能说明下这是哪本书吗？
积分项里的
\[I_{(k,\infty)}\]
是指示函数吗？

抱歉，现在才看到。
这道题是我们老师自己编的题，因此出处也不太清楚。
确实是指数函数。
如果您有什么思路，欢迎指点！

Firstly, assume that (a) is proved since it is not hard through using a change of variable.
Secondly, you may use a transformation based on uniform random variable and trigonometric functions (this can be found in some textbooks on Monte Carlo method), then normal random numbers $Z_i$'s can be generated. Thirdly, according to (a), you may use $n^{-1}\sum_{i=1}^{n}h(Z_i)$ to estimate the integration.
Just for reference!

能说明下这是哪本书吗？<br>
积分项里的<br>
\[I_{(k,\\infty)}\]<br>
是指示函数吗？