Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2010/paper-1/3/b/solution

The Gaussian function is even and is odd, so their product is an odd function. Moreover , whose integral on the real line is finite. Thus the improper integral is absolutely convergent, not merely a symmetric principal value, and the contributions of its two half-lines cancel:

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