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I=∫+∞−∞e−x2dx
Then
I2=(∫+∞−∞e−x2dx)(∫+∞−∞e−y2dy)
I2=∫+∞−∞∫+∞−∞e−(x2+y2)dxdy
Now change to polar coordinates
I2=∫+2π0∫+∞0e−r2rdrdθ
The θ integral just gives 2π, while the r integral succumbs to the substitution u=r2
I2=2π∫+∞0e−udu/2=π
So
I=√π
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