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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 : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary
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 in a complete ordered field there is a natural with
Every complete ordered field is Archimedean
The canonical natural of a field
Canonical naturals are positive and strictly increasing