Content deleted Content added
Link suggestions feature: 3 links added. |
→Gaussian integral: added some details |
||
(One intermediate revision by one other user not shown) | |||
Line 10:
In physics the factor of 1/2 in the argument of the exponential is common.
Note that, if we let <math>r=\sqrt{x^2+y^2}</math> be the radius, then we can use the usual polar coordinate change of variables (which in particular renders <math>dx\,dy=r\,dr\,d\theta</math>) to get
<math display="block"> G^2 = \left ( \int_{-\infty}^{\infty} e^{-{1 \over 2} x^2}\,dx \right ) \cdot \left ( \int_{-\infty}^{\infty} e^{-{1 \over 2} y^2}\,dy \right ) = 2\pi \int_{0}^{\infty} r e^{-{1 \over 2} r^2}\,dr = 2\pi \int_{0}^{\infty} e^{- w}\,dw = 2 \pi.</math>
Line 193:
==== Integrals with a linear term in the argument ====
<math display="block">\int \exp\left(-\frac{1}{2} x^{T} \cdot A \cdot x + J^{T} \cdot x \right)
==== Integrals with an imaginary linear term ====
<math display="block">\int \exp\left(-\frac{1}{2} x^{T} \cdot A \cdot x +
==== Integrals with a complex quadratic term ====
<math display="block">\int \exp\left(\frac{i}{2} x^{T} \cdot A \cdot x +
=== Integrals with differential operators in the argument ===
|