There are several types of integrals which go under the name of a "Dirichlet integral." The integral
(1)
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appears in Dirichlet's principle.
The integral
(2)
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where the kernel is the Dirichlet kernel, gives the th partial sum of the Fourier series.
Another integral is denoted
(3)
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for , ..., .
There are two types of Dirichlet integrals which are denoted using the letters , , , and . The type 1 Dirichlet integrals are denoted , , and , and the type 2 Dirichlet integrals are denoted , , and .
The type 1 integrals are given by
(4)
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(5)
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where is the gamma function. In the case ,
(6)
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where the integration is over the triangle bounded by the x-axis, y-axis, and line and is the beta function.
The type 2 integrals are given for -D vectors and , and ,
(7)
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(8)
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(9)
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where
(10)
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(11)
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and are the cell probabilities. For equal probabilities, . The Dirichlet integral can be expanded as a multinomial series as
(12)
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For small , and can be expressed analytically either partially or fully for general arguments and .
(13)
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(14)
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where
(15)
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is a hypergeometric function.
(16)
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(17)
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where
(18)
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