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Integrate Faddeeva function
I came across this integration in my studies.
$\int_{-\infty}^{\infty}|F((w_\textbf{_} - \hat{w_\textbf{_}})\tau) |^2 . d\tau$
It uses the Faddeeva function which is $F(z) = e^{-z^2}erfc(-iz)$. I ...
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Evaluation of Gaussian density integral
Is there any closed form, asymptotics, and/or approximations for the following integral:
$$f(c) := \frac{1}{\sqrt{2\sigma^2\pi}}\int e^{-x^2/2\sigma^2}\frac{x^2}{1-cx^2}dx,$$ where $\sigma^2$ is real ...