A theorem concerning a product of a general class of polynomials and theH-function of several complex variables

A theorem concerning a product of a general class of polynomials and theH-function of several complex variables is given. Using this theorem certain integrals and expansion formula have been obtained. This general theorem is capable of giving a number of new, interesting and useful integrals, expansion formulae as its special cases.     

Symmetry Classification for Jackson Integrals Associated with Irreducible Reduced Root Systems

We state certain product formulae for Jackson integrals associated with irreducible reduced root systems. The Jackson integral is defined here as a sum over any full-rank sublattice of the coweight lattice for the root system. In particular, a Weyl group symmetry classification of the Jackson integrals is done when they have an expression of a product of the Jacobi elliptic theta functions. Most of the product formulae investigated by Aomoto, Macdonald and Gustafson appear in the list of classifications. A new product formula for an F ₄ root system is included in it.     

Third-order asymptotic expansion of <Emphasis Type="Italic">M</Emphasis>-estimators for diffusion processes

For an unknown parameter in the drift function of a diffusion process, we consider an M-estimator based on continuously observed data, and obtain its distributional asymptotic expansion up to the third order. Our setting covers the misspecified cases. To represent the coefficients in the asymptotic expansion, we derive some formulas for asymptotic cumulants of stochastic integrals, which are widely applicable to many other problems. Furthermore, asymptotic properties of cumulants of mixing processes will be also studied in a general setting.     

Feynman path integrals as analysis on path space by time slicing approximation

Using the time slicing approximation, we give a mathematically rigorous definition of Feynman path integrals for a general class of functionals on the path space. As an application, we prove the interchange with Riemann-Stieltjes integrals, the interchange with a limit, the perturbation expansion formula, the semiclassical approximation, and the fundamental theorem of calculus in Feynman path integral.     

Error estimates for Gauss-Legendre quadrature of integrands possessing Dirichlet series expansions

A number of formulae are derived for the estimation of the error in the numerical evaluation of integrals of the form _–1 ¹ f(x)dx wheref possesses a Dirichlet series expansion which contains the interval [–1,1] within its region of convergence. The formulae are based on Gauss-Legendre quadrature.     

On cubature formulae of degree 4k+1 attaining Möller's lower bound for integrals with circular symmetry

Summary The structure of cubature formulae of degree 4k+1 whose number of nodes is equal to Möller's lower bound is investigated for integrals with circular symmetry. A simple criterion is derived for the existence of such formulae. It shows that fork=1 Möller's lower bound can always be attained with Radon's formulae. It also allows to prove that for several integrals with circular symmetry and several values ofk>1, Möller's lower bound cannot be attained.     

On the asymptotics of some partial theta functions

Using the Euler–Maclaurin sum formula, we develop an asymptotic expansion for a fairly general sum of exponentials, which when specialized includes some common partial theta functions. Some conjectured asymptotic expansions for relevant integrals are given. We give a simple proof of a theorem by Bruce Berndt and Byungchan Kim generalizing a result found in Ramanujan’s second notebook.     

Symplectic invariants near hyperbolic-hyperbolic points

We construct symplectic invariants for Hamiltonian integrable systems of 2 degrees of freedom possessing a fixed point of hyperbolic-hyperbolic type. These invariants consist in some signs which determine the topology of the critical Lagrangian fibre, together with several Taylor series which can be computed from the dynamics of the system.We show how these series are related to the singular asymptotics of the action integrals at the critical value of the energy-momentum map. This gives general conditions under which the non-degeneracy conditions arising in the KAM theorem (Kolmogorov condition, twist condition) are satisfied. Using this approach, we obtain new asymptotic formulae for the action integrals of the C. Neumann system. As a corollary, we show that the Arnold twist condition holds for generic frequencies of this system.      

The expansion theorem for the deviation integra

The so-called deviation integral (functional) describes the logarithmic asymptotics of the probabilities of large deviations for random walks generated by sums of random variables or vectors. Here an important role is played by the expansion theorem for the deviation integral in which, for an arbitrary function of bounded variation, the deviation integral is represented as the sum of suitable integrals of the absolutely continuous, singular, and discrete components composing this function. The expansion theorem for the deviation integral was proved by A. A. Borovkov and the author in [9] under some simplifying assumptions. In this article, we waive these assumptions and prove the expansion theorem in the general form.     

On Taylor coefficients of Cauchy-type integrals of finite complex measures

Boundary values of Cauchy-type integrals of finite complex measures given on a unit circle, generally speaking, are not Lebesgue integrable, and therefore at expansion of Cauchy-type integrals in Taylor series, the expansion coefficients cannot be expressed by boundary values using the Lebesgue integral. In this paper, using the notion of A-integration and N-integration, we get a formula for calculating the Taylor expansion coefficients of Cauchy-type integrals of finite complex measures.     

