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The total probability formula, \(P(A) = \sum_k P(A \cap B_k)\), relates the occurrence of an event \(A\) to that of several mutually exclusive events (\(B_k\)'s).

Integrating the Gaussian function from minus to plus infinity yields \(\int_{-\infty}^{\infty} e^{-x^2}dx=\sqrt{\pi}\), which is known as the Gaussian integral.

Factorials apply only to nonnegative integers but can be extended to complex numbers with positive real parts using the Gamma function, \(\Gamma(n) = \int_0^\infty e^{-x}x^{n-1}dx\).