Integration 465
where '"'ft is a circle with center ak and sufficiently small radius rk described
once in the positive direction. Suppose that lf(z)I <Mk in the punctured
disk 0 < lz -ak I ::::; r'k· Then for any given f > 0, we have
(7.14-2)
by taking r'k < e:/27r Mk, if r'k does not already satisfy this inequality. Since
f was arbitrary and the integral in (7.14-2) does not depend on rk, we have
jt(z)dz=O
•t
which implies that fc f(z) dz = 0 in view of (7.14-1).
Theorem 7.21 will have some significant implications later.
7.15 APPLICATION OF THE CAUCHY-GOURSAT
THEOREM TO THE EVALUATION OF SOME
REAL IMPROPER INTEGRALS
As an illustration we propose to evaluate the integral
1
00
e -x
2
cos 2ax dx (a f:. 0 real)
assuming as known the result J 000 e-x
2
dx =^1 / 2 ,.fif (see, e.g., Widder [40],
p. 371).
Consider the function f( z) = e-z
2
which is analytic in C, and so analytic
in a region containing the rectangle
R = {(x,y): -u::; x::; u,O::::; y::::; a}
for a> 0 fixed and any u > 0 (Fig. 7.17). By the Cauchy-Goursat theorem
we have
j e-z
2
dz= 0
c+
(7.15-1)
where c+ denotes the boundary of the rectangle described once in the
positive direction.