Gaussian Integrals and their Applications

Gaussian Integrals and their Applications

Nieves, Oscar A.

Taylor & Francis Ltd

07/2024

72

Dura

9781032816173

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1. Elementary Results. 1.1. The Gaussian Function. 1.2 The Gaussian Function in Multiple Dimensions. 1.3. An Unexpected Derivation. 1.4. Powers of Incomplete Squares. 1.5. The Fourier Transform of a Gaussian. 1.6. The Error Function. 2. Compound Gaussian Integrals. 2.1. Polynomials of Even Order. 2.2. Polynomials of Odd Order. 2.3. Polynomials of Non-Integer Order and the Gamma Function. 2.4. Higher Order Gaussian Integrals. 3. Multivariate Gaussian Integrals. 3.1. Exponents of Scalar Terms. 3.2. Exponents of Quadratic Forms. 4. Applications. 4.1. Fresnel Integrals. 4.2. The Normal Distribution. 4.3. The Log-Normal Distribution. 4.4. Brownian Motion and Diffusion. 4.5. Path Integrals in Quantum Theory.
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Modified;Multidimensional;Fresnel;Brownian;Probability