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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 work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
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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
Journal
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
DOI
https://doi.org/10.1080/00207169408804355
Collections
Department of Mathematics, Article