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Gaussian Integrals
Gaussian Integrals
Gaussian Integrals
1 2 2
ρ(x) = √ e−x /2σ
σ 2π
1
This remarkable result can be obtained as follows. Denoting
the integral by I, we can write
µZ ∞ ¶2 Z ∞ Z ∞
2 2 2
I2 = e−x dx = e−x dx e−y dy (2)
−∞ −∞ −∞
2
Therefore I 2 = 2π × 12 and Laplace’s result (1) is proven.
A slightly more general result is
Z ∞ ³ π ´1/2
−αx2
e dx = (7)
−∞ α
√
obtained by scaling the variable x to αx.
We require definite integrals of the type
Z ∞
2
xn e−αx dx, n = 1, 2, 3 . . . (8)
−∞