Improper Integrals: Solve ∫-∞ to ∞ e^-|x| dx

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SUMMARY

The improper integral ∫-∞ e-|x| dx can be solved by splitting it into two separate integrals: ∫-∞0 ex dx and ∫0 e-x dx. This approach effectively handles the absolute value by utilizing piecewise functions. The evaluation of these integrals leads to a convergent result, confirming the integral's solvability.

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Homework Statement



[itex]\int_{-\infty}^{+\infty} e^{-\left|x\right|} \,dx[/itex]

The Attempt at a Solution


So I know you are supposed to split this integral up into two different ones, from (b to 0) and (0 to a) where b is approaching - infinity, and a is approaching +infinity, but how would I take that antiderivative? Since the absolute value has a piecewise derivative.
 
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Panphobia said:

Homework Statement



[itex]\int_{-\infty}^{+\infty} e^{-\left|x\right|} \,dx[/itex]

The Attempt at a Solution


So I know you are supposed to split this integral up into two different ones, from (b to 0) and (0 to a) where b is approaching - infinity, and a is approaching +infinity, but how would I take that antiderivative? Since the absolute value has a piecewise derivative.

Hi Panphobia!

Do you see you can write it as ##\int_{-\infty}^0 e^x\,dx +\int_0^{\infty} e^{-x}\,dx##?
 
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I totally missed that, but yea I see it now, thanks!
 

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