The Probability Integral: Its Origin, Its Importance, and Its Calculation

This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the many areas of science where it arises. The so-called probability integral, the integral over the real line of a Gaussian function, occurs ubiquitously in mathematics, physics, engineering and probability theory. Stubbornly resistant to the undergraduate toolkit for handling integrals, calculating its value and investigating its properties occupied such mathematical luminaries as...