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has a Henstock–Kurzweil integral on
Example
Define and for . Then has a noncompact Henstock–Kurzweil integral on . No value for that integral is asserted here.
Facts & Assumptions
Given: The removable extension in the Example; differentiability of sine at gives .
Dirichlet's improper-integral test applies when the first factor is locally Riemann integrable with a bounded truncation primitive and the second is nonnegative, nonincreasing, and tends to zero (Dirichlet's test for improper integrals).
Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral (Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral).
Sine is differentiable at zero with derivative , and is a primitive of sine (The derivatives of sine and cosine are cosine and minus sine).
Every continuous function on a compact interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
A noncompact HK integral is the finite limit of its compact truncation integrals (Henstock–Kurzweil integrals on half-open and unbounded intervals by compact truncation limits).
For every real , (Parity and the Pythagorean identity for sine and cosine).
Henstock–Kurzweil integrals restrict to compact subintervals and add over adjacent intervals (Henstock–Kurzweil integrability on subintervals and additivity over adjacent intervals).
Verification
On the first factor is continuous and hence locally Riemann integrable by [L4], while its primitive is bounded by [L3] and [L6]. Apply [L1] with second factor , which is nonnegative, decreasing, and tends to zero; the compact truncation integrals therefore have a finite limit.
The derivative clause in [L3] gives the removable limit at zero, so [L4] makes the extension Riemann integrable on each compact truncation and [L2] makes it HK integrable there. By [L7], for every its integral on is the fixed integral on plus the integral on ; the limit from step 1.1 and [L5] therefore give the noncompact HK integral.
Depends on
- Henstock–Kurzweil integrals on half-open and unbounded intervals by compact truncation limits
- Henstock–Kurzweil integrability on subintervals and additivity over adjacent intervals
- Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- Dirichlet's test for improper integrals
- The derivatives of sine and cosine are cosine and minus sine
- Parity and the Pythagorean identity for sine and cosine
Used by
Nothing in the library uses this result yet.
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Sources
- Alessandro Fonda, The Kurzweil-Henstock Integral for Undergraduates, Ch. 1 (standard reference, not scraped)
- Andrew Bruckner, Judith Bruckner and Brian Thomson, Real Analysis, Section 1.21 (standard reference, not scraped)