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Hi

I'm interested in evaluating the integral of $e^{-s^T A s + b s}$ over a semi-infinite domain. $A$ is $\binom{N}{2}$x$\binom{N}{2}$ and has $N-1$ eigenvalues equal to $N$, and the rest 0. In particular, how does one deal with the limits of integration under an orthogonal transformation of the variables?

Deepak

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    $\begingroup$ Integral over what? (Please define your semi-infinite domain.) Also I have a hanging suspicion that your question will be better received at math.stackexchange.com $\endgroup$
    – Willie Wong
    Commented Jan 24, 2011 at 19:23
  • $\begingroup$ And as far as I know, $-a^TAs+bs$ is not a quadratic form... $\endgroup$
    – David Roberts ♦
    Commented Jan 24, 2011 at 23:44

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