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**An ACTUAL urgent post: Integrating exp() over certain range**

Hi,

Simplified problem:

Suppose I have two exponentials

[tex]

\[

e^{ - (x + a - b)} \forall x + a -b> 0

\]

\[

e^{ - (x + b)} \forall x + b> 0

\]

[/tex]

Then suppose I wanted to integrate:

[tex]

\[

\int\limits_{ - \infty }^\infty {e^{ - (x + b)} e^{ - (x + a - b)} dx}

\]

[/tex]

How would I do this? I'm guessing I need to break the integral up and integrate over a certain range but what are the limits?

Thanks

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