Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2003/paper-1/3/c/solution

The Gaussian decay makes the integral absolutely convergent, so odd symmetry gives . On the positive half-line substitute , so . Thus
The last integral is , an instance of the odd Gaussian moments on a half-line.

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