Evaluate
Pull the constant out of the bracket first. Since ,
Doing this before substituting keeps the standard integral recognisable.
Check that the improper integral converges. For large the integrand behaves like , and converges, so both tails are finite and the value is well defined.
Substitute . Then and , so
Take the limits over the whole line. As runs from to , runs from to , and vanishes at both ends:
Multiply by the constant.
Confirm numerically. A midpoint rule over with four million subintervals returns , against — agreement to ten decimals, and the truncated tails beyond contribute less than .
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