Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ib/paper-1/13f/solution

Integrate the entire function around the positively oriented sector boundary: the real segment , the arc for , and the radial segment back to zero. Cauchy integral theorem gives
The last term follows from and ; its minus sign is the return orientation.
On the arc, . The supplied sine bound gives throughout this sector, so
The Gaussian integral then yields . Taking real and imaginary parts proves both Fresnel integrals:
The contour estimate proves existence of the improper oscillatory integrals as well as their values; absolute convergence is neither asserted nor required.

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