- #1

Random Variable

- 116

- 0

or more precisely [itex] \displaystyle \left(\frac{1}{\sqrt{2}} - i \frac{1}{\sqrt{2}} \right) \lim_{R \to \infty} \text{erf} (\sqrt{i} R) [/itex]The error function has an essential singularity at [itex] \infty [/itex] , so the limit as you approach [itex] \infty [/itex] is path dependent. But aren't we looking specifically for the limit as we approach [itex] \infty [/itex] on the line that originates at the origin and makes a 45 degree angle with the positive real axis?

So my idea was to use asymptotic expansion of the error function ([itex] \displaystyle 1 - e^{-x^{2}} O \left( \frac{1}{x} \right) [/itex]), replace [itex] x [/itex] with [itex] \sqrt{i} R[/itex], and take the limit as [itex]R[/itex] goes to [itex] \infty [/itex]. Is that valid?