E|X| = 0.6065306597126334236  (2 lam e^-lam = 0.6065306597126334236); ratio E|X|/sqrt(lam) = 0.857763884960707 = sqrt(2/e) = 0.857763884960707
gam>0 formula max error: 1.7106e-49
gam<0 formula with sum over k>=1: max error 8.5528e-50;  with k>=0 included: 13.688
max D on grid gam in [-9.9, 9.9] minus {0, 1}: -5.9458e-5
Rigorous: gam>0: D = -e^{-1/2} gam^2 (gam<=1/2), D = -e^{-1/2}(gam-1)^2 (gam>=1/2).
gam=-g<0: (g-(k-1/2))_+ <= (g-1/2)_+ for k>=1, so with c = e^{1/2}-1 in (0,1):
  g<=1/2: D = -e^{-1/2} g^2 < 0;  g>=1/2: e^{1/2} D <= 2c(g-1/2) - g^2 = -(g^2 - 2cg + c) < 0, disc 4c(c-1) < 0.
gam=  1.0: d/d eps ratio at 0 = -8.577638735e-9, predicted D/||X|| = 0.0
gam=  2.0: d/d eps ratio at 0 = -0.8577638121, predicted D/||X|| = -0.857763885
gam=  0.3: d/d eps ratio at 0 = -0.07719874868, predicted D/||X|| = -0.07719874965
gam= -1.0: d/d eps ratio at 0 = -0.4288819398, predicted D/||X|| = -0.4288819425
gam= -0.7: d/d eps ratio at 0 = -0.2487515282, predicted D/||X|| = -0.2487515266
gam=  3.0: d/d eps ratio at 0 = -3.431054931, predicted D/||X|| = -3.43105554
