Random Variable
- 114
- 0
Is there a problem with the following evaluation?[itex]\displaystyle \int e^{-ix^{2}} \ dx = \frac{1}{\sqrt{i}} \int e^{-u^{2}} \ du = \left( \frac{1}{\sqrt{2}} - i \frac{1}{\sqrt{2}} \right) \text{erf}(u) + C = \left(\frac{1}{\sqrt{2}} - i \frac{1}{\sqrt{2}} \right) \text{erf} (\sqrt{i}x) + C[/itex] So [itex]\displaystyle \int_{0}^{\infty} e^{-ix^{2}} \ dx = \left(\frac{1}{\sqrt{2}} - i \frac{1}{\sqrt{2}} \right) \text{erf} (\sqrt{i}x) \Big|^{\infty}_{0} = \left(\frac{1}{\sqrt{2}} - i \frac{1}{\sqrt{2}} \right) \text{erf} (\sqrt{i} \infty)[/itex]
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?
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?