How this alleged multiple integral identity can be proved? $$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos { (s_{1}^{2}-s_{2}^{2})}\;\cdots \cos {(s_{2n-1}^{2}-s_{2n}^{2})}= $$ $$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos { (s_{1}^{2}-s_{2}^{2}+s_{3}^{2}-s_{4}^{2}+\cdots +s_{2n-1}^{2}-s_{2n}^{2})}.$$ The context in which this identity arises can be traced through the similar older question Multiple Integral (American Mathematical Monthly problem 11621 and its generalization)
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asked Mar 4, 2015 at 10:46
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