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-Expanded) identifier identifier

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.