Improper Integrals: Examples and Counterexamples
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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
- Improper Integrals
- 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
Example
1/x on [-1,1] has principal value 0 but no improper integral
Example
A step function whose improper integral is the alternating harmonic series
Example
A positive continuous integrand can have finite integral while unbounded on every tail
Example
∫₀¹ x^-1/2 dx=2
Example
The rational p-threshold reverses between zero and infinity
Example
A rational-kernel Frullani integral
Example
∫_-∞^∞(1+x²)⁻¹ dx converges absolutely
Example
The substitution x=1/t exchanges the two rational p-tests
Counterexample
A bounded truncation function need not have an improper limit
Example
|x-c|^-1/2 has a convergent improper integral across an interior singularity
Counterexample
1/x² has no finite Cauchy principal value at zero
Example
Convergence range of x⁻ᵖ(1+x)^-q on (0,∞) for rational exponents
Sources
- William F. Trench, Introduction to Real Analysis, Section 3.4
- William F. Trench, Introduction to Real Analysis, comparison of series and improper integrals
- William F. Trench, Introduction to Real Analysis, exercises on unbounded integrands
- William F. Trench, Introduction to Real Analysis, Examples 3.4.1–3
- William F. Trench, Introduction to Real Analysis, Frullani integral exercise
- William F. Trench, Introduction to Real Analysis, comparison-test examples