Gaussian Integrals

Z
2
ex dx = (1)

Z r
ax2 1
e dx = (2)
0 2 a

Z r
2 b2
eax +bx
dx = e 4a (3)
a

Z r
i
2 1
eiax dx = (4)
0 a 2
Z r
2 1
eiax dx = (5)
0 2 ia
In general, from dimensional anlysis we see:
Z
2 n+1
xn eax dx a( 2 ) (6)
0
and in particular:

(n1)(n3)...31
p
a , for n even
Z n +1 n
2
xn eax dx = 1
2 22 a
(7)
0 [ 2 (n1)]!
n+1 , for n odd
2a 2

Notes on proving these integrals: Integral 1 is done by squaring the integral, combining
the exponents to x2 + y 2 switching to polar coordinates, and taking the R integral in the
limit as R . Integral 2 is done by changing variables then using Integral 1. Integral 3 is
done by completing the square in the exponent and then changing variables to use equation 1.
Integral 4(5) can be done by integrating over a wedge with angle 4 ( 4 ), using Cauchys
theory to relate the integral over the real number to the other side of the wedge, and then
using Integral 1.
For n even Integral 7 can be done by taking derivatives of equation 2 with respect to a.
For n odd, Integral 7 can be done with the substitution u = ax2 , and then integrating by
parts.