Nevermind sorry, think I've found a sufficent article on wikipedia to help me: http://en.wikipedia.org/wiki/Gaussian_integral
From memory the Gaussian integral is from infinity to negative infinity..if you want something that act's as an anti derivative, try the Error Function ( erf(x) ) EDIT: ~sigh~ I just realised the erf(x) also has bounds, my bad.
Thanks, the problem was actually in response to a house mate on a physics course who had this integral and was utterly perplexed how one would integrate it from negative to positive infinity. I remembered it was a standard integral but forgot the details how to do it, anyway in the end it turned out he was integrating over the wrong co-ordinates anyway and it was much more simple once he transformed the integral. But thanks for trying
Zurtex, this was already being discussed in another thread at about the same time as you started this one. See the following link for details : https://www.physicsforums.com/showthread.php?t=171014