Consider a non-relativistic particle of mass $m$, moving along the $x$-axis in a potential $V(x) = m\omega^2x^2/2$. use path-integral methods to find the probability to find the particle between $x_1$ and $x_1 + dx_1$ if the particle is at $x_0$ at time $t = 0$.
One finds the propagator to be $$P(x_1, t_1; x_0, 0) = \sqrt{{{m\omega}\over{2\pi i\hbar \sin \omega t_1}}}e^{{{im\omega}\over{2\hbar \sin\omega t_1}}((x_0^2 + x_1^2)\cos\omega t_1 - 2x_0x_1)}$$and the requisite probability to be $$\left|\int P(x_1, t_1; x_0, 0)\psi(x_1)\,dx_1\right|^2$$for some wavepacket $\psi$ localized between $x_1$, $x_1 + dx_1$. In the limit $x_1 \to x_0$, we have$$\lim_{(x_1 - x_0) \to 0} P(x_1, t_1; x_0, 0) = \sqrt{{m\omega}\over{2\pi i\hbar \sin\omega T}}e^{{{im\omega}\over{\hbar\sin\omega T}}(x_0^2\cos\omega T - x_0^2)}.$$
My question is, what is the physical significance of taking this limit $x_1 \to x_0$?