Tagged Questions
7
votes
3answers
176 views
Asymptotic for the integral involving exponential
The integrand seems extremely easy:
$$I_n=\int_0^1\exp(x^n)dx$$
I want to determine the asymptotic behavior of $I_n$ as $n\to\infty$. It's not hard to show that $\lim_{n\to\infty}I_n=1$ follows from ...
1
vote
1answer
31 views
Integral of smooth function
Another prelim problem:
Suppose that $f(x,y)$ is a smooth function defined on $\mathbf{R}^2$. Prove that
$$
\int_{x^2+4y^2\leq r^2}f(x,y)\,dx\,dy = ar^2+br^4+O(r^5)
$$
Express $a$, and $b$ in terms ...
8
votes
2answers
100 views
Approximation of $\mathrm{Li}(x) = \int\limits_{0}^x \frac{dt}{\ln t}$ [duplicate]
I am reading about the Riemann hypothesis, and the article mentioned the Li function:
$$\mathrm{Li}(x) = \int\limits_{0}^x \frac{dt}{\ln t}$$
They said that this function can be approximated:
...
10
votes
1answer
139 views
Calculate Asymptotics of Integral?
Let $f$ be a continuous function on $[0,1]$. How do I calculate the asymptotics, as $n\rightarrow\infty$, of
$\displaystyle \int_{[0,1]^n}f\left(\frac{x_1+...+x_n}{n}\right)\text d x_1...\text d ...
0
votes
0answers
42 views
Asymptotically expand Laplace transform
Assume $\max_{a\leq t\leq b}{\phi (t)} =\phi (a)$, $\phi '(a)\neq 0,f(a)\neq 0$ and $f(t)$ has a Taylor expansion about $t=a$.
Use integration by parts to show that $I(x)=\int_a^b{f(t)e^{x\phi ...
12
votes
3answers
165 views
Sufficient bound to conclude limit has certain value. $\lim {\left( {\int_0^1 {{{dx} \over {1 + {x^n}}}} } \right)^n}=\frac 1 2 $
I am trying to show that
$$\lim {\left( {\int\limits_0^1 {{{dx} \over {1 + {x^n}}}} } \right)^n}=\frac 1 2 $$
Now, this can be done as follows. Using $x\mapsto x^{-1}$ we get that
$$\int\limits_0^1 ...
0
votes
1answer
70 views
Asymptotic of a particular integral
This is in relation to my question here. I am reading from this paper and specifically the doubt is from a statement on page 177.
Suppose $\alpha\in(0,2)$ and $t_i=ih$ for some fixed $h>0$ and ...
0
votes
1answer
87 views
Meaning of algebraic decay
I am reading the paper here and I am running into a few roadblocks. One of them was resolved here and now I am stuck at another. (Pg 177)
Suppose $\alpha\in(0,2)$ and $t_i=ih$ for some fixed $h>0$ ...
3
votes
1answer
82 views
Laplace method help
$$\int_{0}^{\infty} \frac{e^{-x \cosh t}}{\sqrt{(\sinh t)}}dt$$
I'm trying to use Laplace's method to find the leading asymptotic behavior as $x$ goes to positive infinity, but I'm having some ...
5
votes
0answers
126 views
An integration to first order
I am having some trouble evaluating an integral -- involving taking an approximation. It would be great if someone could help me.
I wish to evaluate
$$\int_0^\pi {\cos\theta\cos \left[\omega ...
10
votes
2answers
186 views
Laplace's method
I'm still having a little trouble applying Laplace's method to find the leading asymptotic behavior of an integral. Could someone help me understand this? How about with an example, like:
...
2
votes
2answers
89 views
$f(x)=\int_{0}^{1}e^{ixz^2}dz$ as $x\rightarrow +\infty$.
Find the asymptotic behaviour as $f(x)=\int_{0}^{1}e^{ixz^2}dz$ as $x\rightarrow +\infty$.
Could anyone show me how to do this with either the method of stationary phase or integration by parts?
...
3
votes
1answer
100 views
Asymptotics of exponential integral
Hello I wonder if there is any asymptotics known for such integral:
$$
I(x) = \int_2^x \frac{e^t}{t} dt \qquad\text{when $ x\to+\infty $}.
$$
Thank you very much.
1
vote
1answer
151 views
Asymptotic expansion of integral
Consider the following integral:
$$
\int_{0}^{\infty} e^{-xt} \ln(1+\sqrt{t})dt
$$
Calculate its asymptotic expansion to ALL orders as $x\rightarrow\infty$.
It seems the natural thing to do is ...
4
votes
1answer
107 views
Laplace integral and leading order behavior
Consider the integral:
$$
\int_0^{\pi/2}\sqrt{\sin t}e^{-x\sin^4 t} \, dt
$$
I'm trying to use Laplace's method to find its leading asymptotic behavior as $x\rightarrow\infty$, but I'm running into ...
