Can All Integrals from -∞ to ∞ Be Written as Limits?

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    Infinity Integrals
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Discussion Overview

The discussion centers around whether integrals from -∞ to ∞ can always be expressed as limits, particularly in the context of continuous functions and specific examples involving even functions and sine functions. The scope includes theoretical considerations of improper integrals and their convergence.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions if all integrals from -∞ to ∞ can be expressed as limits, proposing the limit of integrals from -N to N for a continuous function f.
  • Another participant argues that the limits must consider both bounds, suggesting the limit should be expressed as lim_{N -> ∞, M -> -∞} ∫_{M}^{N} f(x)dx, and notes that this limit is known as the principal value of the integral.
  • A participant presents a specific case involving the integral of f(x)sin(x) over -∞ to ∞, questioning whether this interval is symmetric and if their argument for the integral being zero holds under these conditions.
  • It is noted that the argument for the integral being zero holds if |f(x)| is integrable over the entire real line; otherwise, the integral may be indeterminate.

Areas of Agreement / Disagreement

Participants express differing views on the conditions under which integrals from -∞ to ∞ can be expressed as limits, with no consensus reached on the generality of the initial claim. The discussion remains unresolved regarding the implications of symmetry and integrability in specific cases.

Contextual Notes

Participants highlight the importance of integrability conditions and the independence of the limits in defining the integral's value. There is an acknowledgment of the potential for indeterminate forms if certain conditions are not met.

Niles
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Hi all

If I have an integral from -∞ to ∞, then is it always true that we can write it as a limit? I.e. if we have a continuous function f, then is it always true that

[tex] \int_{ - \infty }^\infty {f(x)dx = \mathop {\lim }\limits_{N \to \infty } \int_{ - N}^N {f(x)dx} } [/tex]
?
 
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No, the lower bound is independent of the upper bound, it is actually:

[tex]lim_{N -> \infty, M -> -\infty}\int^{N}_{M}f(x)dx[/tex]

But if this limit exists then it equals the expression as you wrote it.

Your limit is called the principal value (p.v.) of the integral.
 
Thanks for the swift response. What if I have e.g.

[tex] \int_{ - \infty}^\infty {f(x)\sin xdx} [/tex]
where I know that f is an even function? I wish to argue that the integral is zero since it runs over a symmetric interval, but I am not sure if - ∞..∞ is a symmetric interval? That is why I tried writing the limits, but if they are independent, then I am not quite sure my argument holds.
 
Last edited:
Niles said:
Thanks for the swift response. What if I have e.g.

[tex] \int_{ - \infty}^\infty {f(x)\sin xdx} [/tex]
where I know that f is an even function? I wish to argue that the integral is zero since it runs over a symmetric interval, but I am not sure if - ∞..∞ is a symmetric interval? That is why I tried writing the limits, but if they are independent, then I am not quite sure my argument holds.

The argument holds as long as |f(x)| is integrable over the entire real line. If not, then the integral you want is indeterminate.
 

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