The dot product isBoth vectors have squared Euclidean norm . Under the given condition , their dot product is and each squared Euclidean norm is . Hence
The chain rule givesFor this to vanish for every differentiable , its coefficient must be zero:The resulting is a profile transported to the right at unit speed by the transport equation.
Substitute into the geometric series, without taking any derivatives:Thus the coefficient of in the Taylor series is when is even and zero when is odd. If nonzero terms are numbered from one, the th term is .
Normalization of the probability mass function and the geometric series giveThe tail is another geometric series:
Complete the square in the velocity variable:Since , the final term is nonpositive and vanishes at exactly one velocity. ThereforeThis is the Legendre transform in mechanics that constructs the Hamiltonian mechanics energy from the kinetic-minus-potential Lagrangian.
For , the change of variables reduces the integral to the given Gaussian integral:For , the integrand is an integrable odd function, so its contributions from the two half-lines cancel:The condition ensures convergence in both cases.
For this first-order linear differential equation, the integrating factor is . Thusand the general solution is
The boundary order fixes the orientation. Two edges issuing from are and . Their cross product gives the oriented vector area:Its norm is , the ordinary rectangle area. The sign agrees with traversing by the right-hand orientation rule.
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