I'm trying to prove that for $\int _{-\infty} ^\infty \frac{1}{1 + z^2} dz $ the residual theorem is applicable.
In order to do this I have to show that for upper arc path $C_R$ the integral $\int _{C_R} \frac{1}{1 + z^2} dz \to 0$ for $ R \to \infty$.
If we parametrize $z= R e^{i\phi}$ I found following estimation:
$$\int _{C_R} \frac{1}{1 + z^2} dz = \int _0 ^{\pi} \frac{iRe^{i\phi}}{R^2e^{2i\phi}} d\phi = \frac{i}{R}\int _0 ^{\pi} \frac{1}{e^{i\phi}} d\phi \to 0$$
for $ R \to \infty$.
But the step $\int _{C_R} \frac{1}{1 + z^2} dz = \int _0 ^{\pi} \frac{iRe^{i\phi}}{R^2e^{2i\phi}} d\phi $ isn't clear to me. Can anybody explain it?
There is an error there somewhere. By definition of line integral, given $\gamma\colon[a,b]\longrightarrow\mathbb C$,$$\int_\gamma f(z)\,\mathrm dz=\int_a^bf\bigl(\gamma(t)\bigr)\gamma'(t)\,\mathrm dt.$$So, in fact, in your specific case:$$\int_{C_R}\frac{\mathrm dz}{1+z^2}=\int_0^\pi\frac{\gamma'(\theta)}{1+\gamma^2(\theta)^2}\,\mathrm d\theta=\int_0^\pi\frac{iRe^{i\theta}}{1+R^2e^{2i\theta}}\,\mathrm d\theta.$$