Product integrals II: Contour integrals

This paper continues the joint work of the authors begun in the article “On Strong Product Integration” [J. Functional Analysis, submitted]. We consider product integrals along contours; the point of view and development is analogous to the usual complex variable theory of ordinary contour integrals. Our main results are Theorem 2.3 (homotopy invariance of product integrals, an analog of Cauchy's integral theorem) and Theorem 3.4 (an analog of Cauchy's integral formula or the residue theorem).     

Rhin integrals

We study a generalization of the integrals examined by G. Rhin, in the form of multiple integrals. These integrals yield rational approximations to the values of the Riemann zeta function. In a particular case, we obtain Apéry approximations used to prove the irrationality of the number ζ(3).     

First-return integrals

Properties of first-return integrals of real functions defined on the unit interval are explored. In particular, first-return integrals are shown to be continuous but not absolutely continuous.     

Hyperbolic beta integrals

Hyperbolic beta integrals are analogues of Euler's beta integral in which the role of Euler's gamma function is taken over by Ruijsenaars’ hyperbolic gamma function. They may be viewed as -bibasic analogues of the beta integral in which the two bases q and q? are interrelated by modular inversion, and they entail q-analogues of the beta integral for |q|=1. The integrals under consideration are the hyperbolic analogues of the Ramanujan integral, the Askey-Wilson integral and the Nassrallah-Rahman integral. We show that the hyperbolic Nassrallah-Rahman integral is a formal limit case of Spiridonov's elliptic Nassrallah-Rahman integral.     

Multiple fractional integrals

Multiple integrals with respect to fractional Brownian motion (with H > 1/2) are constructed for a large class of functions. The first and second moments of the multiple integrals are explicitly identified. Received: 23 February 1998 / Revised version: 31 July 1998     

Damping oscillatory integrals

Research supported by the Australian Research Council and the Italian Ministero della Pubblica Istruzione     

Generalized Fresnel integrals

A general class of (finite dimensional) oscillatory integrals with polynomially growing phase functions is studied. A representation formula of the Parseval type is proven as well as a formula giving the integrals in terms of analytically continued absolutely convergent integrals. Their asymptotic expansion for “strong oscillations” is given. The expansion is in powers of ?1/2M, where ? is a small parameters and 2M is the order of growth of the phase function. Additional assumptions on the integrands are found which are sufficient to yield convergent, resp. Borel summable, expansions.     

Indefinite integrals of incomplete elliptic integrals from Jacobi elliptic functions

Integration formulas are derived for the three canonical Legendre elliptic integrals. These formulas are obtained from the differential equations satified by these elliptic integrals when the independent variable u is the argument of Jacobian elliptic function theory. This allows a limitless number of indefinite integrals with respect to the amplitude to be derived for these three elliptic integrals. Sample results are given, including the integrals derived from powers of the 12 Glaisher elliptic functions. New recurrence relations and integrals are also given for the 12 Glaisher elliptic functions.