Integral of a gaussian

September 23, 2013

Z
1 2
I= ex /2 dx
2
Z Z
1 2 1 2
I2 = ex /2 dx ey /2 dy
2 2
Z Z
1 x2 +y 2
I2 = e 2 dx dy
2

Put x = r cos() and y = rsin()

Z Z
1 r2
I2 = e 2 r dr d
0 2
Z
r2
I = 2
e 2 r dr
0

I2 = 1
I=1
disallowing the negative root