Sunday, 14 April 2013

calculus - How to evaluate the integral int2pi0thetaexp(xcos(theta)+ysin(theta)))dtheta

I found five other related integrals whose proofs I am studying now A, B, C, D, and E



2π0ecosθcos(aθsinθ)dθ=2πa!


2π0exp(cos(θ))cos(θ+sin(θ))=0

2π0exp(αcos(θ))cos(sin(θ))=2πI0(1α2)

2π0exp(xcos(θ)+ysin(θ)))=2πI0(x2+y2)

π20βαexp(βcos(θ))dθ=12βαπ(J0(β)L0(β))



I was also able to find a very general statement in Gradshteyn as entry number 3.338.
ππexpa+bsinx+ccosx1+psinx+qcosx1+psinx+qcosxdx=2πeαI0(β)1p2q2

where α=bp+cqa1p2q2,β=α2a2b2c21p2q2




But the simplest approach of using integration by parts to reduce my problem to one of these does not work.



Background Here's some background into why I am interested in this integral, let v=[x,y]R2 and r=[cos(θ),sin(θ)]R2, Consider the value of Eθ~Hill[exp(vTr)]

This is the expected value of exponential of the projection of a random vector chosen using the Hill distribution, where the "Hill" is an unnormalized distribution that linearly increases from 0 at π to 1 at 0 and then decreases linearly from 0 to π. Discarding normalizing factor of Hill, This expectation will become:



0π(θ+π)exp(xcosθ+ysinθ)dθ+π0(πθ)exp(xcosθ+ysinθ)dθ



Now, there are simplifying unnormalized distributions I could assume in my model, instead of Hill, such as Uniform from 0 to 2π, or exp(cos(θ)) both of these distribution allow analytical calculation of the above expectation just based on the identities written below, but I want to know which distributions I can compute this expectation for (Can I do this for Hill?) I will guess that I can only do it for distributions that have some finite decomposition in terms of spherical harmonics. Unfortunately, my knowledge is lacking in complex analysis and spherical harmonics so I can't quickly assess my options.

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