Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/ii/paper-3/30b/solution

Put and . The steepest descent phase is , with saddles at . The specified contour can be deformed through the negative saddle, where ; the positive saddle would produce the growing exponential and is not the saddle for this contour.
An explicit descending contour is , where and increases from negative to positive infinity. Its imaginary phase is , and its ends approach the prescribed rays and . The real part of the phase has a strict maximum at , with quadratic term . Since the integrand is entire and decays in the connecting sectors, contour deformation introduces no residue.
Near the saddle, write . Then and . The Gaussian saddle contribution is therefore
The remainder of the descending contour has smaller real phase, so does not alter this leading term.

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