Theorem. Finite positive Gaussian normalization [fdip-002T]

Let \((E,h)\) be a finite-dimensional real inner-product space, \(n=\dim E\geq 0\), and let \(Q:E\to E\) be self-adjoint. With the canonical h-volume, put locally \[Z=\int _E\exp \bigl (-h(x,Qx)/2\bigr )\,d\lambda _E(x).\] This nonnegative integral is finite if and only if \(Q\) is strictly positive. In that case \[0<Z=\frac {(2\pi )^{n/2}}{\sqrt {\det Q}}<\infty .\] For \(n=0\), the determinant and normalizer are both one.

For the spectral input, see [boyd2004convex, Appendix A.5.2, pp. 646-647]. For the scalar integral, see Keith Conrad's [conradGaussianIntegral, Section 2, PDF pp. 1-2]. The density convention in [friedli2017statistical, Lemma B.54 and Proposition B.55, pp. 504-505] is a comparison, not an assumption of normalization: that source uses a covariance parameter, while \(Q\) here is precision. For the counting field space, the array bridge recovers the customary determinant formula without changing its reference volume.