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Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

24 votes

Binomial again, and again

Here is a proof which doesn't use the identity $\int_{-\infty}^\infty {n \choose x}\,dx= 2^n$: Using the representation ${ n \choose x}=\frac{1}{2\pi}\int_{-\pi}^\pi e^{-ixt}\left(1+e^{it}\right)^n\, …
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14 votes
Accepted

Integral $\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}...

Here is another approach, which also gives the rational term. (I) To see how it works let $n\geq 2$ and consider first the simpler case \begin{align*} \mathbb{E}\bigg(\frac{1}{X_1+\ldots+X_n}\bigg)= …
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4 votes

Expected absolute value of the average of two points from the disc

(Too long for a comment) For the record: $$\mathrm{exp\_abs}(3)=\frac{4}{3 \pi^2}\,I_3=0.3671989447$$ where $$I_3=\int_{-1}^1\int_{-1}^1 \int_{-1}^1 |x+y+z|\sqrt{1-x^2}\sqrt{1-y^2}\sqrt{1-z^2}\,dx\,dy …
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3 votes
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How to calculate $P(\sum_{i=1}^{m}(A_i+S_i)\le L)$ with $A_i,L\sim\text{exp}(\lambda),S_i\si...

Call the left resp. right hand sum $R_m$ resp. $R_{m+1}$. As $L$ is $\exp(\lambda)$ and independent of $(R_m,R_{m+1})$ , taking expection with resp. to $L$ first gives $$\mathbb{P}(R_m\leq L < R_{m+1 …
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