Now look at:
where . This function is an entire function (differentiable in the entire complex plane). Since this function is entire the Cauchy’s integral theorem applies:
Where is any closed contour in the complex plane. Let us consider the contour presented in the figure below:

For the first term of the integral we set: .
For the second term: .
For the third term: .
For the fourth term: .
The integral becomes:
Observe that the last term is equal to (using u = -t):
The term can be written
:
now:
The second and fourth term cancel and the equation above becomes:
Using
Therefore, if :
We conclude from this post and the previous post that the Gaussian function is its own Fourier transform.
