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iterated integral

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iterated integral

–noun Mathematics.
1. a double integral that is evaluated by first integrating the integrand with respect to one variable with the second variable being held constant and then integrating the resulting function with respect to the second variable.
2. a multiple integral of three or more variables that is evaluated by an extension of the above method.
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Based on the Random House Dictionary, © Random House, Inc. 2009.
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