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