58
IMPROPER MULTIPLE INTEGRALS
21 C f, aft = 21/, - when c < 0.
Similarly
Thus 3), 4) give
f cf=cf f
-.f
c c
We now need only to pass to the limit a, /3 = ao .
60. Ze£ owe o/ the integrals
X / ’ x^
c > 0
f c< 0.
(1
converge. If f — g, except at a discrete set T) in 21, both integrals
converge and are equal. A similar theorem holds for the lower
integrals.
For let us suppose the first integral in 1) converges. Let
21 = A -f- T);
then
Now
JT/=//+//=//.
= Um 4,./=X / -
(2
(3
Thus the second integral in 1) converges, and 2), 3) show that
the integrals in 1) are equal.
61. 1. Let
$ A f 9 (1
—21
converge. Let f>g except possibly at a discrete set. Let
= Lv(f[^ a£21 !7i a f) 5 f = 21^ a3 ~ T) a(3 i Q a 0 = 21^ a(3 ® a /3*
If -
fa0 = O, g a ^=0, as a, /3 = CO,