Proof.
Quarter-sector contour used in the proof.
The function
is entire. Hence, by Cauchy’s integral theorem,
where γ is the positively oriented boundary of the circular sector shown above. Split the contour
integral into three parts:
From the Gaussian integral,
For I2, parameterize the circular arc by
Then
On the interval 0 ≤ φ ≤ π∕4, the function cos(2φ) lies above the chord joining (0, 1) and (π∕4, 0),
so
Therefore
Hence
For I3, parameterize the diagonal segment by
Since z2 = it2,
Thus
| I3 | = ∫
R0e−it2
dt | |
|
| = −  | |
|
| +  . | | |
Letting R →∞ in
gives
The imaginary part must vanish, so
Using the real part then gives
Therefore