The name "Dirichlet integral" is used for several types of integrals. The integral
|
(1)
|
appears in Dirichlet's principle.
The classical improper Dirichlet integral is
|
(2)
|
For an integrable -periodic
function
, the
th partial sum of its Fourier
series is
|
(3)
|
where
is a nonnegative integer and the quotient
is the Dirichlet kernel, with its removable value
at
modulo
.
For
and real
,
another Dirichlet integral is the symmetric Cauchy
principal value
|
(4)
|
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
.
For the type 1 integrals, let ,
, and
. For a continuous
function
on
,
|
(5)
|
where
is the gamma function. In the case
,
|
(6)
|
for nonnegative integers and
, 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 use a positive integer , real numbers
and
, and finite thresholds
for
. Write
and
. The integrals
are
|
(7)
| |||
|
(8)
| |||
|
(9)
|
where ,
,
and
for integers
. Here the products of intervals
denote Cartesian products. For
the mixed integral is
, and for
it is
. The factor
normalizes the integral over
to 1.
When the thresholds arise from cell probabilities, write
and
.
If all
cell probabilities, including
, are equal, then
.
If the
are positive integers, the upper-tail integral
has the finite sum
|
(10)
|
where
and
.
For a positive integer
, the coefficient in this finite sum
is the multinomial coefficient
.
For one coordinate with unit threshold, write and
. Then
|
(11)
| |||
|
(12)
|
where
and
is the hypergeometric function. For two
dimensions, write
,
,
, and
. Then
|
(13)
| |||
|
(14)
|