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Gaussian integral
(section)
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===Integrals of similar form=== <math display="block">\int_0^\infty x^{2n} e^{-{x^2}/{a^2}}\,dx = \sqrt{\pi}\frac{a^{2n+1} (2n-1)!!}{2^{n+1}}</math> <math display="block">\int_0^\infty x^{2n+1} e^{-{x^2}/{a^2}} \, dx = \frac{n!}{2} a^{2n+2}</math> <math display="block">\int_0^\infty x^{2n}e^{-bx^2}\,dx = \frac{(2n-1)!!}{b^n 2^{n+1}} \sqrt{\frac{\pi}{b}}</math> <math display="block">\int_0^\infty x^{2n+1}e^{-bx^2}\,dx = \frac{n!}{2b^{n+1}}</math> <math display="block">\int_0^\infty x^{n}e^{-bx^2}\,dx = \frac{\Gamma(\frac{n+1}{2})}{2b^{\frac{n+1}{2}}}</math> where <math>n</math> is a positive integer An easy way to derive these is by [[Leibniz integral rule#Evaluating definite integrals|differentiating under the integral sign]]. <math display="block">\begin{align} \int_{-\infty}^\infty x^{2n} e^{-\alpha x^2}\,dx &= \left(-1\right)^n\int_{-\infty}^\infty \frac{\partial^n}{\partial \alpha^n} e^{-\alpha x^2}\,dx \\[1ex] &= \left(-1\right)^n\frac{\partial^n}{\partial \alpha^n} \int_{-\infty}^\infty e^{-\alpha x^2}\,dx\\[1ex] &= \sqrt{\pi} \left(-1\right)^n\frac{\partial^n}{\partial \alpha^n}\alpha^{-\frac{1}{2}} \\[1ex] &= \sqrt{\frac{\pi}{\alpha}}\frac{(2n-1)!!}{\left(2\alpha\right)^n} \end{align}</math> One could also integrate by parts and find a [[recurrence relation]] to solve this.
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