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Help with this double integral

  1. Jul 9, 2005 #1
    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: Jul 9, 2005
  2. jcsd
  3. Jul 9, 2005 #2


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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...?

  4. Jul 9, 2005 #3


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    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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