How would you deal with such an integral? Any tips will be appreciated!
$\int_0^{\infty} \left[\prod_{k=1}^K \sum_{j=0}^k a_j x^j\right] f(x) \, dx$
$a_j$ is a constant not depending on $x$, $f(x)$ is some function of $x$. My question is how to deal with the integral of the product...