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RE: Double Integral

  • To: mathgroup at
  • Subject: [mg29217] RE: Double Integral
  • From: Yannis.Paraskevopoulos at
  • Date: Tue, 5 Jun 2001 04:21:49 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

Hi all,

I'm trying to create a function that computes the following double 
integral subject to some input parameters:


			NIntegrate[1/(2 Pi Sqrt[1-r^2]) 
Exp[(x1^2-2*r*x1*x2+x2^2)/(2(1-r^2))], {x1,-Infinity, k1/Sqrt[t]},
{x2,-	Infinity, k2/Sqrt[t]}]

but I'm failing dramatically. I'm wondering if there's a way to deal 
with this?

Thank you all in advance


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