On the small clockwise contour , decreases from to . Uniformly on that arc, , and henceThe large arcs also vanish. To make this precise for the displayed geometry, take them on the left semicircle , , split at the cut. On the principal holomorphic branch, , , and . The estimation lemma givesFor the last bound, symmetry and on imply that the angular integral is at most . The exact choice of large arcs does not affect the limiting result. The vertical improper integral converges absolutely because decays as .
Taking limits in the closed contour integral now yields , where . ThusAs an optional explicit evaluation, put and define . Differentiation under the integral sign and the Gaussian integral give and . Therefore and in terms of the error function and complementary error function.
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