Integral transforms and moment problems

Laplace, Mellin and Radon transforms (Ramanujan's master theorem, Fourier slice theorem) and Hausdorff moment problems.

TheoremRamanujan's master theorem#●ready to prove

Let \(a\) and \(b\) be real numbers with \(0 < a < b\), and let \(s\) be a complex number with \(a < \operatorname{Re} s < b\). Let \(\varphi\) be a function from \(\mathbb{C}\) to \(\mathbb{C}\) that is analytic on the half-plane \(\operatorname{Re} z > -b\), and suppose there are real constants \(C > 0\) and \(P < \pi\) such that \(|\varphi(u + iv)| \le C e^{P|v|}\) for all real \(u\) and \(v\) with \(u > -b\). Let \(F\) be a function from \(\mathbb{R}\) to \(\mathbb{C}\) such that for every real \(x > 0\) the series \(\sum_{k=0}^{\infty} \varphi(k)\,(-x)^k / k!\) converges unconditionally to \(F(x)\), and suppose that \(x \mapsto x^{s-1} F(x)\) is Lebesgue integrable on \((0, \infty)\), where \(x^{s-1} = e^{(s-1)\log x}\). Then

\[\int_0^\infty x^{s-1} F(x)\,dx = \Gamma(s)\,\varphi(-s).\]

This is a specialization of the theorem: the growth bound on \(\varphi\) is uniform in \(\operatorname{Re} z\), and integrability of \(x^{s-1} F(x)\) is assumed rather than derived.

theorem_wanted Ramanujan_master_theorem
    (φ : ℂ → ℂ) (F : ℝ → ℂ) (a b : ℝ) (s : ℂ)
    (ha : 0 < a) (hab : a < b)
    (hs : a < s.re ∧ s.re < b)
    (hφ : AnalyticOn ℂ φ {z : ℂ | -b < z.re})
    (hgrowth : ∃ C : ℝ, 0 < C ∧ ∃ P : ℝ, P < Real.pi ∧
      ∀ u v : ℝ, -b < u → ‖φ (Complex.mk u v)‖ ≤ C * Real.exp (P * |v|))
    (hF : ∀ x : ℝ, 0 < x →
      HasSum (fun k : ℕ => φ (k : ℂ) * (-(x : ℂ)) ^ k / (k.factorial : ℂ)) (F x))
    (hint : MeasureTheory.IntegrableOn
      (fun x : ℝ => ((x : ℂ) ^ (s - 1) * F x : ℂ))
      (Set.Ioi (0 : ℝ)) MeasureTheory.volume)
    : ∫ x in Set.Ioi (0 : ℝ), ((x : ℂ) ^ (s - 1) * F x) ∂MeasureTheory.volume
      = Complex.Gamma s * φ (-s)
Sources
  • https://en.wikipedia.org/wiki/Ramanujan%27s_master_theorem (Raw: int_0^infty x^{s-1} sum_k phi(k)(-x)^k/k! dx = Gamma(s) phi(-s).)

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