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An improper Riemann integral of the first kind, where the region in the plane implied by the integral is infinite in extent horizontally. The area of such a region, which the integral represents, may be finite (as here) or infinite. An improper Riemann integral of the second kind, where the implied region is infinite vertically.
An even larger, multivolume table is the Integrals and Series by Prudnikov, Brychkov, and Marichev (with volumes 1–3 listing integrals and series of elementary and special functions, volume 4–5 are tables of Laplace transforms).
Limits of integration can also be defined for improper integrals, with the limits of integration of both + and again being a and b. For an improper integral ∫ a ∞ f ( x ) d x {\displaystyle \int _{a}^{\infty }f(x)\,dx} or ∫ − ∞ b f ( x ) d x {\displaystyle \int _{-\infty }^{b}f(x)\,dx} the limits of integration are a and ∞, or − ...
In mathematics, Frullani integrals are a specific type of improper integral named after the Italian mathematician Giuliano Frullani.The integrals are of the form ()where is a function defined for all non-negative real numbers that has a limit at , which we denote by ().
Then | | + + + + + | | so | | + + + + + | | This shows that the sum of the four integrals (in the middle) is finite if and only if the integral of the absolute value is finite, and the function is Lebesgue integrable only if all the four integrals are finite. So having a finite integral of the absolute value is equivalent to the conditions for ...
The first two integrals are iterated integrals with respect to two measures, respectively, and the third is an integral with respect to the product measure. The partial integrals ∫ Y f ( x , y ) d y {\textstyle \int _{Y}f(x,y)\,{\text{d}}y} and ∫ X f ( x , y ) d x {\textstyle \int _{X}f(x,y)\,{\text{d}}x} need not be defined everywhere, but ...
An integral which is in fact a direct generalization of the Riemann integral is the Henstock–Kurzweil integral. Another way of generalizing the Riemann integral is to replace the factors x k + 1 − x k in the definition of a Riemann sum by something else; roughly speaking, this gives the interval of integration a different notion of length.
A different technique, which goes back to Laplace (1812), [3] is the following. Let = =. Since the limits on s as y → ±∞ depend on the sign of x, it simplifies the calculation to use the fact that e −x 2 is an even function, and, therefore, the integral over all real numbers is just twice the integral from zero to infinity.