$$ f(s) = \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-(1/2) (x^2 + y^2)} |x - y| \delta(s - |x - y|) dx dy $$ I'm not sure which substitutions are appropriate. I have trouble computing the Jacobian of any substitution when there is an absolute value. ($\delta$ denotes the dirac distribution)
2026-03-27 01:13:37.1774574017
Tricky Integral involving absolute value
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For $s \neq 0$, you can write the delta function as a sum,
$$\delta(s- |x-y|) = \delta(s-x+y) + \delta(s+x-y)$$
Substituting this is in and integrating over $y$ yields
$$f(s) = s\int_{-\infty}^{\infty} \left[ e^{-(x^2-xs+s^2/2)} + e^{-(x^2+xs+s^2/2)} \right] dx$$
$$ = s e^{s^2/4}\int_{-\infty}^{\infty} \left[ e^{-(x-s/2)^2} + e^{-(x+s/2)^2} \right] dx $$