A convolution problem arising from a probability question.

25 Views Asked by At

I want to calculate (or approximate) this convolution.

$$ f_n(x)=(1-x)^n*(1-x)^{n-1}*...*(1-x) $$ $$0<x<1$$

and the goal is to calculate this integration.

$$ \int_{0}^{1} f_n(t)dt$$

I think it must be an application of Fourier transform.


The original problem is to find $$\min_{\sigma}{(\sum_{i=1}^{n} a_{i\sigma(i)})}$$ in matrix $A=[a_{ij}]_{n\times n}$ with uniformly random entries from $[0,1]$.