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Theorem 2.1. [$\newcommand{\ift}{\int_{0}^{\infty}}\rm Cauchy$-$\rm Schl\ddot{o}milch$] Let
$a, \, b >0$ and assume that $f$ is a continuous function for
which the integrals are
convergent. Then
\begin{eqnarray*}
\ift f \left( \left(ax - bx^{-1} \right)^{2} \right) \, dx & = &
\frac{1}{a} \ift f(y^{2}) \, dy. \end{eqnarray*}
Proof
The change of variables $t = b/ax$ yields
\begin{eqnarray*}I & = & \ift f \left( \left(ax - b/x \right)^{2} \right) \, dx \\
& = & \frac{b}{a} \ift f \left( \left(at - b/t \right)^{2} \right) \,
t^{-2} \, dt. \end{eqnarray*}
The average of these two representations, followed by the change of variables
$u = ax - b/x$ completes the proof. |
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