\[\lim_{n\to\infty}\sqrt{\frac{n}{\pi}}\int_{-\infty}^{\infty}{\mathrm{e}}^{-n(x%
-a)^{2}}\phi(x)\,\mathrm{d}x=\tfrac{1}{2}\phi(a-)+\tfrac{1}{2}\phi(a+).\]