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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
2
votes
4
answers
1k
views
Change of variables in a Gaussian integral in matrix form
I have a problem in which I have to compute the following integral: $$\mathop{\idotsint\limits_{\mathbb{R}^k}}_{\sum_{i=1}^k y_i=x} e^{-N^2r(\sum_{i=1}^k y_i^2-\frac{1}{k}x^2)} dy_1\dots dy_k,$$
where …
0
votes
1
answer
858
views
Error function of multivariate Gaussian
I'm trying to prove that a sequence of functions $(k_N)_{N\in\mathbb{N}}$
$$k_N(\vec{y}):=e^{-N^2r(\vec{y},Q\vec{y})}\sqrt{\frac{r}{\pi}}^kN^{k}$$
where $r>0$, $k>2$ and
Edit: I have forgot to say, th …