Cauchy criterion for an improper integral 2026-10-31
For a locally integrable real or complex function, the displayed tail condition is equivalent to ordinary convergence of its improper integral at infinity. Apply the Cauchy criterion for a function limit to its truncated integrals, using completeness of the real or complex numbers. The necessity follows by subtracting two nearby-to-limit truncations; sufficiency follows by first taking a convergent sequence of truncations and then bounding all other late truncations against it. The analogous criterion applies at a finite singular endpoint. Bounding the modulus of every tail by its absolute-value integral proves that an absolutely convergent improper integral converges ordinarily.