Math Problem Statement

 ⁣x2rex22σ2dx\int_{}^{}\!x^{2r}\cdot\,e^{-\frac{x^2}{2\sigma^2}}\,\mathrm{d}x where r and sigma are constants

Solution

The given integral is:

I=x2rex22σ2dxI = \int x^{2r} e^{-\frac{x^2}{2\sigma^2}} \, dx

where rr and σ\sigma are constants. This resembles a Gaussian integral with an additional factor x2rx^{2r}.

To solve this, we use the general result for integrals of the form:

x2rex22σ2dx=(2σ2)r2πσ2(2r1)!!2r\int_{-\infty}^{\infty} x^{2r} e^{-\frac{x^2}{2\sigma^2}} \, dx = (2\sigma^2)^r \cdot \sqrt{2\pi \sigma^2} \cdot \frac{(2r-1)!!}{2^r}

where (2r1)!!(2r-1)!! is the double factorial, which is defined as:

(2r1)!!=(2r1)(2r3)(2r5)(1)(2r-1)!! = (2r-1)(2r-3)(2r-5)\dots(1)

Full Steps:

  1. Substitute: Start by substituting u=x22σ2u = \frac{x^2}{2\sigma^2}, then simplify the exponential term.

  2. General Gaussian Integral Formula: Apply the known formula for integrals of Gaussian functions with powers of xx.

  3. Solution: I=(2σ2)r2πσ2(2r1)!!2rI = (2\sigma^2)^r \cdot \sqrt{2\pi \sigma^2} \cdot \frac{(2r-1)!!}{2^r} This provides the result in terms of rr and σ\sigma.

Would you like further details or clarifications on any part?


Here are 5 related questions:

  1. How is the double factorial defined for odd and even numbers?
  2. Can the same technique be applied if the exponent on xx is an odd number instead of 2r2r?
  3. How does the presence of the Gaussian exponential influence the integrability of the function?
  4. What happens to the integral when r=0r = 0?
  5. How does changing the constant σ\sigma affect the result of the integral?

Tip: Gaussian integrals are highly symmetric and appear frequently in probability theory, especially in the context of normal distributions.

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Math Problem Analysis

Mathematical Concepts

Gaussian Integrals
Double Factorial
Integration
Exponential Functions

Formulas

\( \int_{-\infty}^{\infty} x^{2r} e^{-\frac{x^2}{2\sigma^2}} \, dx = (2\sigma^2)^r \cdot \sqrt{2\pi \sigma^2} \cdot \frac{(2r-1)!!}{2^r} \)
Double factorial: \( (2r-1)!! = (2r-1)(2r-3)(2r-5)\dots(1) \)

Theorems

Gaussian Integral Theorem
Double Factorial Definition

Suitable Grade Level

College/University Level