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An improper integral is a definite integral where either:
In both cases, the standard Riemann integral is undefined, but we can sometimes assign a finite value using limits.
If the limit exists and is finite, the improper integral converges. If the limit is infinite or doesn't exist, the integral diverges.
Improper integrals are central to probability (normalization constants), Laplace and Fourier transforms, and series convergence tests.
Replace infinity with a limit:
For both bounds infinite, split at any convenient point :
Both pieces must converge independently — otherwise the whole integral diverges.
If is unbounded at inside , split and take limits:
If the singularity is at :
The critical exponent is . Note the opposite convergence rules for the two cases.
If on the interval:
Useful when the integral itself is hard but the bound is easy.
An improper integral converges if the limit defining it is finite. Otherwise it diverges, meaning the area under the curve is either infinite or undefined.
The p-test applies to integrals of the form ∫1/x^p over [1, ∞) or (0, 1]. It's most useful as a comparison: if your integrand behaves asymptotically like 1/x^p, you can determine convergence quickly.
An improper integral converges absolutely if ∫|f| converges. It converges conditionally if ∫f converges but ∫|f| diverges. Absolute convergence is strictly stronger.
Yes — the area can be infinite. ∫_1^∞ 1/x dx is the canonical example: the curve y = 1/x is everywhere positive over [1, ∞), yet the area underneath is infinite (diverges).
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