To be used in future
 Section 5.3: Free particle revisited Up Chapter 5: Path Integrals Section 5.5: Harmonic oscillator 

5.4 General Gaussian integrals

The “integration by induction” (where we integrate over each internal position in turn, seeing that we get a result that can be summarised in a general formula) as done in Sec. 5.3↑ above is only one of the many ways to calculate the general form of a Gaussian integral. We now want to investigate a more robust, but slightly more complicated alternative. The basic relation we want to use is (let us start assuming that and are real; we shall generalise to complex later) This is straightforward to prove. Note that the matrix can be assumed to be symmetric, and thus we can diagonalise this matrix , i.e., transform it to a diagonal form, where is the orthogonal matrix of eigenvectors, which we assume to be normalised. Thus it satisfies the “ortho-normalisation” [W]  [W] A combination of orthogonality and normalisation. condition We now transform and use the fact that we can make a change of integration variables without any additional factor, since the change in volume element, the Jacobian of this transformation, is just the absolute value of the determinant of , which is known to be  [X]  [X] Trivially, from () we find that , and thus .. We now write using .
The occurrence of the square root in the final result means we can not immediately apply this method to complex integrals, where the answer will depend on where in the complex plane we locate the eigenvalues of . Since fot the path integral, we have times a symmetric matric, and all of our eigenvalues will be pure imaginary, we need to do a careful analysis to find where denotes the product of all eigenvalues with a careful placement in the complex plane, This can be proven assigning all eigenvalues to have small positive real part, and then taking the limit where this goes to zero.
This can be done as follows. Assume all eigenvalues of are purely imaginary of the form , real. Add a small positive imaginary part to , as would be required to make the integral converge. We find that since lies in the first or fourth quadrant, depending on the sign of , respectively.
 Section 5.3: Free particle revisited Up Chapter 5: Path Integrals Section 5.5: Harmonic oscillator