What is the most general way to compute (formally not numerically) the following integral:
$\int_\mathbb{R}\exp(iuz - \frac{(x-z)^2}{2t})dz, \space t>0$
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What do you mean by "most general". Typically, just complete the square and use the gaussian integral. – mickep Sep 04 '17 at 15:18
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So, the standard way is to use "gaussian integral" ? Could you write the solution ? – arnold_107 Sep 04 '17 at 15:19
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Oh, now I ser that there is also an $i$. Then One has to work a bit with paths, but essentially THE same gös through. I am afk, so someone else will probably help before I come back. – mickep Sep 04 '17 at 15:23
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I recently did this in an answer to another question. Also read the comments! – md2perpe Sep 04 '17 at 19:34