52
IMPROPER MULTIPLE INTEGRALS
If 1°,
iim X
/3=00 •'8 |B
or if 2°,
Mm T I/I
6=00
exist, then,
7» 7*
lim J /=J /-
a, 6=» »¿/la, ft Vi21
(1
For, if 2° holds, 1° holds also, since
asSt ^ 4 »-
p
Thus case 2° is reduced to 1°. Let then the 1° limit exist.
We have
J 9 ~J h '
*A)r „ »/21 „ «A>r „
*a/3
a/3 —*
as 4) in 44, l shows. Let now
T) a (3 == A ab — 2l a /3-
Tl ' el1 ’ / f </ *</ f 9-
-JaJ JqJ
(3
But !D aj3 = 0, as a, /3 = oo, by 54. Let us now pass to the limit
a, /3 — oo in 3). Since the limit of the last term is 0 by 53, 54, we
get
lini I g = lim I
a, /3=co *^2l a £ a, 6=cc .4a, ft'
9'
Similarly,
lim I h = lim I h.
a, /3=oo V_*L/3 a, 6=oo iT^aft
(4
(5
Passing to the limit in 2), we get, using 4), 5),
f /= lim g- f A |
J% a / a, 6=co (‘Liaft iLiaft I
= lim f f
a, 5=oo A ab
In a similar manner we may establish 1) for the lower integrals.