Thursday, December 19, 2019

calculus - How does one prove inti0nftyprodik=1nftyoperatornamermsincleft(fract2k+1right)mathrmdt=2pi




Looking into the distribution of a Fabius random variable:
X:=k=12kuk
where uk are i.i.d. uniform variables on a unit interval, I encountered the following expression for its probability density:
fX(x)=1π0(k=1sinc(t2k+1))cos(t(x12))dt
It seems, numerically, that f(12)=2, but my several attempts to prove this were not successful.




Any ideas how to approach this are much appreciated.


Answer



From Theorem 1 (equation (19) on page 5) of Surprising Sinc Sums and Integrals, we have
1π0(Nk=1sinc(t2k+1))dt=2
for all N<. I suppose you can justify letting
N to get your result.







One of the surprises in that paper concerns a similar integral
0(Nk=0sinc(t2k+1))dt. This turns out to be equal to π/2 when 0N6, but is slightly less than π/2 when N=7.


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