Gaussian Normal Distribution > s.a. fourier
transform.
$ Normalized version:
F(x0,
)
= (2![]()
2)–1/2 exp{–(x–x0)2/2
2}
;
In D dimensions, F(x0,
)
= (2![]()
2)–D/2 exp{–(x–x0)2 /
2
2}.
Gaussian Integrals
* Integrals of simple powers:

* Integrals of even powers:

* Remark: More can be obtained
by taking derivatives wrt a; It may be
possible to find
a recursion formula.
@ References: Khrennikov qp/05 [integrals
of analytic functionals on infinite-dimensional spaces].
Generalized Versions
* Complex exponent:
By doing a contour integration over a pie-shaped wedge one can show that
–inftyinfty dx exp{–(a +
ib)x2}
=
1/2 (a2+b2)–1/4.
Main page – Abbreviations – Journals – Comments – Other
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Send feedback and suggestions to bombelli at olemiss.edu – Modified
5 jul 2008