Transcription of DIFFERENTIATING UNDER THE INTEGRAL SIGN
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DIFFERENTIATING UNDER THE INTEGRAL SIGNKEITH CONRADI had learned to do integrals by various methods shown in a book that my highschool physics teacher Mr. Bader had given me. [It] showed how to differentiateparameters UNDER the INTEGRAL sign it s a certain operation. It turns out that snot taught very much in the universities; they don t emphasize it. But I caught onhow to use that method, and I used that one damn tool again and again. [If] guysat MIT or Princeton had trouble doing a certain INTEGRAL , [then] I come along andtry DIFFERENTIATING UNDER the INTEGRAL sign, and often it worked. So I got a greatreputation for doing integrals, only because my box of tools was different fromeverybody else s, and they had tried all their tools on it before giving the problemto Feynman [5, pp. 71 72] method of differentiation UNDER the INTEGRAL sign, due to Leibniz in 1697 [4], concerns integralsdepending on a parameter, such as 10x2e txdx.
which is true and it is important in signal processing and Fourier analysis. It is a delicate matter to derive (3.3) from (3.2) since the integral in (3.3) is not absolutely convergent. Details are provided in an appendix. 4. The Gaussian integral The improper integral formula (4.1) Z 1 1 e 2x =2 dx= p 2ˇ is fundamental to probability theory ...
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