We see that `int_0^{a}2pi re^{-r^2} dr = pi ( 1-e^{-a^2} )`
which approaches `pi` as `a->oo`.
Aha! So the volume is `pi`!
More precisely the point with coordinate `(a,y)` will be on the circle with radius of `sqrt{a^2 + y^2}`. So the height of the surface above the point with coordinate `(a,y)` will be `e^{-(a^2+y^2)}=e^{-a^2}e^{-y^2}`.
Thus the area of each cross section of the region with `X=a` enclosed
by our surface is precisely `int_{-oo}^{oo}e^{-a^2}e^{-y^2}dy = e^{-a^2} int_{-oo}^{oo}e^{-y^2}dy =e^{-a^2}`I
where I is the integral we are trying to find.
Thus the area of each cross section at `x` is `A(x) = e^{-x^2}`I and the volume under the entire surface can be determined by
`lim_{k->oo}int_{-k}^k A(x) dx = lim_{k->oo}int_{-k}^k e^{-x^2}\I dx = \I lim_{k->oo}int_{-k}^k e^{-x^2} dx = \I^2`.
Therefore, the volume of the region is `I ^2`. .