An Asymptotic Series for an Integral

Abstract: We obtain an asymptotic series $\sum_{j=0}^\infty\frac{I_j}{n^j}$ for the integral $\int_0^1[x^n+(1-x)^n]^{\frac1{n}}dx$ as $n\to\infty$, and compute $I_j$ in terms of alternating (or "colored") multiple zeta value. We also show that $I_j$ is a rational polynomial the ordinary zeta values, and give explicit formulas for $j\le 12$. As a byproduct, we obtain precise results about the convergence of norms of random variables and their moments. We study $\Vert(U,1-U)\Vert_n$ as $n$ tends to infinity and we also discuss $\Vert(U_1,U_2,\dots,U_r)\Vert_n$ for standard uniformly distributed random variables.