Does the improper integral $int_0^infty e^{-x^2}dx$ converge?












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I want to show the convergence of the following improper integral $int_0^infty e^{-x^2}dx$.
I try to use comparison test for integrals
$x≥0$, $-x ≥0$, $-x^2≥0$ then $e^{-x^2}≤1$. So am ending with the fact that $int_0^infty e^{-x^2}dx$ converges if $int_0^infty dx$ converges but I don’t appreciate this. Thanks










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  • $begingroup$
    Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
    $endgroup$
    – Arturo Magidin
    Jan 6 '12 at 4:32








  • 6




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    I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
    $endgroup$
    – Robert Israel
    Jan 6 '12 at 4:32






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    @neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
    $endgroup$
    – user9413
    Jan 6 '12 at 4:34






  • 2




    $begingroup$
    There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
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    – Alex Becker
    Jan 6 '12 at 4:37






  • 2




    $begingroup$
    @Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
    $endgroup$
    – Dilip Sarwate
    Jan 6 '12 at 13:32
















6












$begingroup$


I want to show the convergence of the following improper integral $int_0^infty e^{-x^2}dx$.
I try to use comparison test for integrals
$x≥0$, $-x ≥0$, $-x^2≥0$ then $e^{-x^2}≤1$. So am ending with the fact that $int_0^infty e^{-x^2}dx$ converges if $int_0^infty dx$ converges but I don’t appreciate this. Thanks










share|cite|improve this question











$endgroup$












  • $begingroup$
    Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
    $endgroup$
    – Arturo Magidin
    Jan 6 '12 at 4:32








  • 6




    $begingroup$
    I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
    $endgroup$
    – Robert Israel
    Jan 6 '12 at 4:32






  • 1




    $begingroup$
    @neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
    $endgroup$
    – user9413
    Jan 6 '12 at 4:34






  • 2




    $begingroup$
    There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
    $endgroup$
    – Alex Becker
    Jan 6 '12 at 4:37






  • 2




    $begingroup$
    @Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
    $endgroup$
    – Dilip Sarwate
    Jan 6 '12 at 13:32














6












6








6


2



$begingroup$


I want to show the convergence of the following improper integral $int_0^infty e^{-x^2}dx$.
I try to use comparison test for integrals
$x≥0$, $-x ≥0$, $-x^2≥0$ then $e^{-x^2}≤1$. So am ending with the fact that $int_0^infty e^{-x^2}dx$ converges if $int_0^infty dx$ converges but I don’t appreciate this. Thanks










share|cite|improve this question











$endgroup$




I want to show the convergence of the following improper integral $int_0^infty e^{-x^2}dx$.
I try to use comparison test for integrals
$x≥0$, $-x ≥0$, $-x^2≥0$ then $e^{-x^2}≤1$. So am ending with the fact that $int_0^infty e^{-x^2}dx$ converges if $int_0^infty dx$ converges but I don’t appreciate this. Thanks







real-analysis integration






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edited Jan 6 '12 at 4:34









Alex Becker

48.9k698161




48.9k698161










asked Jan 6 '12 at 4:27









neemyneemy

107126




107126












  • $begingroup$
    Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
    $endgroup$
    – Arturo Magidin
    Jan 6 '12 at 4:32








  • 6




    $begingroup$
    I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
    $endgroup$
    – Robert Israel
    Jan 6 '12 at 4:32






  • 1




    $begingroup$
    @neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
    $endgroup$
    – user9413
    Jan 6 '12 at 4:34






  • 2




    $begingroup$
    There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
    $endgroup$
    – Alex Becker
    Jan 6 '12 at 4:37






  • 2




    $begingroup$
    @Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
    $endgroup$
    – Dilip Sarwate
    Jan 6 '12 at 13:32


















  • $begingroup$
    Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
    $endgroup$
    – Arturo Magidin
    Jan 6 '12 at 4:32








  • 6




    $begingroup$
    I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
    $endgroup$
    – Robert Israel
    Jan 6 '12 at 4:32






  • 1




    $begingroup$
    @neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
    $endgroup$
    – user9413
    Jan 6 '12 at 4:34






  • 2




    $begingroup$
    There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
    $endgroup$
    – Alex Becker
    Jan 6 '12 at 4:37






  • 2




    $begingroup$
    @Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
    $endgroup$
    – Dilip Sarwate
    Jan 6 '12 at 13:32
















$begingroup$
Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
$endgroup$
– Arturo Magidin
Jan 6 '12 at 4:32






