Can you help me to find a solution for this?

seyyed

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May 10, 2016
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I am trying to find a closed form solution for this problem. Numerically I can show that for all positive a and b values it converges to a fixed value but have no luck to find the expression for it.

\(\displaystyle \lim_{N\to\infty} {1\over N} \sum_{i=1}^{i=N} {exp({-a\times(i-0.5)^2 \over b\times N^2}})\)

Thank you,
 
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