Evaluate the principal value of the integral ∞∫−∞coszz−w dz. |Im z|>0
I could not solve this problem during tutorial class. Upon looking at the solution sheet that was uploaded the next day, I am still not clear about the method that is used to solve this. So the solution given is:
∞∫−∞coszz−w dz={2πi Resz=w(eiz2(z−w))=πieiw,if Im w>0−2πi Resz=w(e−iz2(z−w))=−πieiw,if Im w<0
The part which I don't understand is the beginning part of the solution where they claim (without giving any reason) that ∞∫−∞coszz−w dz=∞∫−∞eizz−w dz if Im w>0 and ∞∫−∞coszz−w dz=∞∫−∞e−izz−w dz if Im w<0.
Evaluating the integrals with the exponential terms is clear to me. But what is the reasoning behind replacing the cosine with the exponential function? Need help understanding this.
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