Multivariate Integral Perturbation Techniques - I (Theory)

We present a quasi-analytic perturbation expansion for multivariate N dimensional Gaussian integrals. The perturbation expansion is an infinite series of lower-dimensional integrals (one-dimensional in the simplest approximation). This perturbative idea can also be applied to multivariate Student-t integrals. We evaluate the perturbation expansion explicitly through 2nd order, and discuss the convergence, including enhancement using Pad

• Type: Journal
• Year: 2006
• Where: CORR
• Authors: Jan W. Dash
• Keywords: CORR 2006, Dimensional Gaussian Integrals, Education, Perturbation Expansion, Quasi-analytic Perturbation Expansion