DIFFERENTIATING UNDER THE INTEGRAL SIGN
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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