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General Gaussian Integrals

Sthitadhi Roy May 25, 2012


Quite frequently, integrals like dn x exp

1 xi Aij xj + bi x i 2 i,j=1 i=1

are encountered specially in dealing with interacting systems in condensed matter physics where the matrix A describes the interaction and the second term describes some kind of source els. These integrals belong to a class of integrals called General Gaussian Integrals. Here is a short introduction of their results and proofs. Before starting, just for a reminder here is a very common result which can be got by the gamma- functions.

dx exp

ax2 + bx 2

(2/a)exp(b2 /2a)

(1)

Result 1. (Quadratic terms only) 1 xi Aij xj = (2)n/2 (detA)(1/2) dn x exp 2 i,j=1


n

(2)

Proof. Here A is a real symmetric matrix such that all entries are greater than 0. In such a caseit can be always be diagonalised, such that A = ODOT where O is orthogonal and D is diagonal such that Dij = ij aj . Now we do a change of variables
n

xi =
j=1

Oij yj

Under this transformation we have xi Aij xj


i,j

=
ij

xi (ODOT )ij xj
T xi Oik Dkl Olj xk i,j,k,l T xi Oik kl ak Olj xk i,j,k,l T xi Oik ak Okj xk i,j,k 1 1 xi Oki ak Okj xk i,j,k 2 ak yk k

= = = = xi Aij xj
i,j

Next we need the jacobian of the transformation. We see that ij th element of the jacobian matrix is simply xi = Oij yj J = |detO| = 1 So our original integral of equation(2) now becomes Z(A) = =
k 2 ak yk 2 2 a k yk dyk exp 2

dn y exp

=
k

(2)(1/2)

1 ak

(1/2)

(2)n/2 (detA)1/2

In the third step of the above calculation we use the result of equation(1) and in the nal step we use the fact that a similarity transformation leaves the determinant unchanged and the determinant of a diagonal matrix is just the product of all its diagonal terms. Result 2. (Generalised Gaussian Integral) n n 1 1 xi Aij xj + bi xi = (2)n/2 (detA)(1/2) exp dn x exp 2 2 i,j=1 i=1

bi A1 bj ij
i,j

(3) Proof. We look for the minimum of the quadratic expression inside the exponential in the integrand. For this we simply do n n 1 xi Aij xj + bi x i = 0 xk 2 i,j=1 i=1 2

which gives us
n

Akj xj = bk
j=1

If we introduce the inverse of the matrix A as A1 = , then the solution can be written as
n

xj =
k=1

jk bk

Now we do a change of variables xi = yi +


j

ij bj

Under this transformation the rst term of the expression inside the exponential of the integrand becomes 1 yi Aij yj + Aij yj ik bk + Aij yi jl bl + ik bk Aij jl bl 2 i,j i,j
k l k,l

(4) and the second term becomes bi yi +


i i,j

bi ij bj

(5)

Since A is a symmetric matrix hence we can see that the second and the third terms of equation(4) are exactly the same and each of them can be computed to be equal to i bi yi using the fact that A1 = . Because of the half-factor and the negative sign they exactly cancel the rst term of equation(5). Also, the last term in equation(4) combined with the last term in equation(5) gives 1 i,j bi ij bj . So that leaves with the integral 2
i,j

bi ij bj

dn y exp
i,j

yi Aij yj

exp 1 2

This simply boils down to the integral we solved in result 1. Directly using the result we have the integral to be equal to
i,j

bi ij bj (6)

1 (2)(n/2) (detA)(1/2) exp 2

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