Integral Question

Hi everyone.

I have an integral I would like to solve. So far I've just been solving it numerically, but I wondered if it might be possible to get an analytical result.

Here it is:

$$\int_{-\infty}^{\infty} e^{k\cos(\omega t-a)}e^{-(bt-c)^2/(2\sigma^2)} dt$$

Gold Member
Try Wolfram Alpha - it will tell you!