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Ramanujan's Master Theorem is really neat. Unfortunately, however I have only used it once before, and I want to use it more. I would like a list of integrals to which I may apply this beautiful theorem.

The Theorem: (Taken from Wikipedia)

If $f(x)$ is a complex valued function with a series representation in the form $$f(x)=\sum_{n\geq0}\frac{\phi(n)}{n!}(-x)^n$$ Then $$\int_0^\infty x^{s-1}f(x)\mathrm dx=\Gamma(s)\phi(-s)$$ Where $\Gamma(s)$ is the Gamma function.

Cheers!

clathratus
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    Here is a good example - https://philosophicalmath.wordpress.com/2019/01/06/ramanujan-feynman/ – Peter Foreman Feb 03 '19 at 20:16
  • @PeterForeman That is a good example. Thank you very much. – clathratus Feb 03 '19 at 20:17
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    Since I would call myself a fan of the RMT I can suggest some of my own posts as examples, for instance https://math.stackexchange.com/questions/3094843/solving-int-0-infty-lnmx-sin-leftxn-right-dx/3095221#3095221 , https://math.stackexchange.com/questions/3042291/int-0-infty-frac11-xr-dx-frac1r-gamma-left-fracr-1/3042481#3042481 , https://math.stackexchange.com/questions/3057155/is-int-limits-0-infty-frac-sin-yys1dy-gamma-s-sin-frac-pi-s2/3057177#3057177 and https://math.stackexchange.com/questions/2935471/show-that-int-0-infty-frac-operatornameli-s-xx-alpha1dx-frac1 – mrtaurho Feb 03 '19 at 21:31
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    Furthermore this PDF is not only a good introduction to the theorem but gives also a quite comprehensive list of integrals where it can be applied. – mrtaurho Feb 03 '19 at 21:32
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    I appreciate the links, @mrtaurho – clathratus Feb 03 '19 at 21:51
  • @clathratus Happy to help. I will see what else I can find and post an answer afterwards containing a list of some interesting integrals. – mrtaurho Feb 03 '19 at 21:53
  • For an other example see here https://math.stackexchange.com/questions/3661338/find-the-function-fx-sum-k-0-infty-frach-n-1-xnn – Miss and Mister cassoulet char May 06 '20 at 10:09

2 Answers2

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As promised within the comment section a little collection of integrals I either solved myself using the RMT or encountered while searching for some

\begin{align*} &(1)&&\int_0^\infty x^{s-1}\sin(x)\mathrm dx=\Gamma(s)\sin\left(\frac{\pi s}2\right)\\ &(2)&&\int_0^\infty x^{s-1}\cos(x)\mathrm dx=\Gamma(s)\cos\left(\frac{\pi s}2\right)\\ &(3)&&\int_0^\infty \frac{\operatorname{Li}_s(-x)}{x^{\alpha+1}}\mathrm dx=-\frac1{\alpha^s}\frac\pi{\sin(\pi \alpha)}\\ &(4)&&\int_0^\infty x^{s-1}\log(1+x)\mathrm dx=\frac1s\frac\pi{\sin(\pi s)}\\ &(5)&&\int_0^\infty x^{s-1}~_2F_1(\alpha,\beta;\gamma;-x)\mathrm dx=B(a,s-\alpha)\frac{\Gamma(\beta)\Gamma(s-\beta)}{\Gamma(s-\gamma)\Gamma(\gamma)}\\ &(6)&&\int_0^\infty \frac{\operatorname{Li}_3(-x)}{1+x}x^{s-1}\mathrm dx=\frac\pi{\sin(\pi s)}[\zeta(3)-\zeta(3,1-s)]\\ &(7)&&\int_0^\infty \log^m(x)\sin(x^n)\mathrm dx~=~\lim_{\phi\to0}\frac{\mathrm d^m}{\mathrm d\phi^m}\left[\frac1n\Gamma\left(\frac{\phi+1}n\right)\sin\left(\frac{\phi+1}{2n}\pi\right)\right]\\ &(8)&&\int_0^\infty \sin(x^n)\mathrm dx=\sin\left(\frac\pi{2n}\right)\Gamma\left(1+\frac1n\right)\\ &(9)&&\int_0^\infty \cos(x^n)\mathrm dx=\cos\left(\frac\pi{2n}\right)\Gamma\left(1+\frac1n\right)\\ &(10)&&\int_0^\infty \frac{\mathrm dx}{1+x^n}=\frac\pi n\csc\left(\frac\pi n\right) \end{align*}

Feel free to ask for clarification if some of them are not clear at all. I will see whether I can find some more $($also I want to refer to the collection of integrals within this article again$)$.

mrtaurho
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The modified Mellin transform (MMT) pair allows for interpolation of the coefficients of generating functions, often directly connected to sinc and/or Newton interpolation.

