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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.
5
votes
1
answer
170
views
Ratio of integrals with increasing dimension over Euclidean balls
Let $f_n(x)\geq0$ be any sequence of nonnegative $L^1(\mathbb{R}^n)$ functions such that $\int_{\mathbb{R}^{n}}f_n(x)dx=1$ where $dx$ is the Lebesgue measure on $\mathbb{R}^n$. For any $a>1,\epsilon>0 …
2
votes
1
answer
212
views
Ratio of hypergeometric function
Given $a>b>0$, is there any upper bound of the following ratio of hypergeometric function?
$$\frac{_2F_1(a,1-b;a+1;x)}{_2F_1(a,1-b;a+1;y)}$$
for $1>x>y>0$ ideally in the form like some powers of $x/y$ …
3
votes
2
answers
692
views
Non-asymptotic upper bound of right tail of Gamma function
I'm wondering if there is any non-asymptotic upper bound for the following Gamma function:
$$f_a(x)=\int_{x}^{\infty}t^a\exp(-t)dt$$
for $x>0,a>0$? Something like $x^a\exp(-x)$?
2
votes
1
answer
244
views
Ratio of expectation involving random unit vectors
Let $u=(u_1,...,u_n), v=(v_1,...,v_n)$ be two random vectors independently and uniformly distributed on the unit sphere in $\mathbb{R}^n$. Define two other random variables $X=\sum_{i=1}^nu_i^2v_i^2$, …
1
vote
1
answer
502
views
Upper bound of the fraction of Gamma functions
Is there a simple upper bound of the following fraction of Gamma functions for any $a,b\geq1/2$:
$$\left(\frac{\Gamma(a+b)}{a\Gamma(a)\Gamma(b)}\right)^{1/a}$$
An upper bound in the following form is …
6
votes
1
answer
569
views
Sub-Gaussian decay of convolution of $L^1$ function with Gaussian kernel
I think it might be helpful to put the new statement at the beginning and put the original post at the end. This new statement is more mathematically elegant.
Let $f\geq0$ be in $L^1(\mathbb{R}^d)$ …
5
votes
1
answer
639
views
A conjecture about the submatrix of orthogonal matrix
Let $U$ be an $n\times n$ orthogonal matrix, i.e. $U\in\mathbb{R}^{n \times n}$. For any non-empty ordered sets $S_1,S_2\subset\{1,2,...,n\}$, define $U_{S_1S_2}$ to be an $|S_1|\times|S_2|$ submatrix …
2
votes
1
answer
662
views
Moment generating function of random unit vector
Let $X$ be uniformly distributed on the unit sphere $S^{n-1}$. Is there any result concerning the calculation or bound (particularly lower bound) of
$$\mathbb{E}[\exp(X^Tv)]$$
for any $v$?
1
vote
1
answer
74
views
Joint density of a quadratic function of entries of orthogonal matrix
$U=(U_{ij})_{1\leq i,j\leq m},V=(V_{ij})_{1\leq i,j\leq m}$ are independently and uniformly distributed on the orthogonal group $O(m)$. For any positive integer $k,n$ such that $1\leq k\leq n\leq m$, …
1
vote
0
answers
408
views
Integral of matrix determinant with respect to Lebesgue measure
$\newcommand\norm[1]{\lVert#1\rVert}
\newcommand\opnorm[1]{\norm{#1}_{\text{op}}}
\newcommand\Frnorm[1]{\norm{#1}_{\text F}}$Define
\begin{align*}
S_t=\{
(A,B)\in\mathbb{R}^{n\times n}\times\mathb …
1
vote
1
answer
417
views
Upper bound of a ratio of integrals
I'm wondering how to upper bound the following ratio of integrals:
$$\frac{\int_{\Delta_a}(\prod_{i=1}^n\lambda_i)^{p-1}\prod_{i<j}|\lambda_i-\lambda_j|}{\int_{\Delta_b}(\prod_{i=1}^n\lambda_i)^{p-1}\ …
3
votes
1
answer
222
views
Ratio of Selberg integral
I'm considering a ratio of incomplete Selberg integral:
$$f_n(a,b)=\frac{\int_{\Delta_a}\prod_{i=1}^nx_i^{\alpha-\frac{n+1}{2}}\prod_{i=1}^n(1-x_i)^{-1/2}\prod_{i<j}|x_i-x_j|}{\int_{\Delta_b}\prod_{i= …