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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, ...

2 votes
2 answers
391 views

Asymptotic decay rate of an oscillatory integral

Consider the following oscillatory integral $$ I(n):=\int_{-\pi}^\pi\int_{-\pi}^\pi e^{i n(x+y)}\frac {(1 - \cos(2x)) (1 - \cos(2y))} {2k - (\cos x + \cos y)}\ \mathrm{d}x\,\mathrm{d}y. $$ where $ …
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3 votes
1 answer
316 views

Bounding a series of nested integrals

Consider the following matrix function $$ f(t) = \cos(\omega_1t) A_1 + \cos(\omega_2t) A_2, \quad t\ge 0, $$ where $A_1$, $A_2$ are real square matrices and $\omega_1$, $\omega_2$ positive numbers. N …
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1 vote
0 answers
187 views

A question concerning positive definite matrix functions

Let $C(e^{i\theta})$ be an $m\times n$ ($m\ge n$) matrix-valued continuous function of $\theta\in[-\pi,\pi]$. Let $A_1(e^{i\theta})$ and $A_2(e^{i\theta})$ be two $n\times n$ positive definite matrix- …
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  • 2,712
4 votes
1 answer
406 views

On a vanishing integral inner product

Let $G(z)$ be an $n\times m$ rational matrix-valued function of full column rank on the unit circle. Further, let $P(z)$ be an $m\times m$ rational matrix-valued function positive definite on the unit …
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1 vote

On a vanishing integral inner product

I think I've managed to provide an answer to the second (simpler) question. I'll post it here. Let $P(e^{i\theta})=Mp(e^{i\theta})$. (In what follows, I will drop the dependence on $\theta$ to lighte …
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