Simplifying a Double Integral: No Known Anti-Derivative

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SUMMARY

The discussion focuses on simplifying the double integral \(\int^{t}_{0} e^{-t'\gamma} \int^{t}_{0} e^{t''\gamma} f(t'') dt'' dt'\), where \(f(t)\) lacks a known anti-derivative. The user successfully identifies that the integral can be expressed as the product of two separate integrals: \(\left[\int^{t}_{0} e^{t'\gamma} dt'\right] \left[\int^{t}_{0} e^{t''\gamma} f(t'') dt''\right]\). This realization simplifies the problem significantly, allowing for easier computation of the first integral.

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  • Knowledge of random functions and their behavior
  • Basic skills in integral calculus
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Homework Statement



The equation is [tex]\int^{t}_{0}[/tex]e[tex]^{-t'\gamma}[/tex][tex]\int^{t}_{0}[/tex]e[tex]^{t''\gamma}[/tex]f(t'')dt''dt'. f(t) is a random function with no known anti-derivative. I need to simplify this into a single integral of one variable.

Homework Equations


above.

The Attempt at a Solution


I moved the first exponential function inside the second integral but none of the regular properties of double integrals seem to work here. Does anyone have any ideas?
 
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As written you have simply the product of two integrals,

[tex]\left[\int^{t}_{0}e^{t'\gamma}dt' \right]<br /> \left[ \int^{t}_{0}e^{t''\gamma}f(t'')dt''\right][/tex]

and the first one is simple.
 
No, It's not a typo. I had no idea that that could be done. Thank you this makes this a lot easier.
 

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