Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-76/2/i/solution

Use the Gaussian pole transition for a large gamma parameter. With and , Taylor expansion gives
The upper semicircle is traversed from left to right, so on the indentation. The minus sign in therefore makes its contribution . The remaining leading integral is
At its Cauchy principal value vanishes by oddness. Differentiating with respect to removes the pole, leaving the Fourier transform of a Gaussian:
Integrating from zero gives
This is uniform for bounded real (and extends analytically over bounded complex values where the local contour is continued consistently). Contributions away from the saddle are exponentially small after localization. The bounded shift enters at the next order, not the leading error function. For example, retaining the displayed cubic correction gives as the next term. This also checks the constant and contour sign.

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