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10
votes
0answers
198 views

Are there integral representations of the Mertens constant?

It is well-known that the Euler constant $\gamma=\lim\limits_{n\to \infty}\biggl( \sum\limits_{k\le n}\dfrac{1}{k}-\ln{n}\biggr ) $ has a bunch of integral representations, e.g. ...
10
votes
0answers
268 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 ...
9
votes
0answers
57 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} ...
9
votes
0answers
214 views

Reference for a proof of the fiberwise Stokes theorem

The fiberwise Stokes theorem says that given a differential form on a smooth fiber bundle whose fibers have boundary, the difference between the fiberwise integral of the differential and the ...
7
votes
0answers
377 views

Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces. Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...
6
votes
0answers
88 views

Integral identity related with cubic analogue of arithmetic-geometric mean

This is re-post from MSE as I did not get an answer there. Let $a,b$ be positive real numbers and we define two sequences $\{a_{n}\},\{b_{n}\}$ as follows: ...
6
votes
0answers
96 views

How to take this Grassmann integral?

I'm trying to reconstruct and understand what is explained in a paragraph of this paper. I am trying to check if the method they describe actually gives us the Laughlin state. The integral I'm facing ...
4
votes
0answers
65 views

Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if \begin{align} \lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in ...
4
votes
0answers
277 views

Reference request : Grothendieck's topological space valued integral

As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...
4
votes
0answers
159 views

Is there a coordinate free proof of the Morrey--Kohn--Hormander identity?

The Morrey--Kohn--Hormander identity is the key to proving vanishing/existence results on bounded pseudoconvex domains in $\mathbb{C}^n$, or more generally, Stein domains. See, for instance, the ...
4
votes
0answers
118 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
0answers
235 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} ...
4
votes
0answers
143 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 $AGM(x,y)$. ...
3
votes
0answers
170 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 $\delta$: ...
3
votes
0answers
486 views

Question on a proof by Solonnikov,Ladyzhenskaya,Ural'tseva

I have already asked this question on Mathematics SE, because I suppose that it is not research level. But I haven't got an answer, possibly here someone can answer. Let $G(t,x)$ be the fundamental ...
3
votes
0answers
126 views

Computing local volumes : the case of Hecke p-adic subgroups

I am quite interested in knowing how to compute some volumes of groups defined on local fields $K$, mainly in order to evaluate the identity term in trace formulas. It is something well done in the ...
3
votes
0answers
159 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 ...
3
votes
0answers
100 views

motivic integration and jacobian ideal

When we consider the change of variables in motivic integration, we have a birational map $f:Y\rightarrow X$ with Y smooth and we have to consider two invariants the order of the Jacobian ideal of $X$ ...
3
votes
0answers
85 views

What are the criteria for an elementary function to be infinitely integrable in elementary functions?

What features of elementary functions define a class of functions whose consecutive indefinite integration also gives an elementary function? Is there a way to check whether a given elementary ...
3
votes
0answers
216 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) &=& ...
3
votes
0answers
228 views

When does this method for integrals of fractional/integer parts work?

In a question Agno suggested an interesting way to compute $\{x\}$ and $\zeta(s)$. Define $$ F(x) = \{x\} = x - \lfloor x \rfloor = \frac{i \, \log\left(-e^{\left(-2 i \, \pi x\right)}\right)}{2 \, ...
3
votes
0answers
768 views

Hubbard-Stratonovich Transformation

Hello, The Hubbard-Stratonovich transformation $\exp(x^2) = \frac{1}{\sqrt{4 \pi}} \int_{-\infty}^{+\infty} du \exp(-\frac{u^2}{4} - xu)$ allows one to wirte the exponential of a the square of a ...
3
votes
0answers
147 views

An isoperimetric inequality for “order” polytopes

I am looking for an isoperimetric inequality for order-like polytopes. An order polytope $K\in \mathbb{R}^n$ is defined by a set of linear inequaities: $$ \forall i \; 0\leq x_i \leq 1 $$ and $ ...
2
votes
0answers
82 views

Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$ does $$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$ hold for ...
2
votes
0answers
39 views

Dual cone of 'positive' Bochner integrable functions

If we consider the space of integrable functions $L^1([0,1];\mathbb{R})$, it can be ordered by the convex cone of positive integrable functions $L^1([0,1];\mathbb{R}_+)$. It is known that the ...
2
votes
0answers
45 views

expectation involving normal pdf and Rayleigh distribution

I need to calculate following definite integral \begin{equation*} \frac{1}{2\pi }\int_0^\infty \frac{x^2 e^{-x^2/\sigma^2 } }{\sigma} \frac{e^{-\frac{\lambda}{{ax^2+b}}}}{\sqrt{ax^2+b}} ~~dx. ...
2
votes
0answers
47 views

Trigonometric multiple integral identity

How this alleged multiple integral identity can be proved? $$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos { ...
2
votes
0answers
200 views

Inequality with CDF of order statistics

here is a problem I have been struggling with for a while now. This is for a paper I am working on. Any help would be appreciated! Here we go: Each bidder's valuation $\theta _{i},$ $i=1,...,N$, is ...
2
votes
0answers
222 views