0
votes
1answer
58 views
Asymptotic evaluation of integral
I am studying how to evaluate the integral $$\int_{0}^{\pi/4}{d\theta \over \epsilon^2+\sin^2\theta}$$ as $\epsilon \rightarrow 0$ with asymptotic methods. The book: perturbation methods by Hinch ...
15
votes
2answers
265 views
Asymptotic analysis of the integral $\int_0^1 \exp\{n (t+\log t) + \sqrt{n} wt\}\,dt$
The integral I'm trying to study is
$$
F(n) = \int_0^1 \exp\left\{n(t+\log t)+\sqrt{n}wt\right\}\,dt,
\tag{1}
$$
where $w$ is a fixed complex number with $\Re(w) < 0$ and $\Im(w) > 0$. As ...
1
vote
1answer
101 views
convergence of an oscillatory integral
Let $\alpha$ be real numbers and let $f\colon\mathbb{R}\to \mathbb{C}$ be a function in $L^2 (\mathbb{R})$ (actually smooth and compactly supported, but this doesn't seem to be relevant). I am ...
2
votes
2answers
131 views
Help with the integral for the variance of the sample median of Laplace r.v.
When we draw $n$ samples of Laplace-distributed random variable such that $n=2k+1$ and the location parameter is zero, the median $x$ (or the $k$-th order statistic) has the following p.d.f.:
...
1
vote
4answers
127 views
Estimate on an oscillatory integral
During my research I ran into the following type of an oscillatory integral, for some values of nonzero reals $a,b$:
$f(R):=\int_{0}^{R} e^{2 \pi i (ar^2 + br)} dr$
and I am interested in finding a ...
7
votes
2answers
139 views
Equivalent of $\int_0^{\infty} \frac{\mathrm dx}{(1+x^3)^n},n\rightarrow\infty$
According to my calculations
$$ \int_0^\infty \frac{\mathrm dx}{(1+x^3)^n}=\frac{(3n-4)\times(3n-7)\times\cdots\times5\times2}{3^{n+1/2}(n-1)!}2\pi$$
How can an equivalent of $$ \int_0^\infty ...
0
votes
1answer
99 views
asymptotic limit of $\int_0^{\infty}\left(1-\frac{t^2}{2(2k+3)}+\frac{t^4}{2\cdot 4\cdot(2k+3)\cdot(2k+5)}\right)^qdt$
Help me please with the following integral. I've asked this question before Asymptotic limit of the integral with polynomial, but it turns out that it was incorrect question. I should get an ...
1
vote
2answers
204 views
Bounds on integral $x^{-a} \int_{1}^x y^{a-1} \exp(-y a) dy$
Consider the function
$$
I(a,x) = x^{-a} \int_{1}^x y^{a-1} \exp(-y a) dy
$$
where $x \geq 1$, and $a \geq 0$.
I am not really interested in the parameter $x$, so define
$$
I(a) = \sup_{x \geq 1} ...
3
votes
1answer
199 views
How does one integrate Landau symbols?
I have some big O()'s in an integral. How can i compute or estimate such an integral?
2
votes
2answers
168 views
Simplifying the generalized function $x^{\lambda}_+$ in the strip $-n - 1 < \mbox{Re}\lambda < -n$
Note: this post is a follow up to an earlier question.
The (divergent) integral of $x^{\lambda}_+$ can be analytically continued into the region Re $\lambda > -n - 1$, $\lambda \ne -1, -2 , \ldots ...
2
votes
2answers
114 views
Series expansion of $ \int_{0}^{1} \frac{x^n}{1+x^n} \mathrm dx $
I have proved $$ \int_{0}^{1} \frac{x^n}{1+x^n} \mathrm dx \sim \frac{\ln(2)}{n}$$
How can I get further and find $ a$ such that:
$$ \int_{0}^{1} \frac{x^n}{1+x^n} \mathrm ...
6
votes
1answer
169 views
Showing that $\int_0^1 x^{\lambda} [ \: \phi(x) - \phi(0)\: ] dx$ is convergent for $\lambda > -2$
Id' appreciate help understanding why the integral
$$
\int_0^1 x^{\lambda} [ \: \phi(x) - \phi(0)\: ] dx
$$
is convergent provided $\lambda > -2$, where $\phi \in \mathcal{D}(\mathbb{R})$.
To ...
2
votes
1answer
122 views
Asymptotic expansion of an integral
Here is an exercise from Dieudonné. He suggests to "perform integrations by part".
Let $f, g$ be positive $C^\infty$ functions, $F(x)=\int_1^x f(t)dt$ and assume that
$\int_1^\infty f(t) dt = ...
4
votes
1answer
118 views
How to estimate this integral
How to estimate the following integral:
$$\int_e^x \log{\log{t}} dt$$ so that the error term is within $$O\left(\frac{x}{\log^2{x}}\right)$$. Assume $$x>e$$
Any hint?