$begingroup$
Please use LaTeX. Is this integral of $int_0^{infty}e^{-x^2},dx$ (int_0^{infty}e^{-x^2}dx), $int_0^{infty}(e-x^2),dx$ (int_0^{infty}(e-x^2)dx$, or what?
$endgroup$
– Arturo Magidin
Jan 6 '12 at 4:32






6




6




$begingroup$
I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
$endgroup$
– Robert Israel
Jan 6 '12 at 4:32




$begingroup$
I assume you mean $int_0^infty e^{-x^2} dx$. Hint: compare to $int_0^infty e^{-x} dx$.
$endgroup$
– Robert Israel
Jan 6 '12 at 4:32




1




1




$begingroup$
@neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
$endgroup$
– user9413
Jan 6 '12 at 4:34




$begingroup$
@neemy: Yes the integral $int_{0}^{infty} e^{-x^2} dx$ converges and it's value is $sqrt{pi}$
$endgroup$
– user9413
Jan 6 '12 at 4:34




2




2




$begingroup$
There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
$endgroup$
– Alex Becker
Jan 6 '12 at 4:37




$begingroup$
There is a wonderful math markup language called LaTeX which this site supports and allows you to communicate math much more clearly and legibly. Learn it; it will help you here and elsewhere. I have edited your question with proper formatting. If the new version is not the question you were trying to ask, just let me know.
$endgroup$
– Alex Becker
Jan 6 '12 at 4:37




2




2




$begingroup$
@Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
$endgroup$
– Dilip Sarwate
Jan 6 '12 at 13:32




$begingroup$
@Chandrasekhar You probably meant to write the value as $sqrt{pi}/2$, not $sqrt{pi}$.
$endgroup$
– Dilip Sarwate
Jan 6 '12 at 13:32










6 Answers
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Write



$$int_0^infty e^{-x^2} , dx = int_0^1 e^{-x^2} , dx + int_1^infty e^{-x^2} , dx$$



The first integral on the right hand side is of a bounded function over a bounded interval, hence finite. For the second notice that we have $x^2 > x$ when $x > 1$. Therefore, $e^{-x^2} < e^{-x}$ for $x > 1$ and it follows that



$$int_1^infty e^{-x^2} , dx < int_1^infty e^{-x} , dx$$
$$= lim_{x to infty} -e^{-x} + e^{-1} = 1/e < infty$$






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$endgroup$





















    4












    $begingroup$

    I'm assuming you're asking about the convergence of $int_0^infty e^{-x^2}dx$. The easiest way that I can think of to prove this is to note that $e^{-x^2}$ is continuous and bounded, and hence integrable, on the interval $[0,1]$, and that on the remaining unbounded interval $[1,infty)$ it is a function everywhere bounded in absolute value by a function $e^{-x}$ that is integrable on that interval (seeing that $int_1^infty e^{-x}dx$ converges is a simple calculation, since $e^{-x}$ has an easy antiderivative). Thus, by the comparison test, $int_0^infty e^{-x^2}dx$ converges. I think this is the idea you're referring to in your question.



    $int_0^infty e^{-x^2}dx$ does not exist if $int_0^infty dx$ does, since the latter one most certainly does not converge (it equals $lim_{x to infty} x = infty$). While it is true that $e^{-x^2} le 1$ on $[0,infty)$, this fact isn't really helpful, because the comparison test only gives us information when the bounding function is itself integrable (otherwise you get absurdities like claiming that $int_0^infty e^{-x}dx$ diverges because $e^{-x} le x $ and $int_0^infty x dx$ diverges.)






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      It does, and you can also compute its value:



      $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_{[0, infty)}big(int_{[0, infty)} e^{-(x^2+y^2)} dy big)dx = int_{[0, infty)} e ^ {-x^2}big(int_{[0, infty)} e^{-y^2} dy big)dx =$
      $= int_{[0, infty)} e ^ {-x^2}dx int_{[0, infty)} e^{-y^2} dy = big( int_{[0, infty)} e ^ {-x^2}dx big)^2$



      Then we can use polar coordinates:



      $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_0^{infty} big(int_0^{fracpi2}re^{-r^2}dtheta)dr = fracpi2int_0^{infty}re^{-r^2}dr = fracpi2 frac12 = fracpi4$



      Therefore:



      $int_{[0, infty)} e ^ {-x^2}dx = big(fracpi4big)^{frac12}$






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        Exercise 3-41 of Spivak's "Calculus on Manifolds" outlines how to prove that $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$ using polar coordinates, a related double integral, and two useful families of regions over which to evaluate the double integral. The description is actually quite long. Ironically, he ends the problem with a quote attributed to Lord Kelvin (William Thomson), who was trying to convey the meaning of "mathematician" to a class: "A mathematician is one to whom "that" (i.e., $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$) is as obvious as that twice two makes four is to you." A bit harsh, I daresay, on Lord Kelvin's part. The reality being conveyed by Spivak is that it's obvious once you've done the necessary work.






