72
IMPROPER MULTIPLE INTEGRALS
But for a fixed n
Jg
Then
is limited in 33.
Hence for Cr 0 sufficiently large,
r f < T/ , at each point of 33, Cr 0 < &-
*dr
where T № , y ra are points of T in (5 n , c„.
Hence — — —
LJr-LS n + Lo£n
(6
(7
(8
Now 33o may not be complete; if not let B G be completed 33«.
As 33 is complete,
LSj=.LJj-
-%0—yn '—B Q— Y»
We may therefore write 8), using 5)
-«+№//+/ fzff+S /•
Z«^g *"B«Zg„ '¿B ( ;'Ly n
By 75, the last term on the right = 0 as n = go. Thus passing
to the limit,
f f/Clini f f /,
C ( d
since e > 0 is small at pleasure.
On the other hand, passing to the limit Gr = oo in 7), and then
n — oo, we get
lim f f < f f
(10
Thus 3), 10), 9), and 4) give 1).
Let us now suppose that the middle term of 1) is divergent.
We have as before
J J*< limj^ J* < J /.
Hence the integral on the right of 1) is divergent.