Does any one know how to calculate the following integration?
$$ \int_{\mathbb{R}} \left(\exp(z \: e^{-y^2})-1\right)^2 dy=?,\quad z>0. $$
This post is related to my previous question herehere , based on which one can have a upper bound. Can any one give an exact solution for this integration?
Thanks a lot! Anand