I know solution to:
$$\int_{\mathbb{R}^n} e^{x'Ax}\mathrm{d}x=\frac{\pi^{n/2}}{det(A)}$$
Where $$A=I+\sum_{t=1}^Ty_ty_t'$$
But If I have:
$$\int_{\mathbb{R}^n} e^{x'Bx}\mathrm{d}x$$ Where $$B=D^{-1}+\sum_{t=1}^Ty_ty_t'$$And $$D=diag(|x_n|^{1/2})$$ What is the answer?
Suggestion
Can I use the fact:
$$\int_{\mathbb{R}^n} e^{Q(x)}\mathrm{d}x=e^{Q_0}\frac{\pi^{n/2}}{det(A)}$$Where $$Q_0=min_x(Q(x))$$
Since $Q_0=0$, for both cases, thus, the answer should be similar (not sure if this statement is true). And $Q(x)=x'Ax$ or $Q(x)=x'Bx$. $A$ and $B$ both are symmetric positive definite.