Question: Complex analysis problem. I need help on the following two questions. The definition of p a (z) is given by the first paragraph, and the

Complex analysis problem. I need help on the following two questions.
The definition of pa(z) is given by the first paragraph, and the arc and line are described by the graph and two lines of words above it.



Let a be a positive real number. Define pa(2) = = =4:. This is the Cauchy distribution (with parameter a). If r is real, Pa(r) 2 0. One can check that Pa (x) = # tan(x/a), from which it follows that Pa(x) de = 1.This has two components: the line segment from -R to R, and the arc in the upper half-plane from R to -R. We call these two curves as line and are respectively. A picture is included below. We have set up the problem so that R lim Pai (2) Paz(x - z)dz = lim Pai (t)Paz(x - t)dt =/ Pai (t )Paz (x - t)dt 1400 line R-00 is the integral we want to compute. 1. Prove that lim Pai (2) Paz (x - 2) = 0. R+00 orc3. Use the Canning.r integral formula to show the integral of pl(z}pug{r z) amnnd alt (either along 71 or T2, depending on which you chose to enclose (111;) is given by 2?\": 1 I11 1 [1-2 _ 1 :12 fr 2:111? 7r (.1: alt}? + :1; 1r (1' 0511:}2 + a; Show also that the integral around 3: + .221; is equal to 27\": 1 [:1 1 {12 _ 1 m 7r(m +a2}2 +a 1:252:1 1r(:r:+agt'}2 +ag
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