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This is my first post on the forum; I'm pretty sure my question fits in this section.

I am having a lot of difficulty finding the definite integral

[tex]\int^{+\infty}_{-\infty}e^{-2ax^{2}}[/tex] dx

where a is positive and real.

I know the answer is [tex]\\sqrt{\frac{\pi}{2a}}, but I have no idea at all how to get there.