View Full Version : What is the result of this double integral?
arroy_0205
Jun23-08, 01:57 AM
Consider the double integral
\int_{-\infty}^{\infty}dx f(x) \, \int_{-\infty}^{\infty}dy g(y)
The first one gives 0 the second one gives infinity (diverges). Then how to express the result of the integral? Is it 0 or infinity or neither (indeterminate)? Any other comments about the integration?
What you wrote isn't so much a double integral as it is a product of two integrals. What rule from basic calculus can be used to resolve things that tend to 0\cdot\infty as some parameter tends to zero or infinity?
arroy_0205
Jun23-08, 10:15 AM
It was really wrong to call that a double integral.
L'Hospital rule come to my mind as the answer to your question but that is applicable in calculating limit problems. This is case different. I do not know of any method applicable here.
Also there is no "single parameter" in the problem which gives rise to 0\cdot\infty form.
L'Hospital rule come to my mind as the answer to your question but that is applicable in calculating limit problems. This is case different. I do not know of any method applicable here.
The improper definite integral
\int_{-\infty}^{\infty}f(x)\,dx
is shorthand for
\lim_{L\to\infty}\int_{-L}^{L}f(x)\,dx
So, how is this case any different?
HallsofIvy
Jun23-08, 10:37 AM
The improper definite integral
\int_{-\infty}^{\infty}f(x)\,dx
is shorthand for
\lim_{L\to\infty}\int_{-L}^{L}f(x)\,dx
So, how is this case any different?
NO! that is the "Cauchy Principal Value". The correct definition is
\lim_{A\to\infty}\lim_{B\to\infty}\int_{B}^{A}f(x) \,dx
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