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Gaussian Integrals PDF
Gaussian Integrals PDF
Gaussian Integrals PDF
1 2 2
(x) = ex /2
2
1
This remarkable result can be obtained as follows. Denoting
the integral by I, we can write
Z 2 Z Z
2 2 2
I2 = ex dx = ex dx ey dy (2)
2
Therefore I 2 = 2 12 and Laplaces result (1) is proven.
A slightly more general result is
Z 1/2
x2
e dx = (7)
obtained by scaling the variable x to x.
We require definite integrals of the type
Z
2
xn ex dx, n = 1, 2, 3 . . . (8)