Improper Integrals
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1 · Prerequisites
Real Analysis
- Absolute and Conditional Convergence; Rearrangement; Products
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Properties of the Integral and the Working FTC
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Riemann Integral: Definition and Integrability
- Topology of ℝ
Set Theory
2 · Logical flowchart
3 · Items
Definition
Improper integrals over unbounded intervals
Definition
Improper integrals at a finite singular endpoint
Definition
Improper integrals with several singular ends
Lemma
Improper convergence is independent of finite truncations and split points
Theorem
Linearity of convergent improper integrals
Theorem
Cauchy criterion for improper integrals
Definition
Absolute and conditional convergence of improper integrals
Theorem
A nonnegative improper integral converges iff its truncated integrals are bounded
Theorem
Absolute convergence implies improper convergence
Corollary
Tails of a convergent improper integral tend to zero
Theorem
Comparison tests for improper integrals
Corollary
Limit comparison for positive improper integrals
Corollary
Integral test as an equivalence with an improper integral
Lemma
Truncated integrals of rational powers
Theorem
The improper p-test for rational exponents
Definition
Cauchy principal values at a finite singularity and on the real line
Theorem
Separate improper convergence implies convergence of the principal value
Theorem
Dirichlet's test for improper integrals
Corollary
Abel's test for improper integrals
Theorem
A Dirichlet-type transfer criterion for divergence
Theorem
Uniform oscillatory tail mass forces failure of absolute convergence
Theorem
Monotone change of variable for Riemann-integrable functions
Theorem
Change of variable in an improper integral
Theorem
Frullani's formula with its proper integral factor
Remark
Conventions and proved scope for improper integrals
Sources
- William F. Trench, Introduction to Real Analysis, Section 3.4
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.5
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.9
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.6
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.7
- William F. Trench, Introduction to Real Analysis, Theorem 4.3.1
- William F. Trench, Introduction to Real Analysis, Examples 3.4.1–3
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.10
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.11
- William F. Trench, Introduction to Real Analysis, exercises following Section 3.4
- William F. Trench, Introduction to Real Analysis, Theorem 3.3.18
- William F. Trench, Introduction to Real Analysis, Theorem 3.4.13
- William F. Trench, Introduction to Real Analysis, Frullani integral exercise