Understanding Eigenvalues and the Role of Sigma in Integrals

[isison]

[URGENT] another Eigenvalue problem

Homework Statement

[PLAIN]http://img99.imageshack.us/img99/1762/222n.png

Homework Equations

N/A

The Attempt at a Solution

I've no clue what's going on for this one. What does that function even do anyway?

 

[isison]

On a side note, what is sigma in the integral?