Formulas for the multivariate Gaussian function? I wonder if anyone has formulas for the derivatives of $f(x)=(2\pi)^{-n/2}|\Sigma|^{-1/2}\exp \{-\frac{1}{2}x^t \Sigma^{-1} x\}$ or for instance, for,
$$\int_{\mathbb{R}^n}D^{\alpha}f(x)dx$$
is there any website or book where I can find these?
Thanks you very much!

The 2D ones are used all the time in machine vision: e.g. http://bmia.bmt.tue.nl/education/courses/fev/book/pdf/04%20Gaussian%20derivatives.pdf
The paper says: 

The two-dimensional Gaussian derivative function can be constructed as the product of two one-dimensional Gaussian derivative functions, and so for higher dimensions, due to the separability of the Gaussian kernel for higher dimensions.

So basically, just the do the 1D case and scale appropriately.
