Concerns all aspects of integration, including the integral definition and computational methods. For questions solely about the properties of integrals, use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another tag(s) that typically describe(s) the types of ...

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Change of variable formula for the image of a hypercube

Let $\varphi: \mathbb{R}^n\to \mathbb{R}^n$ be an injective $C^1$ map. Let $I=[0, 1]^n$. I want to show that $$m(\varphi(I))=\int_I \left|\det D\varphi(x)\right|dx.$$ This is a special case of the ...
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Fourier transform of squared exponential integral $\operatorname{Ei}^2(-|x|)$

Let $\operatorname{Ei}(x)$ denote the exponential integral: $$\operatorname{Ei}(x)=-\int_{-x}^\infty\frac{e^{-t}}tdt.$$ Now consider the function $\operatorname{Ei}(-|x|)$. ...
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Evaluate $\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$

We have the following integral: $$\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$$ where $P_3(t)$ is a third-degree polynomial with all coefficients different from zero. Is it an elliptic integral? ...
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Integrating over a specific vector field

I am trying to show that the solution of the following integral is as follows: Define the stopping time: $C(a) = \inf(u \ge 0 : H(\pi(0) |\mu)-H(\pi(u) | \mu) > a)$ Where ...