Introduction
What this guide covers
From double and triple integrals to the change of variable by Jacobian transformations, polar, cylindrical and spherical coordinates. Fundamentals of joint probability, marginal and conditional densities, covariance, multivariate normal and the Box-Muller algorithm. Vector fields, divergence, curl and the great unification of Green, Stokes and Gauss.
Overview
Topics covered
- Introduction
- Multivariate Integral Calculus, Probability and Theorems of Vector Analysis
- Double Integrals over Rectangles and General Regions of the Plane
- 15.1 and 15.2. Definition by Riemann Sums and Geometric Interpretation
- 15.3 and 15.4. Fubini's Theorem and Factorizable Integrals
- 15.5 and 15.6. General Regions and Reversal of Order
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
The expression is rendered accessibly, with its LaTeX source preserved below.
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\iint_R f(x,y) dA = \lim_{\|P\| \to 0} \sum_{i=1}^m \sum_{j=1}^k f(x_{ij}^*, y_{ij}^*) \Delta A.