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The improper integral of over is finite and positive
Statement
The integral exists as a finite positive real number.
Facts & Assumptions
Given: The real exponential function and the mixed-improper convention on the real line.
For every real , ( for every real , hence ).
The improper integral converges exactly when the rational (The improper -test for rational exponents).
For every real , and (The exponential is positive and satisfies ).
Improper integrals at and must converge separately before they are added (Improper integrals with several singular ends).
If toward a singular end and the improper integral of converges there, then the improper integral of converges there (Comparison tests for improper integrals).
The exponential function is strictly increasing on (The exponential function is strictly increasing).
If an integrable function satisfies on , then (If on then for every partition ; in particular every constant function is integrable, with ).
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 valid substitution carries a convergent improper integral to the corresponding transformed improper integral (Change of variable in an improper integral).
Proof
If , then [L1] and [L3] give . The -test [L2] and comparison [L5] make the positive tail converge, and the substitution in [L9] gives the identical negative-tail estimate.
On , the integrand is continuous and hence integrable by [L8]; [L6] gives , so [L7] gives .
By [L4], the two finite tails and the proper middle integral combine to a finite mixed improper integral, and step 1.2 makes the total strictly positive.
Depends on
- Improper integrals with several singular ends
- Comparison tests for improper integrals
- Change of variable in an improper integral
- The improper $p$-test for rational exponents
- $1+x\le\exp(x)$ for every real $x$, hence $(1-p)^m\le\exp(-mp)$
- The exponential is positive and satisfies $\exp(-x)=1/\exp(x)$
- The exponential function is strictly increasing
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- If $m \le f \le M$ on $[a,b]$ then $m(b-a) \le L(f,P) \le \underline{\int_a^b} f \le \overline{\int_a^b} f \le U(f,P) \le M(b-a)$ for every partition $P$; in particular every constant function is integrable, with $\int_a^b c = c(b-a)$
Used by
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Sources
- M. E. Taylor, Introduction to Analysis in Several Variables, §3.1 (standard reference, not scraped)