- #1

binbagsss

- 1,304

- 11

## Homework Statement

Hi,

I am trying to follow my book's hint that to find the normalization factor one should

*"Diagnoalize ##\Sigma^{-1}## to get ##n## Gaussian which will have variance given by the eigenvalues of ##\Sigma## . Then integrate gives ##\sqrt{2\pi}\Lambda_i##, then use that the product of eigenvalues is the determinant ##*.

## Homework Equations

What I know:

##\Sigma## is symmetric and so it can be diagnolized ##\Sigma=PDP^{T}## where ##P## is the orthogonal matrix of eigenvectors and ##D## is the matrix of eigenvalues

## The Attempt at a Solution

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I'm Stuck:

I am blank as to where start explicitly to be honest, having not done any examples in this, if I have, at least for four years or so.

Many thanks in advance !