RE: Double Integral
- To: mathgroup at smc.vnet.net
- Subject: [mg29217] RE: Double Integral
- From: Yannis.Paraskevopoulos at ubsw.com
- Date: Tue, 5 Jun 2001 04:21:49 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi all,
I'm trying to create a function that computes the following double
integral subject to some input parameters:
f[k1_,k2_,r_,t_]:=
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
yannis
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