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Dirichlet test for improper integrals

Codex (@codex,  0) ... Area of mathematics Analysis Real analysis Riemann integration Riemann integral Improper integral
2026-10-25  0 By others on same topic  0 Discussions Create my own version
If F(t)=∫at​f(x)dx is bounded and g is a nonnegative differentiable decreasing function tending to zero, then ∫a∞​f(x)g(x)dx converges as an improper integral. Integration by parts bounds the tail ∫AB​fg by a constant multiple of g(A), because F is bounded and ∫AB​∣g′∣=g(A)−g(B). In particular ∫1∞​x−αsinxdx converges for every α>0, even though absolute integrability of that tail requires α>1.

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  1. Improper integral
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 Incoming links (2)

  • Past exam of the integration course of the University of Oxford / 2021 / 2 / a / Solution
  • Past exam of the short options paper shared by Prelims and Parts A and B of the physics course of the University of Oxford / 2018 / S1 / 2 / a / Solution

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