A integral equation with Discrete to result by inverse problem

Problem I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here, (I know the ...
2
votes
0answers
118 views

Regularity of measures in the theorem of Riesz

There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...
2
votes
0answers
78 views

Mean and variance of a general multivariate skew normal distribution

I have a problem about a general multivariate skew normal distribution. There is a $p\times 1$ vector, $\mathbf{y}=(\mathbf{y}_1',\mathbf{y}_2',\ldots,\mathbf{y}_n')',p>n$, which has the density as ...
2
votes
0answers
120 views

An integral problem related to matrix determinant

I am stuck in an integral problem: ...
2
votes
0answers
109 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 ...
2
votes
0answers
314 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} ...
2
votes
0answers
218 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 $w\in\mathbb{R}$, ...
2
votes
0answers
253 views

Definite integral probably equal to zeta with known (but unusable) closed form for the indefinite integral

Related to this and this questions. Basically got definite integral that experimentally equals $\zeta(s)$ both numerically and symbolically. Closed form for the indefinite integral is known, but I ...
2
votes
0answers
284 views

Expectation involving the ratio of normal pdf to normal cdf?

i need to calculate some expectations which involving the ratio of normal pdf to normal cdf. Specifically, they are $E\{\phi(x)/\Phi(x)\}$ and $E\{x\phi(x)/\Phi(x)\}$ where $x\sim N(0,1)$. Written ...
2
votes
0answers
171 views

Marginalizing multivariate normal over defined interval

Hello everyone, I am trying to obtain an analytic expression for the following Gaussian integral $$\frac{1}{\sqrt{(2 \pi)^n |\Sigma|}} \int \kern-0.2em \cdots \kern-0.2em \int d\mathbf{x}_{\sim i} ...
2
votes
0answers
220 views

Coutour Integral of Gamma Functions

How do I solve the Integral $$ \frac{1}{2\pi j} \oint \frac{b^{ - s} \Gamma[2 + i - s] \Gamma[s] \Gamma[-1 - i + s]}{ (2 + i - s) \Gamma[3 + i - s]} \:\mathrm{d}s$$ This integral is an inverse ...
1
vote
0answers
45 views

Approximating a divergent integral with modified Bessel functions of the first and second kinds

I am a physicist who needs to evaluate the following (divergent at the origin) integral involving the modified Bessel functions of the first and second kinds $I = \int_0^{\infty} \frac{\cos(ax)}{x} ...
1
vote
0answers
43 views

A slight generalization of Mehta's integral.

I am trying to find the value of following integral $$\int_{-\infty}^{\infty}\dots\int_{-\infty}^{\infty}\prod_{i=1}^ne^{-\frac{t_i^2}{2}+\alpha_i t_i}\prod_{1\le i<j\le ...
1
vote
0answers
110 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 ...
1
vote
0answers
192 views

convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)... \begin{equation} f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ??? \end{equation} which represents the pdf of the sum $Z = ...
1
vote
0answers
72 views

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, $K_n(t,s)$ ...
1
vote
0answers
141 views

Reference : Special case of Banach-valued function integration by parts

Let $u \in L^p (0,T; L^1(\Omega))$ with $\partial_t u \in L^p(0,T; L^1(\Omega))$ and $v \in L^q (0,T; L^\infty(\Omega))$ with $\partial_t u \in L^q(0,T; L^\infty(\Omega))$ (with $1/p+1/q=1$ and $p \in ...
1
vote
0answers
137 views

Integral involving a Meijer-G function

I am having trouble with calculating the following integral: $$ \int_{0}^{\infty} \ln{(1 + \alpha x)\, G^{k,0}_{k,k}\left[e^{-x}\left|^{(a_k)}_{(b_k)} \right. \right]} \, dx, $$ where $\alpha > ...
1
vote
0answers
94 views

Adelic integral factorization

In order to calculate Tamagawa numbers, I need to justify that for a nice (say Schwartz-Bruhat) function, the following identity holds : $$\int_{\mathbf{A}^2} f(x)dx = \int_{SL_2(\mathbf{A})/SL_2(K)} ...
1
vote
0answers
79 views

How naturally can functions defined by parametric integrals be interpolated from $\mathbb N$ to $\mathbb R^+$?

It is well known that several definite integrals $I_n$ containing a parameter $n\in\mathbb N$ can be expressed recursively (e.g. doing integration by parts) in terms of $I_{n-1} $ or $I_{n-2} $, and ...
1
vote
0answers
106 views

L2 norm of a M-Whittaker function

Let $M_{\kappa,\mu}(z)$ be the Whittaker function, as defined here http://en.wikipedia.org/wiki/Whittaker_function. Does any one know the evaluation of the following integral? ...
1
vote
0answers
235 views

Inflated independent samples for Monte Carlo estimation

In my particular problem, running an MCMC is too expensive, so I'm looking for a simple MC estimator, which would partially inherit the correlated samples of MCMC, yet would not require computing ...