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The Cauchy criterion for a Henstock–Kurzweil integral at a missing endpoint
Statement
Let be HK integrable on every compact subinterval of , where may be finite or . Its noncompact integral exists if and only if for every there is a truncation point such that
whenever . Thus noncompact integrability is equivalent to uniformly small tail integrals. The reflected criterion holds at a missing left endpoint.
Noncompact integrability is equivalent to uniformly small tail integrals.
A missing finite-endpoint integral exists exactly when all sufficiently late tail integrals are small.
Facts & Assumptions
Given: The locally HK-integrable function and a finite or infinite missing endpoint.
For points , whenever the compact pieces are integrable (Henstock–Kurzweil integrability on subintervals and additivity over adjacent intervals).
Every Cauchy sequence of reals converges to a real (The Cauchy criterion from the least-upper-bound property: in a complete ordered field every Cauchy sequence converges).
Finite-endpoint limits are defined by one-sided neighborhood control (The left and right limits of at , as limits of the restrictions of to and ).
A limit at infinity is defined by eventual control beyond a real threshold (Limits at and , and infinite limits at a point).
Proof
For the forward direction, the truncation primitive has a finite limit, so late values are close; [L1] identifies their difference with .
For the reverse direction, take the explicit cofinal sequence at a finite endpoint, or at . The tail condition makes Cauchy, so [L2] gives a finite limit . For an arbitrary sufficiently late , choose with ; then [L1] gives , and the two terms are small. This is exactly the limit in [L3] or [L4]; reflection handles a missing left endpoint.
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
- The Cauchy criterion from the least-upper-bound property: in a complete ordered field every Cauchy sequence converges
- The left and right limits of $f$ at $c$, as limits of the restrictions of $f$ to $A \cap (-\infty, c)$ and $A \cap (c, \infty)$
- Limits at $+\infty$ and $-\infty$, and infinite limits at a point
Used by
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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)