Let $r>0$ and $A= \{x\in \mathbb R^n: |x|=r\} .$
How to compute $I_1=\int_{A} e^{-a |x|^2} d\sigma (x)$ where $\sigma$ is a surface measure on $A$? Or Can we say that $I\leq C e^{-ar^2} r^{n-1}$ where $C$ is some constant.
If we take $I_2=\int_A |x|e^{-a|x|^2}$, then what can we say about the bound of $I_2$
The function you integrate is a constant here, since $|x|^2=r^2$ on $A$. So $I$ is just equal $e^{-ar^2} \omega_n r^{n-1}$ where $\omega_n$ is a constant independent of $r$. In the second case, it's just $r e^{-ar^2} \omega_n r^{n-1}$