Appendix 2.

C
The Evaluation of Gaussian Integrals
The Basic Gaussian Integral
The Gaussian distribution function arises naturally in any discussion of probabilities. Integrals of this
function and its moments are encountered in both statistical physics (in particular in the treatment of the Maxwell-
Boltzmann distribution of molecular speeds) and in quantum physics. The purpose of this appendix is to show
how these integrals are evaluated and to present a table of these integrals.
Our goal is to evaluate Gaussian integrals of the form

O8 œ (
∞
#
B8 /-B .B (A0.1.1)
∞

and

M8 œ (
∞
#
B8 /-B .B (A0.1.2)
!

where 8 œ !ß "ß #ß á , and where - may be complex (i.e., - œ +  3, where + and , are realÑÞ
To evaluate the particular case were 8 œ !, we can square O! to obtain

O!# œ ( /-B .B(

∞ ∞
# #
/-C .C (A0.1.3)
∞ ∞

where we have used a different dummy variable in the second integral. This can now be written in the form

O!# œ ( (
∞ ∞
# #
.B .C /-ÐB C Ñ (A0.1.4)
∞ ∞

which looks like an integral over the area .B .C in the B-C plane. If we make a change in variables to plane, polar
coordinates we can express B#  C# œ <# and the differential area .B .C can be written < . 9 .<, giving

O!# œ ( (
#1 ∞
#
. 9 < .< /-< (A0.1.5)
! !

where we can immediately integrate over the angle 9 to obtain

O!# œ #1(
∞
#
/-< < .< (A0.1.6)
!

This last integral can be readily evaluated by making a change in variables of ? œ <# , giving

œ #1 ( #< .< œ 1( /-? .? œ 1” • œ

∞ ∞ ∞
" -<# /-? 1
O!# / (A0.1.7)
! # !  - ! -

from which we obtain

O! œ ( /-B .B œ Ê
∞
# 1
(A0.1.8)
∞ -
Since the integrand in O! is even, the integral from ! p  ∞, which we denoted by M! , is just half the value of
O! , or

M! œ ( ( / .B œ O! œ Ê
∞
# " ∞ -B# " " 1
/-B .B œ (A0.1.9)
! # ∞ # # -
Now, let's examine the other moments of this integral. The integral O" must be zero, since the integrand is odd
and the integral is over symmetric limits. The integral M" , however, is not zero, since the limits of integration are
not symmetric. However, M" is easy to integrate directly, using a simple change in variables of B# œ ?:

M" œ ( ( / #B .B œ ( /-? .? œ ” • œ
∞ ∞
# " ∞ -B# " ∞ " /-? "
B /-B .B œ (A0.1.10)
! # ! # ! # - ! #-

The next moment integral, O# , can be written

O# œ ( B# /-B .B œ ( Š/-B ‹ .B œ  ( /-B .B œ  O!

∞ ∞
# ` # ` ∞ # `
 (A0.1.11)
∞ ∞ `- ` - ∞ `-
or

Ê œ 1#- #
` 1 " " $
O# œ  (A0.1.12)
`- - #
As before the integral from zero to plus infinity is just half this integral, so we have
" " $
M# œ 1#- # (A0.1.13)
%
Using these same techniques again and again, we can evaluate the higher moment integrals.

Generalized Gaussian Integrals

We now want to consider an integral of the form

N‰ œ (
∞
#
/αB "B .B
∞

where both α and " may be complex, but where the real part of α must be greater than zero. To evaluate this
integral, we attempt to change the argument of the exponential into a simple squared term by “completing the
square” in the exponent. Then we can use the techniques we have already developed above. Notice that
+B  , # œ +# B#  #+,B  , #
or
+# B#  #+,B œ +B  , #  , #

and , we obtain + œ Èα and , œ " Î#Èα, so we can write

where the left-hand-side of this last expression has the form αB#  " B, where α œ +# and " œ #+, . Solving for +

αB#  " B œ ÈαB 

# #

#È α 

#È α 
" "

Factoring out Èα from the first term of this last expression, we finally obtain

αB#  " B œ αŒB   

#
" "#
#α %α
Now, if we replace B  " Î#α by the variable C, our integral has the form

( /αC .C œ Ê /" Î%α

∞
# # 1 #
N‰ œ /" Î%α
∞ α
Moments of this integral can be obtained by utilizing a “trick” of differentiation. The first moment is
given by

N" œ ( B /αB "B .B œ ( ’/ “.B œ 

∞ ∞
# ` αB# "B `
 N‰
∞ ∞ `" `"
or
"
N" œ  N‰
2α
The second moment is given by

N# œ ( B# /αB "B .B œ ( ’/ “ .B œ 
∞ ∞
# ` αB# "B `
 N‰
∞ ∞ `α `α
or

N# œ –  Œ  —N‰
#
" "
#α #α

Subsequent moments of this integral can be evaluated by similar techniques, giving the following general
expressions for solutions:

N#7" œ   "#7"
` #7" N‰
` " #7"

œ   "#7" Œ  ŠÈ1Îα /" Î%α ‹

#7"
` #

`"
and

N#7 œ   "7
` 7 N‰
` α7
œ   "7 Œ  ŠÈ1Îα /" Î%α ‹
7
` #

`α
 TABLE OF VARIOUS GAUSSIAN INTEGRALS

Values of the integral of the form: M8 œ '0 B8 /-B .B

∞ #

_____________________________________________

8 M8
______________________________________________
" "Î# "Î#
0 #
1 -
______________________________________________
" "
1 # -
______________________________________________
" "Î# $Î#
2 %
1 -
______________________________________________
"
3 #
-#
______________________________________________
$ "Î# &Î#
4 ) 1 -
______________________________________________
5 -$
______________________________________________

If 8 is even: ' ∞ B8 /-B# .B œ #M8

∞

If 8 is odd: ' ∞ B8 /-B# .B œ 0

∞
 GAUSSIAN INTEGRALS

Values of the integral of the form: M8 œ '0 B8 /-B .B

∞ #

_____________________________________________

8 M8
______________________________________________
" "Î# "Î#
0 # 1 -
______________________________________________
" "
1 # -
______________________________________________
" "Î# $Î#
2 % 1 -
______________________________________________
" #
3 # -
______________________________________________
$ "Î# &Î#
4 ) 1 -
______________________________________________
5 -$
______________________________________________

If 8 is even: ' ∞ B8 /-B# .B œ #M8

∞

If 8 is odd: ' ∞ B8 /-B# .B œ 0

∞