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Question: long memory integration

Question:long memory integration

Mohammed Abaza 10 Maple
integration
March 17 2013
0

Please help me in this integration. It does not work.  

 

restart;with(LinearAlgebra); with(linalg);
Q := x->0.5*erfc(x/sqrt(2));
rho:=0.25;sigma := 0.3;

m1 := sigma*sigma*Matrix(3, 3, [1, rho, rho^2, rho, 1, rho, rho^2, rho, 1]);

SNR := 15; mu := evalf(10^(.1*SNR));
 
 a := Matrix(1, 3, [(ln(y/mu)+4*sigma^2)^2, (ln(y1/mu)+4*sigma^2)^2,
 (ln(y2/mu)+4*sigma^2)^2]);
 
 b := MatrixInverse(m1);
 
 c := Matrix(3, 1, [[(ln(y/mu)+4*sigma^2)^2], [(ln(y1/mu)+4*sigma^2)^2],
 [(ln(y2/mu)+4*sigma^2)^2]]); 
 
L := exp(-(1/32)*multiply(a, b, c))/((32*Pi)^1.5*sqrt(det(m1))*y*y1*y2); 
 
BER := evalf(Int(Int(Int(L*Q(sqrt((1/18)*y)+sqrt((1/18)*y1)+sqrt((1/18)*y2)),
 y = 0 .. infinity), y1 = 0 .. infinity), y2 = 0 .. infinity));
 
 

 

 
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