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Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

2 votes
4 answers
1k views

Change of variables in a Gaussian integral in matrix form

So my integration should occour in the orthogonal complement of this vector, which is a hyperplane of dimension $k-1$. …