Evaluating a double integral from zero to infinity How do I evaluate this integral? I don't understand at which point the limit notation should set in? And my method yields $0$ in the end. The integral is:
$$
\int_0^{\infty} \int_0^{\infty} c\,x\,y\,e^{-(x+y)} \;\mathrm{d}y\;\mathrm{d}x
$$

Hint: Your integral is basically product of two gamma functions.
$$\int_0^{\infty} \int_0^{\infty} c\,x\,y\,e^{-(x+y)} \;\mathrm{d}y\;\mathrm{d}x=c\int_0^{\infty} x\,e^{-x} \;\mathrm{d}x\int_0^{\infty} y\,e^{-y} \;\mathrm{d}y$$
