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Numerical Integration of Improper Integral

• To: mathgroup at smc.vnet.net
• Subject: [mg122984] Numerical Integration of Improper Integral
• From: Alex <mammasis82 at hotmail.com>
• Date: Sat, 19 Nov 2011 06:47:04 -0500 (EST)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com

Hi,

I have the following complicated integral willing to integrate numerically since I am not aware of any analytical expression for it. The integral is:

[ math] \int ^{\infty }\frac{1}{t}\left(e^{\frac{\left(-t+2\sqrt{t}p \text{Cos}[\phi -\text{$\phi $o}]\right)}{2 \sigma ^2}}\right)dt [ /math].

Can anyone suggest a methodology of deriving the upper bound of the limit of this integral for numerical evaluation purposes? 

Thanks for your time.

BR,

Alex