a sufficient condition for convergence of integral
Suppose that the real function is positive and continuous on the interval . A sufficient condition for the convergence (http://planetmath.org/ConvergentIntegral) of the improper integral
(1) |
is that
(2) |
Proof. Assume that the condition (2) is in . For an indirect proof (http://planetmath.org/ReductioAdAbsurdum), make the antithesis that the integral (http://planetmath.org/RiemannIntegral) (1) diverges (http://planetmath.org/DivergentIntegral).
Because of the positiveness, we have . We can use l’Hôpital’s rule (http://planetmath.org/LHpitalsRule):
Using the http://planetmath.org/node/11373substitution we get
and dividing this equation by and taking limits (http://planetmath.org/ImproperLimits) yield ( is bounded!)
This contradictory result shows that the antithesis is wrong; thus (1) must be convergent (http://planetmath.org/ConvergentIntegral).
Note. The condition (2) is not necessary for the convergence of (1). This is seen e.g. in the case of the converging of (2) equals 1.