p → 0 + lim I 1 7 ( p ) = p → 0 + lim ∫ 0 ∞ ∫ 0 ∞ ⋯ ∫ 0 ∞ x 1 + x 2 + ⋯ + x 1 7 ∏ j = 1 1 7 cos x j e − p ( x 1 + x 2 + ⋯ + x 1 7 ) d x 1 d x 2 … d x 1 7
If the limit is equal to A 1 , find A .
Bonus : Find the closed form of
p → 0 + lim I n ( p ) = p → 0 + lim ∫ 0 ∞ ∫ 0 ∞ ⋯ ∫ 0 ∞ x 1 + x 2 + ⋯ + x n ∏ j = 1 n cos x j e − p ( x 1 + x 2 + ⋯ + x n ) d x 1 d x 2 … d x n
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For general integer n ≥ 1 , note that the integral over the simplex { ( x 1 , x 2 , … , x n ) ∣ ∣ x 1 , x 2 , … , x n > 0 , x 1 + x 2 + … + x n = x } , namely g n ( x ) = ∫ ∫ ⋯ ∫ x 1 + x 2 + ⋯ + x n = x x 1 , x 2 , … , x n > 0 ( j = 1 ∏ n cos x j ) d x 1 d x 2 … d x n − 1 is equal to the n -fold convolution g n = g ∘ , n of the function g ( x ) = cos x , x ≥ 0 with itself, where the convolution f ∘ g of two functions on [ 0 , ∞ ) is ( f ∘ g ) ( x ) = ∫ 0 x f ( u ) g ( x − u ) d u x > 0 . If we consider the function I n ( p ) = ∫ 0 ∞ ∫ 0 ∞ ⋯ ∫ 0 ∞ x 1 + x 2 + ⋯ + x n ∏ j = 1 n cos x j e − p ( x 1 + x 2 + ⋯ + x n ) d x 1 d x 2 … d x n for p > 0 , then it is clear that I n ( p ) = ∫ 0 ∞ x g n ( x ) e − p x d x p > 0 so that ( L denotes the Laplace transform) I n ′ ( p ) = − ∫ 0 ∞ g n ( x ) e − p x d x = − ( L g n ) ( p ) = − [ ( L g ) ( p ) ] n = − ( p 2 + 1 ) n p n for all p > 0 . Since it is clear that I n ( p ) → 0 as p → ∞ , we deduce that I n ( p ) = ∫ p ∞ ( t 2 + 1 ) n t n d t = ( n − 1 ) p n − 1 1 2 F 1 ( 2 n − 1 , n ; 2 n + 1 ; − p − 2 ) , and hence that p → 0 + lim I n ( p ) = ∫ 0 ∞ ( t 2 + 1 ) n t n d t = 2 n Γ ( 2 1 n ) π Γ ( 2 1 ( n − 1 ) ) . In the case n = 1 7 , we obtain that p → 0 + lim I 1 7 ( p ) = 2 1 7 Γ ( 2 1 7 ) π Γ ( 8 ) = 2 0 5 9 2 0 1 and hence the answer is 2 0 5 9 2 0 .