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| | PlanetMath: multidimensional Gaussian integral |
 | | See Also: Jacobi determinant, area under Gaussian curve, proof of Gaussian maximizes entropy for given covariance |
 | | Cross-references: formula, distributions, Gaussian, independent, product, separated, integral, Jacobian matrix, determinant, variable, vector, eigenvalues, diagonal matrix, eigenvectors, orthonormal, real, matrix, symmetric |
 | | This is version 19 of multidimensional Gaussian integral, born on 2002-02-13, modified 2006-10-14. |
| planetmath.org /encyclopedia/MultidimensionalGaussianIntegral.html (118 words) |
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