Help with this double integral

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SUMMARY

The discussion centers on evaluating the double integral \(\int_a^{\infty}\int_a^{\infty}dxdyF(y/x)\) and the challenges associated with changing variables. The suggested substitution of \(y/x=u\) and \(x=v\) raises questions about the new integration limits, particularly when \(a\) can be 0 or 1. Daniel clarifies that \(u\) can be treated as the inner integral with limits from \(a/x\) to infinity, while noting that \(v=x\) does not affect the outcome of the integral.

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eljose
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i would need help with this integral:

[tex]\int_a^{\infty}\int_a^{\infty}dxdyF(y/x)[/tex]

now i make the change of variable y/x=u x=v then what would be the new integration limits?..thanks.

where a can be 0 or 1
 
Last edited:
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U can't make that substitution. I hope you see why. Depending on the shape of the function "F", you may integrate directly. The integral may very easily diverge, but that wouldn't be a catastrophe, would it...?

Daniel.
 
You can make u the inner integral. The limits will be a/x to inf. and you will have 1/x in the integrand. v=x is irrelevant - it doesn't change anything.
 

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