Gaussian integral

2 articles

Analysis / Calculus LicenceAnalyse10 min

A Linear Term in the Exponent Moves the Bell and Does Nothing Else

A plain t sitting next to the t squared in a Gaussian exponent looks like a new function and is only a shift. Completing the square turns the integral of e to the minus a t squared over two plus b t, from x to infinity, into e to the b squared over 2a times the root of 2 pi over a times the standard normal at a rescaled and shifted argument, never at x itself. The worked case comes out as exactly half a bell, e root pi over two or 2.40901455, but only because its lower limit happens to land on the centre b over a.

Analysis / Calculus LicenceAnalyse9 min

Root Pi from a Bell Curve, by Leaving the Number Line

There is no elementary antiderivative to evaluate, and the checkable slice of that is one line: if p is a polynomial then p' - 2xp has degree deg p + 1, which can never equal the degree of 1. Squaring the integral turns it into a rotationally symmetric integral over the plane, where the polar area element supplies the factor r that makes the radial integral elementary, so I squared equals 2 pi times one half. The same idea survives without polar coordinates via the substitution y = xt, and it fails for e to the minus x to the fourth because x^4 + y^4 is not a function of the radius.