improper_integral

introduction

%%visits: 2 ## intuition

absolute convergence implies convergence, but the other way round is not true. why? Because oscillatory diminishment is a big factor in convergence.

rigour

Case to infinity: Let $f:[a,\infty) \to \mathbb{R}, f \in \fancy{R}[a,b], \forall b > a,$ one has $\int_{a}^{\infty}f(x)dx `:=` \lim_{b \to \infty} \int_{a}^{b}f(x)dx$

Case to -infinity: Let $f:(-\infty,b] \to \mathbb{R}, f \in \fancy{R}[a,b], \forall a> b,$ one has $\int_{-\infty}^{b}f(x)dx `:=` \lim_{a \to -\infty} \int_{a}^{b}f(x)dx$

Now to consider the case of from −∞ to we have to combine the two definitions, but doing so carefully.

Case from -infinity to infinity: Let $f:(-\infty,\infty] \to \mathbb{R}, f \in \fancy{R}[a,b], \forall a< b,$ one has $\int_{-\infty}^{\infty}f(x)dx `:=` lim_{b \to \infty} \int_{0}^{b} f(x)dx + \lim_{a \to -\infty} \int_{a}^{0}f(x)dx$

af(x)dx converges absolutely if a|f(x)|dx converges

If two improper_integrals converge, then their sums also converge.

Let f and g be continuous on [a, ∞) st (i) the integral axf(t)dt is bounded and (ii) is continuously differentiable as f(x) → ∞ as x → ∞ and is monotone then the integral. a converges

absolute converge imples

Integral test

$\sum _{k=1}^{\infty} f(k)$ converges  ⇔ ∫af(x)dx converges and the value can be estimated by $\int_{1}^{\infty}f(x) dx \le \sum _{k=1}^{\infty} f(k) \le \int_{0}^{\infty}f(x) dx$

exam clinic

examples and non-examples

resources

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