absolute convergence of integral and boundedness of derivative
Theorem. Assume that we have an http://planetmath.org/node/11865absolutely converging integral
where the real function and its derivative are continuous![]()
and additionally bounded on the interval . Then
| (1) |
Proof. If , we obtain
from which
| (2) |
Using the boundedness of and the absolute convergence![]()
, we can estimate upwards the integral
whence is finite and thus converges absolutely. Hence (2) implies
i.e. exists as finite, therefore also
Antithesis: . It implies that there is an such that
If now , then we had
This means that and consequently also would be divergent. Since it is not true, we infer that , i.e. that the assertion (1) is true.