Gaussian integral

E29365

The Gaussian integral is a fundamental result in mathematics that evaluates the integral of the exponential of a negative quadratic function over the entire real line, yielding a value proportional to the square root of π and underpinning the normal distribution in probability theory.

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Gaussian integral canonical 1
Gaussian integrals 1

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Predicate Object
instanceOf definite integral
mathematical concept
appearsIn Brownian motion theory
central limit theorem proofs
heat equation solutions
category closed-form integrals
special integrals
condition a > 0 in ∫_{−∞}^{∞} e^{−a x^2} dx
consequence moments of the normal distribution are finite
convergenceReason rapid decay of e^{−x^2} at infinity
definedAs ∫_{−∞}^{∞} e^{−x^2} dx
dimension one-dimensional case of Gaussian measures
domainOfIntegration (−∞, ∞)
evaluationMethod squaring the integral and using polar coordinates
using the Gamma function Γ(1/2) = √π
field mathematical analysis
probability theory
statistics
generalization ∫_{−∞}^{∞} e^{−a x^2} dx = √(π/a)
historicalAttribution Carl Friedrich Gauss
implies ∫_{0}^{∞} e^{−x^2} dx = √π / 2
integrand e^{−x^2}
notation ∫_{−∞}^{∞} e^{−x^2} dx = √π
property convergent improper integral
relatedTo Gamma function
Laplace method
error function
multidimensional Gaussian integral
normal distribution
saddle-point approximation
standard normal distribution
requires a > 0 for convergence in ∫_{−∞}^{∞} e^{−a x^2} dx
role basis for defining Gaussian measure
normalization constant for Gaussian distributions
symmetryProperty even integrand
type Lebesgue integral
improper Riemann integral
usedFor approximating sums by integrals in asymptotic analysis
computing partition functions of quadratic Hamiltonians
evaluating Fresnel-type integrals via transformations
usedIn Fourier analysis
derivation of the normal distribution
error function definition
path integrals
probability density normalization
quantum mechanics
statistical mechanics
value √π

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Carl Friedrich Gauss notableWork Gaussian integral
Fresnel integrals relatedTo Gaussian integrals
linked to: Gaussian integral