In Cartesian coordinates, calculate the divergence by differentiating each component with respect to its matching coordinate:For the curl, take the alternating cross-derivatives:
The implication means that , so . By the definition of conditional probability,This implication gives ; it does not make the two events independent.
The partial derivatives are and . Since the exponential function never vanishes, substituting into the partial differential equation gives . Hence
Near , use , so and . The Taylor series therefore beginsThe constant term is one of the requested three terms. The local expression is legitimate because this neighbourhood has .
Multiply by the complex conjugate of the denominator:Thus the real part and imaginary part are respectively
The determinant is , so the matrix inverse exists. Using the two-by-two adjugate matrix formula givesMultiplication on either side gives the identity matrix, which also checks the signs of the off-diagonal entries.
The chain rule identifies an antiderivative directly:The upper limit in the PDF is . By the fundamental theorem of calculus, the required integral is
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