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) |