@TECHREPORT\{IMM2005-03312, author = "P. Ahrendt", title = "The Multivariate Gaussian Probability Distribution", year = "2005", month = "jan", keywords = "gaussian, probability distribution, moments, gaussian integrals", number = "", series = "", institution = "", address = "", type = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/3312-full.html", abstract = "This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical calculations with the gaussian." }