Problem: Find the value of the integral 
                    \[
                        \frac{1}{\sqrt{2\pi } } \int _0^{\infty} e^{-x^2 / 8} \mathrm{d} x .
                    \]
                  
                  
                  
                  
                  
                  
                  
                 
                
                
                
                
                  
                    Solution: At first we recall the Gaussian integral
                    \[
                        \int _{-\infty }^{\infty} e^{-x^2} \mathrm{d} x = \sqrt{\pi }.
                    \]
                    We can compute the Gaussian integral by using the double integral as follows:
                    \[
                        \left( \int_{-\infty}^{\infty} e^{-x^2} \mathrm{d}x \right)^2 = \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-x^2 - y^2} \mathrm{d}x \mathrm{d}y.
                    \]
                    Switching to polar coordinates, where \( x = r \cos \theta \) and \( y = r \sin \theta \), we get
                    \[
                        \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-x^2 - y^2} \mathrm{d}x \mathrm{d}y = \int_{0}^{2\pi} \int_{0}^{\infty} e^{-r^2} r \mathrm{d}r \mathrm{d}\theta.
                    \]
                    The integral simplifies to
                    \[
                        \int_{0}^{2\pi} \mathrm{d}\theta \int_{0}^{\infty} r e^{-r^2} \mathrm{d}r.
                    \]
                    Evaluating the inner integral, we use the substitution \( u = r^2 \), \( \mathrm{d}u = 2r \mathrm{d}r \), giving
                    \[
                        \int_{0}^{\infty} r e^{-r^2} \mathrm{d}r = \frac{1}{2} \int_{0}^{\infty} e^{-u} \mathrm{d}u = \frac{1}{2}.
                    \]
                    Thus, the double integral becomes
                    \[
                        \int_{0}^{2\pi} \mathrm{d}\theta \cdot \frac{1}{2} = \pi.
                    \]
                    Therefore,
                    \[
                        \left( \int_{-\infty}^{\infty} e^{-x^2} \mathrm{d}x \right)^2 = \pi \implies \int_{-\infty}^{\infty} e^{-x^2} \mathrm{d}x = \sqrt{\pi}.
                    \]
                    This also implies (as $e^{-x^2} $ is an even function )
                    \[
                        \int_{0}^{\infty} e^{-x^2} \mathrm{d}x = \frac{\sqrt{\pi}}{2}.
                    \]
                  
                  
                  
                  
                    Now, we need to compute the given integral. Note that
                    \[
                        \frac{1}{\sqrt{2\pi}} \int_{0}^{\infty} e^{-x^2 / 8} \mathrm{d}x = \frac{1}{\sqrt{2\pi}} \int_{0}^{\infty} e^{-(x/\sqrt{8})^2} \mathrm{d}x.
                    \]
                    Let \( u = \frac{x}{\sqrt{8}} \), then \( \mathrm{d}x = \sqrt{8} \mathrm{d}u \), and the integral becomes
                    \begin{align*}
                        \frac{1}{\sqrt{2\pi}} \int_{0}^{\infty} e^{-u^2} \sqrt{8} \mathrm{d}u & = \frac{\sqrt{8}}{\sqrt{2\pi}} \int_{0}^{\infty} e^{-u^2} \mathrm{d}u \\[1ex]
                        & = \frac{2}{\sqrt{\pi } } \left( \frac{\sqrt{\pi } }{2} \right) \\[1ex]
                        & = 1.
                    \end{align*}
                    Thus, 
                    \[
                        \textcolor{blue}{
                            \boxed{
                                \frac{1}{\sqrt{2\pi } } \int _0^{\infty} e^{-x^2 / 8} \mathrm{d} x = 1.
                            }
                        }
                    \]