Recently there was a math competition in our university where this question
Question: Prove that $\displaystyle\int_{-\infty}^\infty e^{-\pi x^2 \left(\frac{\scriptstyle\alpha +x}{\scriptstyle\beta +x}\right)^2}dx=1~$ for $~0<\beta<\alpha$
has been asked, but nobody could solve it. I know that $$ \int_{-\infty}^\infty e^{-\pi x^2}dx=1 $$ but this doesn't help much. What are possible routes to deal with this kind of integrals? Any integration experts has any clue how this is done? Thanks.
One may write $$ x \left(\frac{\alpha +x}{\beta +x}\right)=x-\frac{(\alpha-\beta)\beta}{x+\beta}+\alpha-\beta \tag1 $$ then, since $(\alpha-\beta)\beta>0$, one may use the G. Boole (1857) result,
giving, with $(1)$, $$ \begin{align} \int_{-\infty}^\infty e^{-\pi x^2 \left(\frac{\scriptstyle\alpha +x}{\scriptstyle\beta +x}\right)^2}dx&=\int_{-\infty}^\infty e^{-\pi \left(x-\frac{(\alpha-\beta)\beta}{x+\beta}+\alpha-\beta \right)^2}dx \\\\&=\int_{-\infty}^\infty e^{-\pi \left(x+\alpha-\beta \right)^2}dx \\\\&=\int_{-\infty}^\infty e^{-\pi x^2}dx \\\\&=1 \end{align} $$ as announced.