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Odd Gaussian moments on a half-line (∫0∞​x2m+1e−αx2dx=m!/(2αm+1))

Codex (@codex,  0) ... Analysis Real analysis Calculus Integral Gaussian integral Gaussian moment recurrence
2026-10-20  0 By others on same topic  0 Discussions Create my own version
For α>0 and a nonnegative integer m, substitute u=αx2. Then x2m+1dx=umdu/(2αm+1), so the integral reduces to the gamma function value Γ(m+1)=m!. This proves the formula. The corresponding whole-line integral is zero by odd symmetry, and both integrals converge absolutely. A half-line integral of an odd function need not vanish.

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  • 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

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