First consider the MMT and its inverse

$$\tilde{f}(s) = MMT[f(x)] = \int_{0}^{\infty} f(x) \; \frac{x^{s-1}}{(s-1)!} \; dx$$

$$f(x) = MMT^{-1}[\tilde{f}(s)] = \frac{1}{2 \pi i} \int_{\sigma - i \infty}^{\sigma + i \infty} \frac{\pi}{sin(\pi s)} \tilde{f}(s) \frac{x^{-s}}{(-s)!} \; ds .$$

Then the RMF holds for a class of functions such that

$$f(x) = e^{-a.x} = \sum_{n \geq 0} \frac{(-a.x)^n}{n!} = \sum_{n=0} a_n \frac{(-x)^n}{n!} = \sum_{n=0} \tilde{f}(-n) \frac{(-x)^n}{n!} \; ,$$

that is, such that we may close the complex contour to the left (e.g., in the sense of the limit of a semicircle with its radius expanding to infinity) for $0 < \sigma < 1$ and $0 < x < 1$ when $F(s)$ has no singularities/poles within the contour. This rep allows an extension of the RMT (and the Mellin transform) to cases in which poles are present in $F(s)$ and other ranges of $x$.

Also note (see, e.g., Gelfand and Shilov's "Generalized Functions") the relation

$$D_x^{m+n+1} \; H(x) \frac{x^m}{m!} = H(x) \frac{x^{-n-1}}{(-n-1)!} = \delta^{(n)}(x)$$

reflected in the two (of several) reps of the fractional differintegro op equivalent under analytic continuation

$$\frac{x^{\alpha-\beta}}{(\alpha-\beta)!} = \frac{d^{\beta}}{dx^\beta}\frac{x^{\alpha}}{\alpha!}=\int_{0}^{x}\frac{z^{\alpha}}{\alpha!}\frac{(x-z)^{-\beta-1}}{(-\beta-1)!} dz = \frac{1}{2\pi i} \oint_{|z-x|=|x|}\frac{z^{\alpha}}{\alpha!}\frac{\beta!}{(z-x)^{\beta+1}}dz ,$$

with $H(x)$ the Heaviside step function.

So, under the conditions above,

$$\tilde{f}(-n) = \int_{0}^{\infty} f(x) \; \frac{x^{-n-1}}{(-n-1)!} \; dx = \int_{0}^{\infty} e^{-a. x} \; \delta^{(n)}(x) \; dx = a_n,$$

and this suggests the analytic continuation and relation to umbral calculus

$$\tilde{f}(s) = \int_{0}^{\infty} f(x) \; \frac{x^{s-1}}{(s-1)!} \; dx = \int_{0}^{\infty} e^{-a.x} \; \frac{x^{s-1}}{(s-1)!} \; dx = (a.)^{-s} = a_{-s}.$$

The iconic guiding example is the Euler gamma function integral rep with $(a.)^n = a_n = c^n$

$$ (a.)^{-s} = a_{-s} = c^{-s} = F(s) = MT[f(x)= e^{-c\; x}] = \int_{0}^{\infty} e^{-c \; x} \; \frac{x^{s-1}}{(s-1)!} \; dx = \frac{1}{c^{s}}.$$

Another useful example, which vividly illustrates the relation to the Appell Sheffer sequences of umbral calculus (of which the $x^n$ with e.g.f. $e^{x}$ is the basic example), is the integral rep for (what I call) the Bernoulli function, simply related to the Hurwitz zeta function and generalizing the Bernoulli polynomials,

$$ B_{-s}(z) = (B.(z))^{-s} = \int_{0}^{\infty} e^{-B.(z)t} \; \frac{t^{s-1}}{(s-1)!} \; dt $$

$$ = \int_{0}^{\infty} \frac{-t}{e^{-t}-1} \; e^{-zt} \frac{t^{s-1}}{(s-1)!} \; dt = s \; \zeta(s,z)$$

where the e.g.f. for the Bernoulli polynomials with $(b.)^n = b_n$ the Bernoulli numbers is

$$e^{B.(x)t} = e^{(b.+x)t} = e^{b.t} e^{xt} = \frac{t}{e^t-1} \; e^{xt}.$$

Note that

$$B_n(z) = -n \; \zeta(1-n,z),$$

$$B_n(1) = -n \; \zeta(1-n,1) =-n \; \zeta(1-n) (Riemann) = (-1)^n B_n(0) = (-1)^n b_n.$$

Through this characterization, it is not too difficult to show that the Bernoulli function inherits all the elegant properties of a regular Appell sequence, such as $D_z \; B_{s}(z) = s \; B_{s-1}(z)$.


Riemann knew all this stuff. Ramanujan intuited it. Hardy formalized it. I stumbled across it on a journey starting from the ladder ops of QM and a brief comment by my old math prof Stallybrass about the sequence $D^{m+n} H(x) \frac{x^m}{m!}$ in his integral transforms class an eon ago.

For application to defining fractional powers of operators, see my answer and comments therein to the MO-Q "What does the inverse Mellin transform really mean?" and several of my blog posts, such as "The Creation / Raising Operators for Appell Sequences."