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        • 2




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          Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
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          – Dylan Moreland
          Jan 6 '12 at 6:54










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          @Dylan-Yes. Spivak includes that statement.
          $endgroup$
          – Chris Leary
          Jan 6 '12 at 18:15



















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        Let $$f(x) = frac{1}{{e^x}^{2}}$$
        Now let $$g(x) = frac{1}{x^2 + 1}$$
        $$lim _{xrightarrow infty} = 0 $$ and $g(x)$ is a convergent integral, so $f(x)$ is convergent too.






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          A simple answer as @neemy… Remember the function of Normal probability



          $$N(mu,sigma)=displaystyle{int_{-infty}^{+infty}{frac{1}{sigmasqrt{2pi}}e^{-frac{1}{2}left(frac{x-mu}{sigma}right)^2};dx}=bf{1}}$$



          For $mu=0$ and $sigma=1$
          $$displaystyle{int_{-infty}^{+infty}{frac{1}{sqrt{2pi}}e^{-frac{x^2}{2}};dx}=bf{1}}$$



          Introduce a change of variable with its respective Jacobian
          $$x=sqrt{2};u\dx=sqrt{2};du$$



          and result
          $$displaystyle{int_{-infty}^{+infty}{frac{sqrt{2}}{sqrt{2pi}}e^{-u^2};du}=bf{1}} Rightarrow displaystyle{int_{-infty}^{+infty}{e^{-u^2};du}=bf{sqrt{pi}}}$$



          The Normal is even function, therefore
          $$displaystyle{int_0^{+infty}{e^{-u^2};du}=frac{sqrt{pi}}{2}}$$



          P.D.: Excuse my English, please.






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          • 3




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            I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
            $endgroup$
            – t.b.
            Mar 18 '12 at 23:50











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          6 Answers
          6






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          6 Answers
          6






          active

          oldest

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          active

          oldest

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          active

          oldest

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          16












          $begingroup$

          Write



          $$int_0^infty e^{-x^2} , dx = int_0^1 e^{-x^2} , dx + int_1^infty e^{-x^2} , dx$$



          The first integral on the right hand side is of a bounded function over a bounded interval, hence finite. For the second notice that we have $x^2 > x$ when $x > 1$. Therefore, $e^{-x^2} < e^{-x}$ for $x > 1$ and it follows that



          $$int_1^infty e^{-x^2} , dx < int_1^infty e^{-x} , dx$$
          $$= lim_{x to infty} -e^{-x} + e^{-1} = 1/e < infty$$






          share|cite|improve this answer











          $endgroup$


















            16












            $begingroup$

            Write



            $$int_0^infty e^{-x^2} , dx = int_0^1 e^{-x^2} , dx + int_1^infty e^{-x^2} , dx$$



            The first integral on the right hand side is of a bounded function over a bounded interval, hence finite. For the second notice that we have $x^2 > x$ when $x > 1$. Therefore, $e^{-x^2} < e^{-x}$ for $x > 1$ and it follows that



            $$int_1^infty e^{-x^2} , dx < int_1^infty e^{-x} , dx$$
            $$= lim_{x to infty} -e^{-x} + e^{-1} = 1/e < infty$$






            share|cite|improve this answer











            $endgroup$
















              16












              16








              16





              $begingroup$

              Write



              $$int_0^infty e^{-x^2} , dx = int_0^1 e^{-x^2} , dx + int_1^infty e^{-x^2} , dx$$



              The first integral on the right hand side is of a bounded function over a bounded interval, hence finite. For the second notice that we have $x^2 > x$ when $x > 1$. Therefore, $e^{-x^2} < e^{-x}$ for $x > 1$ and it follows that



              $$int_1^infty e^{-x^2} , dx < int_1^infty e^{-x} , dx$$
              $$= lim_{x to infty} -e^{-x} + e^{-1} = 1/e < infty$$






              share|cite|improve this answer











              $endgroup$



              Write



              $$int_0^infty e^{-x^2} , dx = int_0^1 e^{-x^2} , dx + int_1^infty e^{-x^2} , dx$$



              The first integral on the right hand side is of a bounded function over a bounded interval, hence finite. For the second notice that we have $x^2 > x$ when $x > 1$. Therefore, $e^{-x^2} < e^{-x}$ for $x > 1$ and it follows that



              $$int_1^infty e^{-x^2} , dx < int_1^infty e^{-x} , dx$$
              $$= lim_{x to infty} -e^{-x} + e^{-1} = 1/e < infty$$







