Let
I(λ,a)=∫−i∞i∞t2−a2eλ(t3−3t)dt
where λ is real, a is real and non-zero, and the path of integration runs up the imaginary axis. Show that, if a2>1,
I(λ,a)∼1−a2ie−2λ3λπ
as λ→+∞ and sketch the relevant steepest descent path.
What is the corresponding result if a2<1 ?