**0**

votes

**3**answers

192 views

### Definite integral of a function containing an exponential

I have to calculate analytically this integral:
$$
{\rm J}\left(q\right)
=
\int_{0}^{\infty}{{\rm d}x \over x^{q}\left({\rm e}^{kx}-1\right)}
$$
where $-1\le q\le N$
with:
$N\in\mathbb{N}$ and $q\in\...

**1**

vote

**1**answer

274 views

### Lebesgue's integrability condition in several variables

The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable
$f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...

**1**

vote

**0**answers

321 views

### exponential integral $e^{x/t^{3}}$ and floor function

Is it possible to give a closed form for the integral
$$ \int_{0}^{\infty} \frac{dt}{t^{3}}\rho (t)e^{-\frac{x}{n^{2}t^{2}}}$$
where $ \rho (t) = t- \left\lfloor t\right\rfloor $ is the fractional ...

**1**

vote

**0**answers

88 views

### Distribute Monte Carlo samples among dimensions

Simplified problem: Given a $d$-times nested convolution of an input function $g(x):\mathbb{R}\mapsto \mathbb{R}$ with the same band-limited smooth function $f(x):\mathbb{R}\mapsto \mathbb{R}$. I am ...

**1**

vote

**1**answer

216 views

### Lebesgue integrability and Kurzweil Henstock integrability

Why it's possible to integrate the function: $$f(x)=\frac{1}{x}\sin\left(\frac{1}{x^\alpha}\right)$$ using Kurzweil Henstok integral while it's not Lebesgue integrable because the singularity in $x=0$?...

**1**

vote

**0**answers

358 views

### complex contour integral calculation after Möbius transformation

Good day to everyone.
In my scientific research I've got stuck with a contour integration problem.
I would like to evaluate the following integral:
$$I=\int_0^{\infty } \frac{e^{\frac{\alpha -\mathrm ...