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Jan 9 '12 at 20:44

























              answered Jan 6 '12 at 4:46







              user12014






























                  4












                  $begingroup$

                  I'm assuming you're asking about the convergence of $int_0^infty e^{-x^2}dx$. The easiest way that I can think of to prove this is to note that $e^{-x^2}$ is continuous and bounded, and hence integrable, on the interval $[0,1]$, and that on the remaining unbounded interval $[1,infty)$ it is a function everywhere bounded in absolute value by a function $e^{-x}$ that is integrable on that interval (seeing that $int_1^infty e^{-x}dx$ converges is a simple calculation, since $e^{-x}$ has an easy antiderivative). Thus, by the comparison test, $int_0^infty e^{-x^2}dx$ converges. I think this is the idea you're referring to in your question.



                  $int_0^infty e^{-x^2}dx$ does not exist if $int_0^infty dx$ does, since the latter one most certainly does not converge (it equals $lim_{x to infty} x = infty$). While it is true that $e^{-x^2} le 1$ on $[0,infty)$, this fact isn't really helpful, because the comparison test only gives us information when the bounding function is itself integrable (otherwise you get absurdities like claiming that $int_0^infty e^{-x}dx$ diverges because $e^{-x} le x $ and $int_0^infty x dx$ diverges.)






                  share|cite|improve this answer









                  $endgroup$


















                    4












                    $begingroup$

                    I'm assuming you're asking about the convergence of $int_0^infty e^{-x^2}dx$. The easiest way that I can think of to prove this is to note that $e^{-x^2}$ is continuous and bounded, and hence integrable, on the interval $[0,1]$, and that on the remaining unbounded interval $[1,infty)$ it is a function everywhere bounded in absolute value by a function $e^{-x}$ that is integrable on that interval (seeing that $int_1^infty e^{-x}dx$ converges is a simple calculation, since $e^{-x}$ has an easy antiderivative). Thus, by the comparison test, $int_0^infty e^{-x^2}dx$ converges. I think this is the idea you're referring to in your question.



                    $int_0^infty e^{-x^2}dx$ does not exist if $int_0^infty dx$ does, since the latter one most certainly does not converge (it equals $lim_{x to infty} x = infty$). While it is true that $e^{-x^2} le 1$ on $[0,infty)$, this fact isn't really helpful, because the comparison test only gives us information when the bounding function is itself integrable (otherwise you get absurdities like claiming that $int_0^infty e^{-x}dx$ diverges because $e^{-x} le x $ and $int_0^infty x dx$ diverges.)






                    share|cite|improve this answer









                    $endgroup$
















                      4












                      4








                      4





                      $begingroup$

                      I'm assuming you're asking about the convergence of $int_0^infty e^{-x^2}dx$. The easiest way that I can think of to prove this is to note that $e^{-x^2}$ is continuous and bounded, and hence integrable, on the interval $[0,1]$, and that on the remaining unbounded interval $[1,infty)$ it is a function everywhere bounded in absolute value by a function $e^{-x}$ that is integrable on that interval (seeing that $int_1^infty e^{-x}dx$ converges is a simple calculation, since $e^{-x}$ has an easy antiderivative). Thus, by the comparison test, $int_0^infty e^{-x^2}dx$ converges. I think this is the idea you're referring to in your question.



                      $int_0^infty e^{-x^2}dx$ does not exist if $int_0^infty dx$ does, since the latter one most certainly does not converge (it equals $lim_{x to infty} x = infty$). While it is true that $e^{-x^2} le 1$ on $[0,infty)$, this fact isn't really helpful, because the comparison test only gives us information when the bounding function is itself integrable (otherwise you get absurdities like claiming that $int_0^infty e^{-x}dx$ diverges because $e^{-x} le x $ and $int_0^infty x dx$ diverges.)






                      share|cite|improve this answer









                      $endgroup$



                      I'm assuming you're asking about the convergence of $int_0^infty e^{-x^2}dx$. The easiest way that I can think of to prove this is to note that $e^{-x^2}$ is continuous and bounded, and hence integrable, on the interval $[0,1]$, and that on the remaining unbounded interval $[1,infty)$ it is a function everywhere bounded in absolute value by a function $e^{-x}$ that is integrable on that interval (seeing that $int_1^infty e^{-x}dx$ converges is a simple calculation, since $e^{-x}$ has an easy antiderivative). Thus, by the comparison test, $int_0^infty e^{-x^2}dx$ converges. I think this is the idea you're referring to in your question.