Other examples of interpolation of $a_n$ for the exponential generating funcrtion $g(t) = e^{a.t}$ from the MMT of $f(t) = g(-t) = e^{-a.t}$, or, conversely, surmising the MMT of $f(t)$ from the Taylor series coefficients of $g(t)$ via $a_n \; |_{n \rightarrow -s} =a_{-s} =\tilde{f}(s)$:

1) $\;g(t) = \cos(t) = \sum_{n \geq 0} \cos(\pi \frac{n}{2}) \; \frac{t^n}{n!}, $

$\; \; \; \; \;f(t) = g(-t) = \cos(t) = \sum_{n \geq 0} \cos(\pi \frac{n}{2}) \; \frac{t^n}{n!} ),$

$\; \; \; \; \;\tilde{f}(s) =\cos(\pi \frac{s}{2})$ for $0 < Re(s) < 1,$

2) $\;g(t) = \sin(t)= \sum_{n \geq 0} \sin(\pi \frac{n}{2}) \; \frac{t^n}{n!},$

$\; \; \; \; \;f(t) = g(-t) = \sin(-t) = \sum_{n \geq 0} \sin(-\pi \frac{n}{2}) \; \frac{t^n}{n!},$

$\; \; \; \; \;\tilde{f}(s) =-\sin(\pi \frac{s}{2})$ for $-1 < Re(s) < 1,$

3) $\;g(t) = \frac{1}{1-t} = \sum_{n \geq 0} \; n! \; \frac{t^n}{n!},$

$\; \; \; \; \;f(t) = g(-t) = \frac{1}{1+t} = \sum_{n \geq 0} \cos(\pi n) \; n! \; \frac{t^n}{n!},$

$\; \; \; \; \;\tilde{f}(s) =(-s)! $ for $0 < Re(s) < 1,$

4) $\;g(t) = \frac{1}{1+t} = \sum_{n \geq 0} \cos(\pi n) \; n! \; \frac{t^n}{n!} ,$

$\; \; \; \; \;f(t) = g(-t) = \frac{1}{1-t} = \sum_{n \geq 0} \; n! \; \frac{t^n}{n!},$

$\; \; \; \; \;\tilde{f}(s)=\cos(\pi s) (-s)!$ for $0 < Re(s) < 1,$

5) $\;g(t) = \ln(1-t) = \sum_{n \geq 0} \; -(n-1)! \; \frac{t^n}{n!} ,$

$\; \; \; \; \;f(t) = \ln(1+t) = -\sum_{n \geq 0} \cos(\pi n) \; (n-1)! \; \frac{t^n}{n!},$

$\; \; \; \; \;\tilde{f}(s) = -(-s-1)! $ for $-1 < Re(s) < 0,$

6) $\;g(t) =\sum_{n \ge 0} \frac{x^n}{n!} \frac{t^n}{n!}, $

$\; \; \; \; \;f(t) = J_0(2 \sqrt{xt}) =\sum_{n \ge 0} (-1)^n \frac{x^n}{n!} \frac{t^n}{n!},$

$\; \; \; \; \;\tilde{f}(s) = \frac{x^{-s}}{(-s)!}$ for $0 < Re(s) < \frac{3}{4}.$

7) $\;g(t) = e^{-t^2} =\sum_{n \ge 0} \cos(\frac{\pi n}{2}) \; \frac{n!}{(\frac{n}{2})!} \; \frac{t^n}{n!}, $

$\; \; \; \; \;f(t) = g(-t) = e^{-t^2},$

$\; \; \; \; \;\tilde{f}(s) = \cos(\pi\frac{ s}{2}) \; \frac{(-s)!}{(-\frac{s}{2})!} = \frac{1}{2}\frac{(\frac{s}{2}-1)!}{(s-1)!} \;$ for $ Re(s) > 0.$

8) $\;g(t) =\sum_{n \ge 0} \frac{1}{(1-x)^{n}} \;\frac{t^n}{n!} = e^{\frac{1}{1-x}t} , $

$\; \; \; \; \;f(t) = \sum_{n \ge 0} (-1)^n \frac{1}{(1-x)^{n}}\; \frac{t^n}{n!}= e^{-\frac{1}{1-x}t} ,$

$\; \; \; \; \;\tilde{f}(s) = (1-x)^{s}$ for $ Re(s) > 0.$

I include this last example because it is important in characterizing the distributional expansion of the Heaviside step function and its derivatives--the derivatives of the Dirac delta function--in terms of the superposition of the Laguerre polynomials as demonstrated in the MO-Q "What's the matrix of the logarithm of the derivative operator, $\ln(D)$? What is the role of this operator in various math fields?"

Some other related MO-Qs:

"An analytic continuation of power series coefficients"

"Deriving the functional equation for ζ(s) from summing the powers of the zeros required to count the integers"

"Newton series and Fourier transform - is there an analogy?"

Tom Copeland
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  • Note the RMF often allows for interpolation of natural integer powers of operators and matrices to full complex powers over the complex plane and is intimately related to Newton interpolation and binomial expansions. – Tom Copeland Feb 15 '21 at 02:11