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Numerical Integration of Improper Integral


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



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