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The plane Gaussian integral equals by polar coordinates
Statement
The nonnegative improper plane Gaussian integral satisfies
Facts & Assumptions
Given: The polar map and reals .
Let be injective and with invertible derivative on an open neighbourhood of a compact Jordan set . For every bounded function on , the function is integrable on if and only if is integrable on , and then their integrals are equal (Change of variables for an injective map on a compact Jordan set).
Bounded functions differing only on a content-zero subset of a Jordan set are integrable simultaneously and have equal integrals (Changing a bounded integrand on a content-zero set does not change its Riemann integral).
The graph of a continuous real function on a compact nondegenerate rectangle has content zero (The graph of a continuous function on a closed nondegenerate rectangle in has content zero in ).
A metric-bounded set is Jordan measurable if and only if its boundary has content zero (A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero).
A subset of is compact exactly when it is closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
For a Jordan set , integrating over a bounding rectangle gives (A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content).
Proper multidimensional integrals are linear, monotone, and satisfy the absolute-value estimate (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
A rectangle has volume equal to the product of its side lengths (Axis-parallel rectangles in and their volume).
The derivative of the exponential is the exponential (The exponential function is smooth and ).
If is locally Riemann integrable and is a compact Jordan exhaustion of , then (Every Jordan exhaustion computes a nonnegative improper multiple integral).
The derivatives of sine and cosine are cosine and negative sine (The derivatives of sine and cosine are cosine and minus sine).
For every real , (Parity and the Pythagorean identity for sine and cosine).
If and is integrable on , then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
One has as (The exponential tends to at and to at ).
The exponential is strictly increasing (The exponential function is strictly increasing).
The Jacobian determinant is the determinant of the derivative matrix, and change of variables uses its absolute value (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
A continuous product function on a product rectangle has integral equal to the product of the factor integrals (The integral of a product function on a product rectangle is the product of the two integrals).
The one-variable chain rule gives (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
The exponential maps into and is normalized by (The power-series, product-limit, IVP, functional-equation, and Picard definitions agree).
Every continuous real function on a compact Jordan set is Riemann integrable there (A continuous real function on a compact Jordan measurable set is Riemann integrable over that set).
The pair is injectively parametrized by , both coordinates have period , and every real number has an integer part ( is a bijection from onto the real unit circle, The zero sets of sine and cosine and the least positive common period 2 pi, Integer part: for every real there is exactly one integer with ).
Proof
On each compact rectangle and , the polar map has Jacobian determinant by [L12], [L13], and [L17]. Enlarge the radial interval inside and each angular interval by less than . If two points in one enlarged rectangle have the same polar image, [L13] gives equal positive radii; reducing both angles modulo by [L23] and using its injective half-open parametrization shows that their difference is an integer multiple of . The enlarged angular interval has length below , so the angles are equal. Thus the map is injective on an open neighbourhood of each compact rectangle, and their images are the closed upper and lower half-annuli. Each half-annulus is closed and bounded, hence compact by [L6]; its boundary is contained in two continuous semicircle graphs and two radial segments, so [L4] and [L5] make it Jordan measurable.
The Gaussian is continuous on each compact half-annulus and the pulled-back function is continuous on each parameter rectangle, so [L22] supplies both integrability conditions in [L1]. Apply [L1] to each half-annulus. By [L18], the parameter-rectangle integral is . Facts [L10], [L19], and [L20] give , so [L14] evaluates each half as ; the lower half has the same angular length.
The half-annuli overlap only in the two radial boundary segments, which have content zero by [L4]. On a common bounding rectangle, differs from only on that overlap, so [L3], [L7], and [L8] combine the two values from step 2.1 into the full-annulus integral .
Every circle is the union of its upper and lower continuous semicircle graphs, hence has content zero by [L4]; [L5] makes every closed disc Jordan measurable, and [L6] makes it compact.
The omitted inner disc lies in , whose content is by [L7] and [L9]. Since , strict increase in [L16] and the normalization/positivity in [L21] give . Thus [L8] bounds its Gaussian integral by . The annulus and inner disc overlap only on a content-zero circle, so [L3] recombines them. Letting in step 3.1 gives the radius- disc integral .
The closed discs of radii form a compact Jordan exhaustion of . The Gaussian is nonnegative by [L21], and it is locally Riemann integrable because [L10] and elementary algebra make it continuous and [L22] makes its restriction to every compact Jordan set integrable. Thus [L11], step 5.1, and [L15] show that the disc integrals tend to , which is the improper plane integral.
Depends on
- Every Jordan exhaustion computes a nonnegative improper multiple integral
- Changing a bounded integrand on a content-zero set does not change its Riemann integral
- Change of variables for an injective $C^1$ map on a compact Jordan set
- A continuous real function on a compact Jordan measurable set is Riemann integrable over that set
- The Jacobian determinant of a square-dimensional $C^1$ map is the determinant of its Jacobian matrix
- $t\mapsto(\cos t,\sin t)$ is a bijection from $[0,2\pi)$ onto the real unit circle
- The zero sets of sine and cosine and the least positive common period 2 pi
- Integer part: for every real $x$ there is exactly one integer $m$ with $m \le x < m + 1$
- A bounded set in $\mathbb{R}^m$ is Jordan measurable iff its boundary is null, equivalently of content zero
- The graph of a continuous function on a closed nondegenerate rectangle in $\mathbb{R}^m$ has content zero in $\mathbb{R}^{m+1}$
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content
- Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in $\mathbb{R}^m$
- The integral of a product function on a product rectangle is the product of the two integrals
- Axis-parallel rectangles in $\mathbb{R}^m$ and their volume
- The derivatives of sine and cosine are cosine and minus sine
- Parity and the Pythagorean identity for sine and cosine
- The exponential function is smooth and $(\exp)'=\exp$
- The exponential function is strictly increasing
- The exponential tends to $+\infty$ at $+\infty$ and to $0$ at $-\infty$
- The power-series, product-limit, IVP, functional-equation, and Picard definitions agree
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- For a natural $n \ge 1$ the function $x \mapsto x^{n}$ is differentiable everywhere with derivative $\iota(n)\,x^{\,n-1}$; for $n = 0$ it is the constant $1$, with derivative $0$; for a natural $n \ge 1$ the function $x \mapsto x^{-n}$ is differentiable at every $x \ne 0$ with derivative $-\iota(n)\,x^{-n-1}$; consequently every polynomial function is differentiable at every real, with the derivative computed term by term
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
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Sources
- M. E. Taylor, Introduction to Analysis in Several Variables, §3.1 (standard reference, not scraped)