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A theorem on multiple integrals

  • J. M. Hammersley (a1) and P. A. P. Moran
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Suppose that dυ and dυ′ are two volume elements situated at points P and P′ respectively in a three-dimensional right circular cylinder, that y is the distance PP′, that z(y) is a given function of y, and that we wish to evaluate the sixfold integral

taken over all pairs of points P, P′ within the cylinder. We observe that z(y) is a function of y only; so that the sixfold integral can be expressed as a single integral

that is to say a weighted mean of z(y) over the relevant values of y, where the weight function is evidently given by

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References
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(1)Cramér, H.Mathematical methods of statistics (Princeton University Press, 1946).
(2)Ghosh, B.Topographic variation in statistical fields. Bull. Calcutta Statist. Ass. 2 (1949), 1128.
(3)Matérn, B.Metoder att uppskata noggrannhetten vid linje- och provytetaxering (Stockholm, 1947). Medd. från Statens Skogsforskningsinstitut, Band 36: 1.
(4)Saks, S.Theory of the integral. Monografie Matematyczne, Tom VII (Warsaw, 1937).
(5)von Neumann, J.Functional operators. Vol. I. Measures and integrals. Ann. Math. Studies, 21 (Princeton University Press, 1950).
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Mathematical Proceedings of the Cambridge Philosophical Society
  • ISSN: 0305-0041
  • EISSN: 1469-8064
  • URL: /core/journals/mathematical-proceedings-of-the-cambridge-philosophical-society
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