Questions tagged [integration]
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, ...
1,506 questions
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Proving bound on expectation of likelihood ratio involving mixtures
Let $p$ be a Lebesgue density function with infinite support (i.e. $p(x)>0 \forall x\in \mathbb{R}$ and $\int p(x) dx = 1$). Moreover, assume that $p$ is even (i.e. $p(x) = p(-x)$) and unimodal: $p(...
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Integration of volume forms over manifolds with corners
Suppose that $M$ is a (compact, oriented, smooth) manifold with corners.
Let $M_{\leq 1}$ the manifold with boundary of all points of index $\leq 1$ (following the notations here). This manifold is an ...
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Weak convergence of $f(x,e^{itx})$
This is the desired result (what I want to prove):
$$f(x,e^{itx})\overset{t\to\infty}{\rightharpoonup}\frac{1}{2\pi i}\oint_{|z|=1}\frac{1}{z}f(x,z)dz \tag{1}$$
Given that $f\in C([a,b]\times\{e^{i\...
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An inequality related to Problem 10210 AMM 1992 No. 3
Problem. Let $A$ be a $N \times N$ real matrix whose $(i,j)$ entry is $a_{ij} \ge 0, \forall i, j$. Let $1$ denote $N\times 1$ all-ones vector. Prove that
$$N^2 1^\top A^\top A A^\top 1 \ge (1^\top A ...
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Closed form of $\frac{1}{\pi^{n}}\int_{\mathbb{R}^n}dV \prod_{i=1}^{l}\frac{1}{1+(v_{i}^{T}x)^2}$
Is it possible to find closed form of $$I=\frac{1}{\pi^{n}}\int_{\mathbb{R}^n}dV \prod_{i=1}^{l}\frac{1}{1+(v_{i}^{T}x)^2}$$
in terms of vectors $v_i$?
Where $x=(x_1,\ldots,x_{n}),\ dV=dx_1\wedge\...
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integral over the unit sphere of $\Bbb C^n$
Please, is there a way to calculate this integral
$$\int_{S_{2n-1}} \frac{e^{a \langle z, \zeta \rangle}}{|z - \zeta|^{\beta}} \, d\sigma(\zeta)$$
where $ z $ is a fixed point in the complex unit ball ...
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Fourier transform of exponential over torus
I found the following formula for the Fourier transform on a flat 2-torus, but I don't quite know how to derive it. We have a variable $q=(q_x,q_y) \in [0,2\pi)^2$ and by considering it in polar ...
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Contribution of Fisher information near jump points in convolved probability distributions
I am trying to compute the contribution to the Fisher information from jump points $b_i(\theta)$ in the convolved function $f(x; \theta)$ with respect to the parameter $\theta$. I am unsure whether it ...
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How can I solve this non-local optimization problem?
I would like to find a continuous function $u:[0,1]\to \mathbb{R}$, which is a minimizer of the following functional
$$ F(u) = \frac{1}{2}\int_0^1 \int_0^1 \left( \frac{u(x)-u(y)}{x-y}\right)^2\mathrm{...
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Asymptotic behavior of the integral of Hermite functions/polynomials on half-lines
I would like to understand the asymptotic behaviour of the following integrals with fixed $x_0>0$:
$$J_m=\int^{+\infty}_{x_0}|H_m(x)|^2 e^{-x^2}dx,$$
where $H_m(x)$ is the $m-$th Hermite polynomial....
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If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
The question is the following:
Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
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Integrate unit normal vector over unit sphere intersected with a simplicial cone
Let $S^{d-1}$ be the unit sphere in $\mathbb R^d$. Consider a ($d$-dimensional) simplicial cone $C$ in $\mathbb R^d$ whose extremal rays are spanned by some unit vectors $\mathbf{u}_1,\ldots,\mathbf{u}...
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Definition of Multivariable Antiderivatives
In the 1-dimensional case antiderivatives $F(x)$ of a function $f(x)$ have the following properties:
$F(x)=\int\limits_0^xf(t)dt$
$\frac{d}{dx}F(x)=f(x)$
$\int\limits_a^bf(t)dt = F(b)-F(a)$
Of ...
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How to evaluate the following integral?
How to (analytically) calculate the following integral,
$$I = \int_{S_{2n-1}} \left( \langle z, \zeta \rangle \right)^a e^{ b \langle z, \zeta \rangle} \, d\sigma(\zeta),$$
where $\langle z, \zeta \...
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Understanding quadrature rule of a function multiplied by another $C^{\infty}$ function
Define a function $f \in C^m[-1,1],m \in \mathbb{N}$ and $g\in C^{\infty}[-1,1]$. Also define a quadrature rule $Q$ for approximating the integral $\int_{-1}^1 h(x)dx$ for some function integrable ...
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