limit of derivative of normal - dirac delta - MathOverflow [closed] most recent 30 from http://mathoverflow.net 2013-05-23T08:38:08Z http://mathoverflow.net/feeds/question/5291 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/5291/limit-of-derivative-of-normal-dirac-delta limit of derivative of normal - dirac delta suppe 2009-11-13T00:31:29Z 2009-11-13T00:31:29Z <p>I am trying to find the limit of:</p> <p>$\lim_{\sigma^2 \to 0} \int_{\Omega} \frac{1}{\sqrt{2 \pi} \sigma} e^{-\frac{||\tilde{y} - y ||^2}{2 \sigma^2}} \frac{1}{\sigma^2} (\tilde{y} - y) dy$</p> <p>i.e. the integral of the derivative of the Normal as $\sigma^2$ goes to zero.</p>