                      $int_0^infty e^{-x^2}dx$ does not exist if $int_0^infty dx$ does, since the latter one most certainly does not converge (it equals $lim_{x to infty} x = infty$). While it is true that $e^{-x^2} le 1$ on $[0,infty)$, this fact isn't really helpful, because the comparison test only gives us information when the bounding function is itself integrable (otherwise you get absurdities like claiming that $int_0^infty e^{-x}dx$ diverges because $e^{-x} le x $ and $int_0^infty x dx$ diverges.)







                      share|cite|improve this answer












                      share|cite|improve this answer



                      share|cite|improve this answer










                      answered Jan 6 '12 at 4:47









                      Calvin McPhail-SnyderCalvin McPhail-Snyder

                      1,31911020




                      1,31911020























                          3












                          $begingroup$

                          It does, and you can also compute its value:



                          $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_{[0, infty)}big(int_{[0, infty)} e^{-(x^2+y^2)} dy big)dx = int_{[0, infty)} e ^ {-x^2}big(int_{[0, infty)} e^{-y^2} dy big)dx =$
                          $= int_{[0, infty)} e ^ {-x^2}dx int_{[0, infty)} e^{-y^2} dy = big( int_{[0, infty)} e ^ {-x^2}dx big)^2$



                          Then we can use polar coordinates:



                          $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_0^{infty} big(int_0^{fracpi2}re^{-r^2}dtheta)dr = fracpi2int_0^{infty}re^{-r^2}dr = fracpi2 frac12 = fracpi4$



                          Therefore:



                          $int_{[0, infty)} e ^ {-x^2}dx = big(fracpi4big)^{frac12}$






                          share|cite|improve this answer











                          $endgroup$


















                            3












                            $begingroup$

                            It does, and you can also compute its value:



                            $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_{[0, infty)}big(int_{[0, infty)} e^{-(x^2+y^2)} dy big)dx = int_{[0, infty)} e ^ {-x^2}big(int_{[0, infty)} e^{-y^2} dy big)dx =$
                            $= int_{[0, infty)} e ^ {-x^2}dx int_{[0, infty)} e^{-y^2} dy = big( int_{[0, infty)} e ^ {-x^2}dx big)^2$



                            Then we can use polar coordinates:



                            $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_0^{infty} big(int_0^{fracpi2}re^{-r^2}dtheta)dr = fracpi2int_0^{infty}re^{-r^2}dr = fracpi2 frac12 = fracpi4$



                            Therefore:



                            $int_{[0, infty)} e ^ {-x^2}dx = big(fracpi4big)^{frac12}$






                            share|cite|improve this answer











                            $endgroup$
















                              3












                              3








                              3





                              $begingroup$

                              It does, and you can also compute its value:



                              $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_{[0, infty)}big(int_{[0, infty)} e^{-(x^2+y^2)} dy big)dx = int_{[0, infty)} e ^ {-x^2}big(int_{[0, infty)} e^{-y^2} dy big)dx =$
                              $= int_{[0, infty)} e ^ {-x^2}dx int_{[0, infty)} e^{-y^2} dy = big( int_{[0, infty)} e ^ {-x^2}dx big)^2$



                              Then we can use polar coordinates:



                              $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_0^{infty} big(int_0^{fracpi2}re^{-r^2}dtheta)dr = fracpi2int_0^{infty}re^{-r^2}dr = fracpi2 frac12 = fracpi4$



                              Therefore:



                              $int_{[0, infty)} e ^ {-x^2}dx = big(fracpi4big)^{frac12}$






                              share|cite|improve this answer











                              $endgroup$



                              It does, and you can also compute its value:



                              $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_{[0, infty)}big(int_{[0, infty)} e^{-(x^2+y^2)} dy big)dx = int_{[0, infty)} e ^ {-x^2}big(int_{[0, infty)} e^{-y^2} dy big)dx =$
                              $= int_{[0, infty)} e ^ {-x^2}dx int_{[0, infty)} e^{-y^2} dy = big( int_{[0, infty)} e ^ {-x^2}dx big)^2$



                              Then we can use polar coordinates:



                              $int_{[0, infty) times[0, infty)} e^{-(x^2+y^2)} dx dy = int_0^{infty} big(int_0^{fracpi2}re^{-r^2}dtheta)dr = fracpi2int_0^{infty}re^{-r^2}dr = fracpi2 frac12 = fracpi4$



                              Therefore:



                              $int_{[0, infty)} e ^ {-x^2}dx = big(fracpi4big)^{frac12}$







                              share|cite|improve this answer














                              share|cite|improve this answer



                              share|cite|improve this answer








                              edited Jan 7 '12 at 6:16









                              Jonas Meyer

                              40.4k6146254




                              40.4k6146254










                              answered Jan 6 '12 at 7:00









                              wazabitwazabit

                              20715




                              20715























                                  1












                                  $begingroup$

                                  Exercise 3-41 of Spivak's "Calculus on Manifolds" outlines how to prove that $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$ using polar coordinates, a related double integral, and two useful families of regions over which to evaluate the double integral. The description is actually quite long. Ironically, he ends the problem with a quote attributed to Lord Kelvin (William Thomson), who was trying to convey the meaning of "mathematician" to a class: "A mathematician is one to whom "that" (i.e., $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$) is as obvious as that twice two makes four is to you." A bit harsh, I daresay, on Lord Kelvin's part. The reality being conveyed by Spivak is that it's obvious once you've done the necessary work.






                                  share|cite|improve this answer









                                  $endgroup$









                                  • 2




                                    $begingroup$
                                    Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                    $endgroup$
                                    – Dylan Moreland
                                    Jan 6 '12 at 6:54










                                  • $begingroup$
                                    @Dylan-Yes. Spivak includes that statement.
                                    $endgroup$
                                    – Chris Leary
                                    Jan 6 '12 at 18:15
















                                  1












                                  $begingroup$

                                  Exercise 3-41 of Spivak's "Calculus on Manifolds" outlines how to prove that $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$ using polar coordinates, a related double integral, and two useful families of regions over which to evaluate the double integral. The description is actually quite long. Ironically, he ends the problem with a quote attributed to Lord Kelvin (William Thomson), who was trying to convey the meaning of "mathematician" to a class: "A mathematician is one to whom "that" (i.e., $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$) is as obvious as that twice two makes four is to you." A bit harsh, I daresay, on Lord Kelvin's part. The reality being conveyed by Spivak is that it's obvious once you've done the necessary work.






                                  share|cite|improve this answer









                                  $endgroup$









                                  • 2




                                    $begingroup$
                                    Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                    $endgroup$
                                    – Dylan Moreland
                                    Jan 6 '12 at 6:54










                                  • $begingroup$
                                    @Dylan-Yes. Spivak includes that statement.
                                    $endgroup$
                                    – Chris Leary
                                    Jan 6 '12 at 18:15














                                  1












                                  1








                                  1





                                  $begingroup$

                                  Exercise 3-41 of Spivak's "Calculus on Manifolds" outlines how to prove that $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$ using polar coordinates, a related double integral, and two useful families of regions over which to evaluate the double integral. The description is actually quite long. Ironically, he ends the problem with a quote attributed to Lord Kelvin (William Thomson), who was trying to convey the meaning of "mathematician" to a class: "A mathematician is one to whom "that" (i.e., $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$) is as obvious as that twice two makes four is to you." A bit harsh, I daresay, on Lord Kelvin's part. The reality being conveyed by Spivak is that it's obvious once you've done the necessary work.






                                  share|cite|improve this answer









                                  $endgroup$



                                  Exercise 3-41 of Spivak's "Calculus on Manifolds" outlines how to prove that $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$ using polar coordinates, a related double integral, and two useful families of regions over which to evaluate the double integral. The description is actually quite long. Ironically, he ends the problem with a quote attributed to Lord Kelvin (William Thomson), who was trying to convey the meaning of "mathematician" to a class: "A mathematician is one to whom "that" (i.e., $int_{-infty}^{infty}e^{-x^{2}}dx=sqrt{pi}$) is as obvious as that twice two makes four is to you." A bit harsh, I daresay, on Lord Kelvin's part. The reality being conveyed by Spivak is that it's obvious once you've done the necessary work.







                                  share|cite|improve this answer












                                  share|cite|improve this answer



                                  share|cite|improve this answer










                                  answered Jan 6 '12 at 6:44









                                  Chris LearyChris Leary

                                  1,8401316




                                  1,8401316








                                  • 2




                                    $begingroup$
                                    Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                    $endgroup$
                                    – Dylan Moreland
                                    Jan 6 '12 at 6:54










                                  • $begingroup$
                                    @Dylan-Yes. Spivak includes that statement.
                                    $endgroup$
                                    – Chris Leary
                                    Jan 6 '12 at 18:15














                                  • 2




                                    $begingroup$
                                    Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                    $endgroup$
                                    – Dylan Moreland
                                    Jan 6 '12 at 6:54










                                  • $begingroup$
                                    @Dylan-Yes. Spivak includes that statement.
                                    $endgroup$
                                    – Chris Leary
                                    Jan 6 '12 at 18:15








