I've been trying to solve this problem, but I don't know how to begin solving it. I know that the residue theorem must be used at some point, but not much else. Any help is welcome.
Let be the parallelogram $PR$, defined by the points $R+Ri$, $R+1+Ri$, $−R−RI$ and $−R + 1 − Ri$. Integrating the function $f(z) = e^{iπz^2} tan(πz)$ over $PR$ and tending $R \rightarrow \infty$ , prove that:
$$ \int_{- \infty}^{\infty} {e^{-x^2}dx}= \sqrt{\pi}$$