- #1
Ben D.
- 4
- 0
Hi everyone,
in the course of trying to solve a rather complicated statistics problem, I stumbled upon a few difficult integrals. The most difficult looks like:
[tex] I(k,a,b,c) = \int_{-\infty}^{\infty} dx\, \frac{e^{i k x} e^{-\frac{x^2}{2}} x}{(a + 2 i x)(b+2 i x)(c+2 i x)} [/tex]
where [tex] a,b,c [/tex] are real positive numbers and [tex] k [/tex] is a real number. This integral cannot be done by simple contour integration because of the Gaussian factor. From the context, I expect error functions to appear in the solution.
Any clever ideas?
B.D.
in the course of trying to solve a rather complicated statistics problem, I stumbled upon a few difficult integrals. The most difficult looks like:
[tex] I(k,a,b,c) = \int_{-\infty}^{\infty} dx\, \frac{e^{i k x} e^{-\frac{x^2}{2}} x}{(a + 2 i x)(b+2 i x)(c+2 i x)} [/tex]
where [tex] a,b,c [/tex] are real positive numbers and [tex] k [/tex] is a real number. This integral cannot be done by simple contour integration because of the Gaussian factor. From the context, I expect error functions to appear in the solution.
Any clever ideas?
B.D.