The Gaussian integral, also known as the Euler–Poisson integral is the integral of the Gaussian function e−x2 over the entire real line. It is named after the German mathematician and physicist Carl Friedrich Gauss. The integral is:
This integral has wide applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution. The same integral with finite limits is closely related both to the error function and the cumulative distribution function of the normal distribution.
Although no elementary function exists for the error function, as can be proven by the Risch algorithm, the Gaussian integral can be solved analytically through the tools of calculus. That is, there is no elementary indefinite integral for, but the definite integral can be evaluated.
The Gaussian integral is encountered very often in physics and numerous generalizations of the integral are encountered in quantum field theory.
Read more about Gaussian Integral: Relation To The Gamma Function
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