2
votes
2answers
57 views

Show that $H_i=H_{n-i}$ and $\sum H_i=1$

We define $$H_i=\frac{1}{n}\frac{(-1)^{n-1}}{i!(n-1)!}\int_{0}^{n}\prod_{j=0,j\neq i}^{n}(x-j)dx$$ This is called the Newton-Cotes coefficient. Here is the exercise: First, convince yourself that ...
5
votes
0answers
46 views

How to compute product integrals?

From the wikipedia article about product integrals I can see that if our function is scalar, then to compute type I product integral we can just take exponential of a usual integral: $$\prod_a^b ...
2
votes
1answer
56 views

Do we need $\mu, \nu$ to be $\sigma$-finite to show $\int fg \ d(\mu \otimes \nu) = \int f \ d\mu \int g \ d\nu$?

The problem statement: Let $(X, \mathcal F, \mu), (Y, \mathcal G, \nu)$ be $\sigma$-finite and $f \in \mathcal L^1 (\mu), g \in \mathcal L^1 (\nu)$. Show that $fg \in \mathcal L^1 (\mu \otimes ...
2
votes
1answer
114 views

Limit of an n-ary product

Since a definite integral is defined as $$\lim_{n\to\infty} \sum_{i=0}^n f(x_i^*)\,\Delta x = \int_a^b f(x)\,dx$$ and the integral is much easier to calcluate than a sum, if we change the sum to a ...
4
votes
1answer
201 views

Is there a “continuous product”?

Is there a "continuous product" which is the limit of the discrete product $\Pi$, just like the integral $\int$ is the limit of summation $\sum$. Thanks!
4
votes
1answer
213 views

Dyson series and T product (II)

After reading the previous posts related to the Dyson series, I have decided to open a new thread because there is something that I am still not understanding. It concerns the expression: $$ ...
4
votes
1answer
581 views

Dyson series and T product

One of the most important tool in quantum mechanics is the Dyson series because it is the basis of the perturbative theory. There is a step in the derivation that I can't understand. $\{H(t_i)\}$ are ...
23
votes
4answers
1k views

What is to geometric mean as integration is to arithmetic mean?

The arithmetic mean of $y_i ... y_n$ is: $$\frac{1}{n}\sum_{i=1}^n~y_i $$ For a smooth function $f(x)$, we can find the arithmetic mean of $f(x)$ from $x_0$ to $x_1$ by taking $n$ samples and using ...