I need to check whether this integral converges or not $\int^{\infty}_{-\infty} \frac{e^{-x}}{1+x^2}\,dx$
I substituted $y=-x$ then this integral transformed to $\int^{\infty}_{-\infty} \frac{e^{y}}{1+y^2}\,dy$ , then I thought of dividing it into two parts from $-\infty$ to $0$ and then from $0$ to $\infty$, in the first case I think area will be finite but in the second case it's not since $e^x$ grows rapidly, so it diverges!
Hint : You first calculate $$\int_a^b \frac{e^{-x}}{1+x^2}dx$$
and then send $b\rightarrow \infty$ and $a\rightarrow -\infty$.
If this limit exists then, your integral converges.