Proof.
Substitute

to transform the integral into
 |
(9.48) |
Find the pole at

and integrate around the sector of radius

and

. The integral can be written as
 |
(9.49) |
This equation is analyzed in three stages: find the residue, express the
backwards integral in terms of the forwards integral, and show the
middle integral vanishes as
.
For the residue:
 |
(9.50) |
For the backwards integral
 |
(9.51) |
For the middle integral
 |
(9.52) |
Letting
shows that
 |
(9.53) |
Therefore,
This means the original integral equals
 |
(9.56) |