Improper integrals and independent endpoint limits
An improper integral is the finite limit of proper integrals as a singular endpoint or an infinite endpoint is approached.
Key knowledge
An improper integral is the finite limit of proper integrals as a singular endpoint or an infinite endpoint is approached. With multiple singularities or both infinite tails, split the domain and require each one-sided limit separately. Symmetric principal-value cancellation alone does not establish improper convergence.
Values and equations
∫ₐ^∞ f(x)dx=lim_(R→∞)∫ₐᴿ f(x)dx
- f
- Real function Riemann integrable on every [a,R]
- a
- Finite regular lower endpoint
- R
- Upper cutoff tending independently to infinity
Conditions and scope
- The function is properly Riemann integrable on every closed subinterval avoiding the specified singularities.
- Absolute convergence means convergence of the improper integral of |f|; it implies convergence, and domination by a convergent nonnegative integral is sufficient.
Sources · 1
References
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Evidence and review
Definitions 12.24 and 12.26 plus independent-limit convention, printed pages 255–257; Definition 12.32 and Theorem 12.33 with proof, printed pages 258–259. Principal-value distinction follows directly from the separate-limit convention.
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