A problem in my textbook guides you through this proof using a multiple integral. I follow the whole thing except for one step. It requires that you show that (sorry don't know latex, I(a,b) will denote integral from a to b, e the exponential) [I(-x,x)e^(-u^2)du]^2=I(R)e^(-u^2-v^2)dudv where R is the rectangle such that u and v lie between plus and minus x and the second integral is a multiple integral over this region. How can you prove this? I tried working with the Riemann definitions of integrals but couldn't get anywhere. Thank you in advance for any help. by they way, could anyone post the above equation in Latex so I can see how it would be done? Thanks again.