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Dirichlet Integrals


There are several types of integrals which go under the name of a "Dirichlet integral." The integral

 D[u]=int_Omega|del u|^2dV
(1)

appears in Dirichlet's principle.

The integral

 1/(2pi)int_(-pi)^pif(x)(sin[(n+1/2)x])/(sin(1/2x))dx,
(2)

where the kernel is the Dirichlet kernel, gives the nth partial sum of the Fourier series.

Another integral is denoted

 delta_k=1/piint_(-infty)^infty(sinalpha_krho_k)/(rho_k)e^(irho_kgamma_k)drho_k={0   for |gamma_k|>alpha_k; 1   for |gamma_k|<alpha_k
(3)

for k=1, ..., n.

There are two types of Dirichlet integrals which are denoted using the letters C, D, I, and J. The type 1 Dirichlet integrals are denoted I, J, and IJ, and the type 2 Dirichlet integrals are denoted C, D, and CD.

The type 1 integrals are given by

I=intint...intf(t_1+t_2+...+t_n)t_1^(alpha_1-1)t_2^(alpha_2-1)...t_n^(alpha_n-1)dt_1dt_2...dt_n
(4)
=(Gamma(alpha_1)Gamma(alpha_2)...Gamma(alpha_n))/(Gamma(sum_(n)alpha_n))int_0^1f(tau)tau^((sum_(n)alpha)-1)dtau,
(5)

where Gamma(z) is the gamma function. In the case n=2,

 I=intint_(T)x^py^qdxdy=(p!q!)/((p+q+2)!)=(B(p+1,q+1))/(p+q+2),
(6)

where the integration is over the triangle T bounded by the x-axis, y-axis, and line x+y=1 and B(x,y) is the beta function.

The type 2 integrals are given for b-D vectors a and r, and 0<=c<=b,

 C_(a)^((b))(r,m)=(Gamma(m+R))/(Gamma(m)product_(i=1)^(b)Gamma(r_i))int_0^(a_1)...int_0^(a_b)(product_(i=1)^(b)x_i^(r_i-1)dx_i)/((1+sum_(i=1)^(b)x_i)^(m+R))
(7)
 D_(a)^((b))(r,m)=(Gamma(m+R))/(Gamma(m)product_(i=1)^(b)Gamma(r_i))int_(a_1)^infty...int_(a_k)^infty(product_(i=1)^(b)x_i^(r_i-1)dx_i)/((1+sum_(i=1)^(b)x_i)^(m+R))
(8)
 CD_(a)^((c,d-c))(r,m)=(Gamma(m+R))/(Gamma(m)product_(i=1)^(b)Gamma(r_i))int_0^(a_c)int_(a_(c+1))^inftyint_(a_b)^infty(product_(i=1)^(b)x_i^(r_i-1)dx_i)/((1+sum_(i=1)^(b)x_i)^(m+R)),
(9)

where

R=sum_(i=1)^(k)r_i
(10)
a_i=(p_i)/(1-sum_(i=1)^(k)p_i),
(11)

and p_i are the cell probabilities. For equal probabilities, a_i=1. The Dirichlet D integral can be expanded as a multinomial series as

 D_(a)^((b))(r,m)=1/((1+sum_(i=1)^(b))^m)sum_(x_1<r_1)...sum_(x_b<r_b)(m-1+sum_(a=1)^(b)x_i; m-1,x_1,...,x_b) 
 product_(i=1)b((a_i)/(1+sum_(k=1)^(b)a_k))^(x_i).
(12)

For small b, C and D can be expressed analytically either partially or fully for general arguments and a_i=1.

C_1^((1))(r_2;r_1)=(Gamma(r_1+r_2)_2F_1(r_2,r_1+r_2;1+r_2;-1))/(r_2Gamma(r_1)Gamma(r_2))
(13)
C_1^((2))(r_2,r_3;r_1)=(Gamma(r_1+r_2+r_3))/(r_2Gamma(r_1)Gamma(r_2)Gamma(r_3))int_0^1_2F_1y^(r_3-1)(1+y)^(-(r_1+r_2+r_3))dy,
(14)

where

 _2F_1=_2F_1(r_2,r_1+r_2+r_3;1+r_2,-(1+y)^(-1))
(15)

is a hypergeometric function.

D_1^((1))(r_2;r_1)=(Gamma(r_1+r_2)_2F_1(r_1,r_1+r_2;1+r_1;-1))/(r_1Gamma(r_1)Gamma(r_2))
(16)
D_1^((2))(r_2,r_3;r_1)=(Gamma(r_1+r_2+r_3))/((r_1+r_3)Gamma(r_1)Gamma(r_2)Gamma(r_3))int_1^infty_2F_1y^(r_3-1)dy,
(17)

where

 _2F_1=_2F_1(r_1+r_3,r_1+r_2+r_3;1+r_1+r_3;-1-y).
(18)

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References

Jeffreys, H. and Jeffreys, B. S. "Dirichlet Integrals." §15.08 in Methods of Mathematical Physics, 3rd ed. Cambridge, England: Cambridge University Press, pp. 468-470, 1988.Sobel, M.; Uppuluri, R. R.; and Frankowski, K. Selected Tables in Mathematical Statistics, Vol. 4: Dirichlet Distribution--Type 1. Providence, RI: Amer. Math. Soc., 1977.Sobel, M.; Uppuluri, R. R.; and Frankowski, K. Selected Tables in Mathematical Statistics, Vol. 9: Dirichlet Integrals of Type 2 and Their Applications. Providence, RI: Amer. Math. Soc., 1985.

Referenced on Wolfram|Alpha

Dirichlet Integrals

Cite this as:

Weisstein, Eric W. "Dirichlet Integrals." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/DirichletIntegrals.html

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