Concept

# Gaussian integral

Summary
The Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function f(x) = e^{-x^2} over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is \int_{-\infty}^\infty e^{-x^2},dx = \sqrt{\pi}. Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution. The same integral with finite limits is closely related to both the error function and the cumulative distribution function of the normal distribution. In physics this type of integral appears frequently, for example, in quantum mechanics, to find the probability density of the ground state of the harmonic oscillator. This integral is also used in the path integral formulation, to find
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related publications

Related people

Related units