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Cauchy criterion for improper integrals
Statement
The integral converges if and only if, for every , there is such that At a finite right singular endpoint , replace the condition by ; at a finite left endpoint use ; at use . In each case all displayed proper integrals must exist.
Facts & Assumptions
Given: A locally Riemann-integrable on the relevant one-ended interval.
Adjacent proper integrals add (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
A convergent real sequence is Cauchy, and every Cauchy real sequence converges (Every convergent sequence is Cauchy, The Cauchy criterion from the least-upper-bound property: in a complete ordered field every Cauchy sequence converges).
The Archimedean property supplies integer truncations beyond every real bound and reciprocal truncations inside every positive neighborhood (Every complete ordered field is Archimedean, For every in a complete ordered field there is a natural with ).
Proof
Put . If has a finite limit as , then for all sufficiently large . By [L1], this difference is , proving necessity.
Conversely, the tail condition and [L3] make the sequence Cauchy, hence convergent to some by [L2]. Given , choose a large integer for which and the tail condition is below . For every real , [L1] gives , so .
For a finite endpoint use the reciprocal sequence or furnished by [L3]; the identical Cauchy argument applies. Reversing the real line gives the form.
Depends on
- Improper integrals over unbounded intervals
- Improper integrals at a finite singular endpoint
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- The Cauchy criterion from the least-upper-bound property: in a complete ordered field every Cauchy sequence converges
- Every convergent sequence is Cauchy
- Limits and Cauchy sequences of reals
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- For every $\varepsilon > 0$ in a complete ordered field there is a natural $n \ge 1$ with $1/n < \varepsilon$
- Every complete ordered field is Archimedean
- The canonical natural $\iota(n) = n \cdot 1_F$ of a field
- Canonical naturals are positive and strictly increasing
Used by
- Tails of a convergent improper integral tend to zero Corollary
- A positive continuous integrand can have finite integral while unbounded on every tail Example
- Monotone chebyshev tauberian desmoothing Lemma
- Absolute convergence implies improper convergence Theorem
- Dirichlet's test for improper integrals Theorem
Dependency tree · two levels
45 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- William F. Trench, Introduction to Real Analysis, Section 3.4 (standard reference, not scraped)