Finding the area under e^-x^2 in the region x<=0

Trebor

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Feb 19, 2007
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How would I evaluate:

\(\displaystyle {\int}^0_{-\infty} e^{-x^2}\,dx\)
 
If it were me, I'd use the relatively well-known result:

\(\displaystyle \L\;\int_{-\infty}^{\infty}{e^{-x^{2}}}\;dx\;=\;\sqrt{\pi}\)
 
The proof I have seen involves Wallis's formula and is a little complicated compared to elementary means. You should be able to find it on the net somewhere.
 
Here's one proof attributed to Stieltjes.

I will start it and you try to finish. Okay?.

\(\displaystyle \L\\\int_{-\infty}^{\infty}e^{-x^{2}}dx\)


Let \(\displaystyle \L\\I_{n}=\int_{0}^{\infty}x^{n}e^{-x^{2}}dx, \;\ n=0, 1, 2, ....\)

Establish a resursive relation:

\(\displaystyle \L\\I_{n}=\frac{n-1}{2}I_{n-2}\)

by integrating by parts.


Then we can deduce that:

\(\displaystyle \L\\I_{2k}=\frac{1\cdot{3}\cdot{5}....2k-1}{2^{k}}I_{0}\)

and

\(\displaystyle \L\\I_{2k+1}=\frac{1\cdot{2}\cdot{3}....k}{2}\)

Show that for all real values of \(\displaystyle \L\\{\lambda}\), the espression:

\(\displaystyle \L\\{\lambda}^{2}I_{n-1}+2{\lambda}I_{n}+I_{n+1}=\int_{0}^{\infty}x^{n-1}({\lambda}+x)^{2}e^{-x^{2}}dx\) is positive, and conclude that:

\(\displaystyle \L\\I_{n}^{2}<I_{n-1}I_{n+1}\)

By taking n=2k and n=2k+1, show that:

\(\displaystyle \L\\\frac{2\cdot{4}\cdot{6}...2k}{1\cdot{3}\cdot{5}...2k-1}\cdot\frac{1}{\sqrt{4k+2}} \;\ < \;\ I_{0} \;\ < \;\ \frac{2\cdot{4}\cdot{6}...2k}{1\cdot{3}\cdot{5}...2k-1}\cdot\frac{1}{\sqrt{4k}}\)

Now, apply Wallis's formula. See?. Easy :roll: :wink:
 
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