FORMULATION OF SOME GAUSSIAN INTEGRALS OVER R(N) VIA GENERATING-FUNCTIONS

Date

1994-01-01

Author

ERGENC, T
DEMIRALP, M

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This paper deals with the analytic formulation of the integrals over R(n) with the weight function exp(x(T)Cx) where the integrand is the product of quadratic forms x(T) A(j)x, j = 1,...,p, for arbitrary n x n symmetric matrices A(j). The technique is based on generating functions. First some functions are defined to generate these integrals for the special case A(j) = A(j) = A...A, and then practical formulas for the general case are derived.

Subject Keywords

Computational Theory and Mathematics, Applied Mathematics, Computer Science Applications

URI

https://hdl.handle.net/11511/65913

Collections

Department of Mathematics, Article