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


ERGENC T., DEMIRALP M.

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, cilt.54, ss.239-248, 1994 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 54
  • Basım Tarihi: 1994
  • Doi Numarası: 10.1080/00207169408804355
  • Dergi Adı: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
  • Sayfa Sayıları: ss.239-248

Özet

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.