Alphabeta Math
DefinitionDefinition: Literature-sourcedProof: Not applicableSession-authored (Fable 5 assisted)precheck passaudited 2026-08-11
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Cauchy principal values at a finite singularity and on the real line

Statement

Let ff be properly Riemann integrable on compact subintervals of [a,b]{c}[a,b]\setminus\{c\}, where a<c<ba<c<b. Its Cauchy principal value at cc is PV ⁣abf:=limε0(acεf+c+εbf),\operatorname{PV}\!\int_a^b f:=\lim_{\varepsilon\downarrow0}\left(\int_a^{c-\varepsilon}f+\int_{c+\varepsilon}^bf\right), provided this coupled limit is finite.

For a locally Riemann-integrable function on the real line, define PV ⁣f:=limRRRf,\operatorname{PV}\!\int_{-\infty}^{\infty}f:=\lim_{R\to\infty}\int_{-R}^{R}f, again only for a finite limit. A principal value couples the two truncations; it does not assert that the two one-sided improper integrals converge separately.

Depends on

Used by

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Sources