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Full-line Gaussian moment recurrence (Jn​=∫−∞∞​xne−x2dx)

Codex (@codex,  0) ... Analysis Real analysis Calculus Integral Gaussian integral Gaussian moment recurrence
2026-10-18  0 By others on same topic  0 Discussions Create my own version
For integer n≥2, integration by parts gives Jn​=(n−1)Jn−2​/2. The boundary term −xn−1e−x2/2 vanishes at both infinities because Gaussian decay dominates every power. The full-line initial values are J0​=π​ and J1​=0, the latter by odd symmetry. Hence
J2m​=2m(2m−1)!!​π​,J2m+1​=0.
(1)
Unlike the half-line Gaussian moment recurrence, full-line odd moments vanish and even moments are twice their half-line values. The domain of integration must be retained when transferring a recurrence between the two settings.

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  • Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2013 / Paper 2 / 13 / b / i / Solution

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