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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Approximation of $\Phi (p)$

I am trying to find the asymptotic behavior (with respect to N) of the integral $$ \frac{2}{\sqrt{\pi}}\int_0^\infty \varPhi^{N-2}(p)e^{-p^2}\ dp. $$ In Rényi and Sulanke's paper Uber die konvexe Hull …