Show $\int_0^\infty \int_0^\infty \frac{(ax-by) {\rm e}^{-x} {\rm e}^{-y}}{(a^2 x + b^2 y + c x y)^{\frac{3}{2}}} \,dx \,dy = 0$ for any $a,b,c > 0$.
I came upon the above double integral when simplifying an expression for a probability density function. How can I demonstrate that the integral is zero for any positive constants, $a$, $b$ and $c$?
I've verified the result numerically. At the moment it seems rather fascinating to me that the integral should always be zero given the presence of three free variables, and I would expect there to be a relatively simple derivation.
I've tried all sorts of approaches (integral substitutions including polar coordinates, differentiating under the integral, splitting the domain of integration into pieces) without seeming to make progress.
To answer Ali's comment, below I give my crude Matlab code for evaluating the double integral (with the trapezoidal rule) and one output. Regardless of what positive values of $a$,$b$,$c$ I put in, I get something close enough to zero for my liking.
Output of program:
double_int = getDoubleInt(2,3,4) double_int = -6.1549e-010
Program code:
function double_int = getDoubleInt(a,b,c) x_max = 25; y_max = 25; NN_x = 1000; NN_y = 1000; x_vec = logspace(log10(x_max/10^10),log10(x_max),NN_x); y_vec = logspace(log10(y_max/10^10),log10(y_max),NN_y); XX = x_vec'*ones(1,NN_y); YY = ones(NN_x,1)*y_vec; ZZ = (a*XX-b*YY)./(a^2*XX+b^2*YY+c*XX.*YY).^(3/2).*exp(-XX).*exp(-YY); int_1 = zeros(size(x_vec)); for i = 1:NN_x int_1(i) = trapz(y_vec,ZZ(i,:)); end double_int = trapz(x_vec,int_1);