- #1
occh
- 14
- 2
In the proof of the closed form of the Gaussian Integral the expression$${(\int_{-\infty}^\infty f(x)dx)}^2= \int_0^\infty f(x)dx+\int_0^\infty f(y)dy $$ appears. I have seen it multiple places and understand this step is justified, but I cannot find a theorem for it anywhere. Can anybody explain the reasoning behind this identity?