There are several types of integrals which go under the name of a "Dirichlet integral." The integral
(1)
|
appears in Dirichlet's principle.
The integral
(2)
|
where the kernel is the Dirichlet kernel, gives the th
partial sum of the Fourier series.
Another integral is denoted
(3)
|
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)
| |||
(5)
|
where
is the gamma function. In the case
,
(6)
|
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)
|
(8)
|
(9)
|
where
(10)
| |||
(11)
|
and
are the cell probabilities. For equal probabilities,
. The Dirichlet
integral can be expanded as a multinomial
series as
(12)
|
For small ,
and
can be expressed analytically either partially or fully for general arguments and
.
(13)
| |||
(14)
|
where
(15)
|
is a hypergeometric function.
(16)
| |||
(17)
|
where
(18)
|