Multiplication formulas for Kubert functions

The aim of this paper is two folds. First, we shall prove a general reduction theorem to the Spannenintegral of products of （generalized） Kubert functions. Second, we apply the special case of Carlitz＇s theorem to the elaboration of earlier results on the mean values of the product of Dirichlet L-functions at integer arguments. Carlitz＇s theorem is a generalization of a classical result of Nielsen in 1923. Regarding the reduction theorem, we shall unify both the results of Carlitz （for sums） and Mordell （for integrals）, both of which are generalizations of preceding results by Frasnel, Landau, Mikolas, and Romanoff et al. These not only generalize earlier results but also cover some recent results. For example, Beck＇s lamma is the same as Carlitz＇s result, while some results of Maier may be deduced from those of Romanoff. To this end, we shall consider the Stiletjes integral which incorporates both sums and integrals. Now, we have an expansion of the sum of products of Bernoulli polynomials that we may apply it to elaborate on the results of afore-mentioned papers and can supplement them by related results.     

Weighted BMO and discrete time hedging within the Black-Scholes model

The paper combines two objects rather different at first glance: spaces of stochastic processes having weighted bounded mean oscillation (weighted BMO) and the approximation of certain stochastic integrals, driven by the geometric Brownian motion, by integrals over piece-wise constant integrands. The consideration of the approximation error with respect to weighted BMO implies L_p and uniform distributional estimates for the approximation error by a John-Nirenberg type theorem. The general results about weighted BMO are given in the first part of the paper and applied to our approximation problem in the second one.     

Extended balance of linear momentum from higher gradient stress field theory

We present the equation of linear momentum considering higher gradients for stress and body force. Both are approximated via Taylor series expansion within a finite Cauchy cube of dimensions L_c. Whereas linear terms of the series expansion result to the classical balance of linear momentum, terms up to third order yield an extended balance equation. The extension includes an internal length scale L²_c caused by surface integrals on the cube. The approach makes use of Cauchy's theorem and standard Newtonian mechanics but constitutive assumptions are not applied. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

积分中值定理的较一般情况的几何意义及其推广形式

描述了积分中值定理的较一般情况的几何意义,给出了积分中值定理的推广形式.     

Some Gauss-type formulae for the evaluation of Cauchy principal values of integrals

A number of formulae are derived for the numerical evaluation of integrals of the form, whereg(x) possesses one or more simple poles in the interval (–1, 1). The formulae are based on Gauss-Legendre quadrature.     

On a new unified integral

In the present paper we derive a unified new integral whose integrand contains products of FoxH-function and a general class of polynomials having general arguments. A large number of integrals involving various simpler functions follow as special cases of this integral.     

Fermat–Reyes method in the ring of Fermat reals

To discover derivatives, Pierre de Fermat used to assume a non-zero increment h in the incremental ratio and, after some calculations, to set h=0 in the final result. This method, which sounds as inconsistent, can be perfectly formalized with the Fermat–Reyes theorem about existence and uniqueness of a smooth incremental ratio. In the present work, we will introduce the cartesian closed category where to study and prove this theorem and describe in general the Fermat method. The framework is the theory of Fermat reals, an extension of the real field containing nilpotent infinitesimals which does not need any knowledge of mathematical logic. This key theorem will be essential in the development of differential and integral calculus for smooth functions defined on the ring of Fermat reals and also for infinite-dimensional operators like derivatives and integrals.     

积分第一、二中值定理的中间点的渐近性质的一般性定理

把关于积分第一中值定理的中间点ξ的渐近性质的较多有关结果,归纳推广为一个弱条件下的一般性定理,并且在此弱条件下给出一种简洁的证明;而且,对于较少讨论的积分第二中值定理的中间点ξ的渐近性质,也得到相应的弱条件下的一般性定理,并且同样给出简洁证明.     

Monodromy Groups and Bilinear Monodromy Invariant Combinations of Generalized Hypergeometric Type Integrals

The problem of determining bilinear combinations of holomorphic and antiholomorphic generalized hypergeometric type integrals left invariant under the action of the monodromy groups of the integrals is studied. In the special cases of simple Pochhammer type integrals and of twofold hypergeometric type integrals the existence and uniqueness of the bilinear invariants are proved, and the bilinear invariants are explicitly computed. Preparing the tools it is shown how to linearize and iterate representations of the braid group B_n as automorphism groups of certain free subgroups of the braid group B_n+1, and how the resulting iterated linear representations of the braid group in a natural way provide an algorithm to compute the monodromy group of generalized hypergeometric type integrals. Explicit formulae for different types of integration contours are given in the case of simple and twofold integrals.     

Sharp Integral Inequalities of the Hermite–Hadamard Type

We consider a family of two-point quadrature formulae and establish sharp estimates for the remainders under various regularity conditions. Improved forms of certain integral inequalities due to Hermite and Hadamard, Iyengar, Milovanovi and Pecari , and others are obtained as special cases. Our results can also be interpreted as analogues to a theorem of Ostrowski on the deviation of a function from its averages. Furthermore, we establish a generalization of a result of Fink concerning L^p estimates for the remainder of the trapezoidal rule and present the best constants in the error bounds.