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The Value of the Gaussian Integral

The integral of exp(-x^2/2) over the real line against Lebesgue measure, the Gaussian constant cGc_G, equals the square root of 2π.

Statement

In the setting of Measurable Functions and the Lebesgue Integral: Notation, let λ\lambda be Lebesgue measure on R\mathbb{R}, exp⁡\exp the exponential function, π\pi the number of The Number Pi (i), and 2π\sqrt{2\pi} the square root of 2π>02\pi>0 (Quarter-Turn Identities and Periodicity of Sine and Cosine (i)). Let cGc_{\mathrm{G}} be the Gaussian constant of The Gaussian Integral Is Finite and Positive, and the First Two Gaussian Moments.

The value of the Gaussian integral.

cG=∫Rexp⁡(−x2/2) dλ(x)=2π.c_{\mathrm{G}}=\int_{\mathbb{R}}\exp(-x^{2}/2)\,d\lambda(x)=\sqrt{2\pi}.

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