                                  2




                                  2




                                  $begingroup$
                                  Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                  $endgroup$
                                  – Dylan Moreland
                                  Jan 6 '12 at 6:54




                                  $begingroup$
                                  Does Spivak quote the next part? "Liouville was a mathematician." I always thought that was a nice thing to say about someone.
                                  $endgroup$
                                  – Dylan Moreland
                                  Jan 6 '12 at 6:54












                                  $begingroup$
                                  @Dylan-Yes. Spivak includes that statement.
                                  $endgroup$
                                  – Chris Leary
                                  Jan 6 '12 at 18:15




                                  $begingroup$
                                  @Dylan-Yes. Spivak includes that statement.
                                  $endgroup$
                                  – Chris Leary
                                  Jan 6 '12 at 18:15











                                  0












                                  $begingroup$

                                  Let $$f(x) = frac{1}{{e^x}^{2}}$$
                                  Now let $$g(x) = frac{1}{x^2 + 1}$$
                                  $$lim _{xrightarrow infty} = 0 $$ and $g(x)$ is a convergent integral, so $f(x)$ is convergent too.






                                  share|cite|improve this answer











                                  $endgroup$


















                                    0












                                    $begingroup$

                                    Let $$f(x) = frac{1}{{e^x}^{2}}$$
                                    Now let $$g(x) = frac{1}{x^2 + 1}$$
                                    $$lim _{xrightarrow infty} = 0 $$ and $g(x)$ is a convergent integral, so $f(x)$ is convergent too.






                                    share|cite|improve this answer











                                    $endgroup$
















                                      0












                                      0








                                      0





                                      $begingroup$

                                      Let $$f(x) = frac{1}{{e^x}^{2}}$$
                                      Now let $$g(x) = frac{1}{x^2 + 1}$$
                                      $$lim _{xrightarrow infty} = 0 $$ and $g(x)$ is a convergent integral, so $f(x)$ is convergent too.






                                      share|cite|improve this answer











                                      $endgroup$



                                      Let $$f(x) = frac{1}{{e^x}^{2}}$$
                                      Now let $$g(x) = frac{1}{x^2 + 1}$$
                                      $$lim _{xrightarrow infty} = 0 $$ and $g(x)$ is a convergent integral, so $f(x)$ is convergent too.







                                      share|cite|improve this answer














                                      share|cite|improve this answer



                                      share|cite|improve this answer








                                      edited Dec 20 '18 at 18:38









                                      Prakhar Nagpal

                                      747318




                                      747318










                                      answered Dec 20 '18 at 18:08









                                      Ali nakhaeeAli nakhaee

                                      1




                                      1























                                          -3












                                          $begingroup$

                                          A simple answer as @neemy… Remember the function of Normal probability



                                          $$N(mu,sigma)=displaystyle{int_{-infty}^{+infty}{frac{1}{sigmasqrt{2pi}}e^{-frac{1}{2}left(frac{x-mu}{sigma}right)^2};dx}=bf{1}}$$



                                          For $mu=0$ and $sigma=1$
                                          $$displaystyle{int_{-infty}^{+infty}{frac{1}{sqrt{2pi}}e^{-frac{x^2}{2}};dx}=bf{1}}$$



                                          Introduce a change of variable with its respective Jacobian
                                          $$x=sqrt{2};u\dx=sqrt{2};du$$



                                          and result
                                          $$displaystyle{int_{-infty}^{+infty}{frac{sqrt{2}}{sqrt{2pi}}e^{-u^2};du}=bf{1}} Rightarrow displaystyle{int_{-infty}^{+infty}{e^{-u^2};du}=bf{sqrt{pi}}}$$



                                          The Normal is even function, therefore
                                          $$displaystyle{int_0^{+infty}{e^{-u^2};du}=frac{sqrt{pi}}{2}}$$



                                          P.D.: Excuse my English, please.






