@Venus: $$\int_{-\infty}^\infty \cos(x^2) \, \mathrm dx = \lim_{a \to \infty} \int_0^a \cos(t) \cdot t^{-1/2} \, \mathrm dt= \pi^{-1/2} \lim_{a \to \infty} \int_0^a \cos(t) \int_{-\infty}^\infty e^{-tu^2} \, \mathrm du \, \mathrm dt= \pi^{-1/2} \lim_{a,b \to \infty} \int_0^a \cos(t) \int_{-b}^b e^{-tu^2}\, \mathrm du \, \mathrm dt.$$
Then apply Fubini's theorem.