Consider a function f(x) which exhibits a Type I or Type II behavior on the interval [a,b] (in other words, the integral
- 1
- the limit exists (and is a number), in this case we say that the improper integral is convergent;
- 2
- the limit does not exist or it is infinite, then we say that the improper integral is divergent.
Example. Consider the function
Therefore the improper integral
converges if and only if the improper integrals
are convergent. In other words, if one of these integrals is divergent, the integral
The p-integrals Consider the function
we need to study the two improper integrals
We have
and
For both limits, we need to evaluate the indefinite integral
We have two cases:
- if p=1, then we have
- if
, then we have
- If p <1, then we have
and
- If p=1, then we have
and
- If p > 1, we have
and
is always divergent. Moreover, we have
is convergent if and only if p <1
is convergent if and only if p >1
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