                                          share|cite|improve this answer









                                          $endgroup$









                                          • 3




                                            $begingroup$
                                            I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                            $endgroup$
                                            – t.b.
                                            Mar 18 '12 at 23:50
















                                          -3












                                          $begingroup$

                                          A simple answer as @neemy… Remember the function of Normal probability



                                          $$N(mu,sigma)=displaystyle{int_{-infty}^{+infty}{frac{1}{sigmasqrt{2pi}}e^{-frac{1}{2}left(frac{x-mu}{sigma}right)^2};dx}=bf{1}}$$



                                          For $mu=0$ and $sigma=1$
                                          $$displaystyle{int_{-infty}^{+infty}{frac{1}{sqrt{2pi}}e^{-frac{x^2}{2}};dx}=bf{1}}$$



                                          Introduce a change of variable with its respective Jacobian
                                          $$x=sqrt{2};u\dx=sqrt{2};du$$



                                          and result
                                          $$displaystyle{int_{-infty}^{+infty}{frac{sqrt{2}}{sqrt{2pi}}e^{-u^2};du}=bf{1}} Rightarrow displaystyle{int_{-infty}^{+infty}{e^{-u^2};du}=bf{sqrt{pi}}}$$



                                          The Normal is even function, therefore
                                          $$displaystyle{int_0^{+infty}{e^{-u^2};du}=frac{sqrt{pi}}{2}}$$



                                          P.D.: Excuse my English, please.






                                          share|cite|improve this answer









                                          $endgroup$









                                          • 3




                                            $begingroup$
                                            I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                            $endgroup$
                                            – t.b.
                                            Mar 18 '12 at 23:50














                                          -3












                                          -3








                                          -3





                                          $begingroup$

                                          A simple answer as @neemy… Remember the function of Normal probability



                                          $$N(mu,sigma)=displaystyle{int_{-infty}^{+infty}{frac{1}{sigmasqrt{2pi}}e^{-frac{1}{2}left(frac{x-mu}{sigma}right)^2};dx}=bf{1}}$$



                                          For $mu=0$ and $sigma=1$
                                          $$displaystyle{int_{-infty}^{+infty}{frac{1}{sqrt{2pi}}e^{-frac{x^2}{2}};dx}=bf{1}}$$



                                          Introduce a change of variable with its respective Jacobian
                                          $$x=sqrt{2};u\dx=sqrt{2};du$$



                                          and result
                                          $$displaystyle{int_{-infty}^{+infty}{frac{sqrt{2}}{sqrt{2pi}}e^{-u^2};du}=bf{1}} Rightarrow displaystyle{int_{-infty}^{+infty}{e^{-u^2};du}=bf{sqrt{pi}}}$$



                                          The Normal is even function, therefore
                                          $$displaystyle{int_0^{+infty}{e^{-u^2};du}=frac{sqrt{pi}}{2}}$$



                                          P.D.: Excuse my English, please.






                                          share|cite|improve this answer









                                          $endgroup$



                                          A simple answer as @neemy… Remember the function of Normal probability



                                          $$N(mu,sigma)=displaystyle{int_{-infty}^{+infty}{frac{1}{sigmasqrt{2pi}}e^{-frac{1}{2}left(frac{x-mu}{sigma}right)^2};dx}=bf{1}}$$



                                          For $mu=0$ and $sigma=1$
                                          $$displaystyle{int_{-infty}^{+infty}{frac{1}{sqrt{2pi}}e^{-frac{x^2}{2}};dx}=bf{1}}$$



                                          Introduce a change of variable with its respective Jacobian
                                          $$x=sqrt{2};u\dx=sqrt{2};du$$



                                          and result
                                          $$displaystyle{int_{-infty}^{+infty}{frac{sqrt{2}}{sqrt{2pi}}e^{-u^2};du}=bf{1}} Rightarrow displaystyle{int_{-infty}^{+infty}{e^{-u^2};du}=bf{sqrt{pi}}}$$



                                          The Normal is even function, therefore
                                          $$displaystyle{int_0^{+infty}{e^{-u^2};du}=frac{sqrt{pi}}{2}}$$



                                          P.D.: Excuse my English, please.







                                          share|cite|improve this answer












                                          share|cite|improve this answer



                                          share|cite|improve this answer










                                          answered Mar 18 '12 at 19:56









                                          diofantodiofanto

                                          1142




                                          1142








                                          • 3




                                            $begingroup$
                                            I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                            $endgroup$
                                            – t.b.
                                            Mar 18 '12 at 23:50














                                          • 3




                                            $begingroup$
                                            I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                            $endgroup$
                                            – t.b.
                                            Mar 18 '12 at 23:50








                                          3




                                          3




                                          $begingroup$
                                          I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                          $endgroup$
                                          – t.b.
                                          Mar 18 '12 at 23:50




                                          $begingroup$
                                          I didn't downvote, but I comment in order to explain that vote: you assume that a more complicated integral is defined in order to prove that $int e^{-x^2} , dx$ is defined. Of course, integrability of the two functions $e^{-x^2}$ and the Gaussian is equivalent by a simple substitution (part of that statement is what you showed). That's begging the question
                                          $endgroup$
                                          – t.b.
                                          Mar 18 '12 at 23:50


















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