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Improper integrals over unbounded intervals
Statement
Let be Riemann integrable on every compact interval with . The improper integral over the right-unbounded interval is provided this limit exists as a finite real number. In that case the improper integral converges; otherwise it diverges. In particular, a limit of or is divergence, not convergence to an extended-real value.
If is Riemann integrable on every with , define under the same finite-limit convention. All finite integrals use the oriented convention.
Depends on
- Limits at $+\infty$ and $-\infty$, and infinite limits at a point
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- The lower and upper Darboux integrals of a bounded $f$ on $[a,b]$ as $\sup_P L(f,P)$ and $\inf_P U(f,P)$, Darboux integrability as their equality, and the notation $\int_a^b f$
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
Used by
- Abel's test for improper integrals Corollary
- Integral test as an equivalence with an improper integral Corollary
- Tails of a convergent improper integral tend to zero Corollary
- A bounded truncation function need not have an improper limit Counterexample
- Absolute and conditional convergence of improper integrals Definition
- Cauchy principal values at a finite singularity and on the real line Definition
- Improper integrals with several singular ends Definition
- A positive continuous integrand can have finite integral while unbounded on every tail Example
- A step function whose improper integral is the alternating harmonic series Example
- Improper convergence is independent of finite truncations and split points Lemma
- Conventions and proved scope for improper integrals Remark
- A Dirichlet-type transfer criterion for divergence Theorem
- A nonnegative improper integral converges iff its truncated integrals are bounded Theorem
- Cauchy criterion for improper integrals Theorem
- Change of variable in an improper integral Theorem
- Frullani's formula with its proper integral factor Theorem
- Linearity of convergent improper integrals Theorem
- The improper p-test for rational exponents Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 56 results over 14 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- William F. Trench, Introduction to Real Analysis, Section 3.4 (standard reference, not scraped)