Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ii/paper-2/31b/solution

Rotate the contour for the Gaussian integral through angle ; a small positive damping factor justifies the deformation and can then be removed. After scaling by , the oscillatory Gaussian integral with negative phase gives
Similarly, first scale and then rotate the positive ray through angle . Since , the cubic oscillatory Gamma integral gives
For fixed , consider the complex phase
Its unique interior stationary point is
where
The endpoint contributions are , while the one-dimensional stationary-phase formula has order . Taking its real part proves the stationary-phase asymptotic for the generalized Bessel cosine integral:
For the phase is . Its stationary point has merged with the endpoint , where
Use the cubic endpoint stationary-phase scaling . The other endpoint and the region away from zero contribute only , so
Therefore

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