The Laplace integral method for a differential equation seeks
Differentiating under the integral and substituting into
gives
Since , integration by parts yields
It is therefore enough to choose and so that
and the boundary term vanishes. Solving the first-order equation on gives
Take to be the interval . Although has integrable endpoint singularities,
vanishes at both endpoints, so the boundary term is zero. Thus
At , substituting gives
The normalization therefore sets . By the defining regularity and normalization of the modified Bessel function, this proves the real integral representation of the modified Bessel function I0:

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