■ガウス関数の積分と不等式(その4)

(1/x-1/x^3)exp(-x^2/2)≦∫(x,∞)exp(-y^2/2)dy≦(1/x)exp(-x^2/2)

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y=x+zと変数変換して、exp(z^2)≦1であることを用いると

∫(x,∞)exp(-y^2/2)dy≦exp(-x^2/2)∫(0,∞)exp(-xz)dz=(1/x)exp(-x^2/2)

また、

∫(x,∞)(1-3y^4)exp(-y^2/2)dy=(1/x-1/x^3)exp(-x^2/2)≦∫(x,∞)exp(-y^2/2)

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y=√2wと変数変換すると

dy=√2dw

y=[x,∞)→w=[x/√2,∞)

√2∫(x/√2,∞)exp(-w^2)dw

(1/x-1/x^3)exp(-x^2/2)≦√2∫(x/√2,∞)exp(-w^2)dw≦(1/x)exp(-x^2/2)

ここで、x/√2=aとおくと

(1/(√2a)-1/(√2a)^3)exp(-a^2)≦√2∫(a,∞)exp(-w^2)dw≦(1/√2a)exp(-a^2)

(1/(2a)-1/(4a^3)exp(-a^2)≦∫(a,∞)exp(-w^2)dw≦(1/2a)exp(-a^2)

(1/(2x)-1/(4x^3)exp(-x^2)≦∫(x,∞)exp(-y^2)dw≦(1/2x)exp(-x^2)

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