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A nonnegative improper integral converges iff its truncated integrals are bounded
Statement
Let be Riemann integrable on every compact subinterval of . Then converges if and only if the set is bounded above. In the convergent case its supremum is the value of the improper integral. The analogous assertion holds at either finite singular endpoint and at , with truncations directed toward that endpoint.
Facts & Assumptions
Given: A nonnegative, locally Riemann-integrable at one singular end.
Monotonicity of the proper integral makes integrals over nonnegative functions nonnegative (If on and both are integrable then ; and ).
A bounded monotone real sequence converges to its supremum or infimum (A monotone sequence converges if and only if it is bounded).
Finite truncations may be moved without changing convergence (Improper convergence is independent of finite truncations and split points).
Proof
At , is nondecreasing by [L1]. If converges, its range is bounded. Conversely, if its range is bounded above, the integer sequence is bounded and nondecreasing, so [L2] gives .
For , monotonicity gives . Hence . Every real truncation lies below a later integer truncation, so is also the supremum of the full truncation range.
Reciprocal truncations and the same squeeze prove the finite-endpoint forms; reversing orientation proves the form. Moving the initial finite endpoint is harmless by [L3].
Depends on
- Improper integrals over unbounded intervals
- Improper integrals at a finite singular endpoint
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- A monotone sequence converges if and only if it is bounded
- Complete ordered field (least-upper-bound property)
- Lower bound, bounded below, bounded set
- Improper convergence is independent of finite truncations and split points
Used by
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 67 results over 17 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, Theorem 3.4.5 (standard reference, not scraped)