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MathGroup Archive 1998

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Re: Integral?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg14148] Re: [mg14112] Integral?
  • From: "Jens-Peer Kuska" <kuska at linmpi.mpg.de>
  • Date: Mon, 28 Sep 1998 18:57:14 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

if You put the nested Integrate[] in one with

Integrate[Exp[x]*Exp[y]*p[x,y],{x,-Infinity,Infinity},{y,-Infinity,Infinity}
]

You get some messages and nice conditions for r and s but the If[]
expression
returns a result.

Hope that helps
  Jens
-----Original Message-----
From: Torben Mikael Hansen <torhans at image.dk> To: mathgroup at smc.vnet.net
Subject: [mg14148] [mg14112] Integral?


>Hi
>How do I make Mathematica perform the double integral
>Integrate[Integrate[Exp[x]*Exp[y]*p[x,y],{x,-Infinity,Infinity}],{y,-Infini
ty,Infinity}]
>
>where
>p[x_,y_]:=1/(2 Pi s^2 Sqrt[1-r^2])*Exp[-(x^2-2 r s x y +y^2)/(2 s^2
>(1-r^2))]
>and I know
>r is a real, positive number less than 1 s is a real, positive number
>
>Another system gives
>Exp[(r+1) s^2]
>
>Regards
>Torben M. Hansen
>
>
>



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