Consider a function f(x) which exhibits a Type I or Type II behavior on the interval [a,b] (in other words, the integral is improper). We saw before that the this integral is defined as a limit. Therefore we have two cases:
- 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 on [0,1]. We have
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 will be divergent.
The p-integrals Consider the function (where p > 0) for . Looking at this function closely we see that f(x) presents an improper behavior at 0 and only. In order to discuss convergence or divergence of
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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