Proper Integrals
[14/100%]We define
and
Is integrable?
Let the function (cf. also Problem 169 of this Part, Problem 240 of Part VIII) be given by
Show that is continuous for every irrational , discontinuous for every rational and properly integrable over any interval.
The two functions and are properly integrable over . Subdivide the interval:
If (the subinterval of maximal length converges to ) we obtain the relation
Suppose that is properly integrable over and properly integrable over , . Then
Let denote a properly integrable function on . There exist to every positive number two step-functions, and , such that for the entire interval
and
It is even possible to choose and so that their points of discontinuity are equidistant.
(continued). If is of bounded variation and may be chosen so that the total variation of neither exceeds the total variation of .
We define
Then we have ( integer) the limit relation
for any properly integrable function on .
Sketch (see Problem 3 of Part VIII).
Let be properly integrable over . Then we can prove that
(continued). Yet
The function is properly integrable over for .
If is properly integrable over the points of continuity of are everywhere dense on this interval.
The function is properly integrable over . The equation
is satisfied if and only if at every point of continuity of , .
Assume that the function is properly integrable over , that on this interval and that the function is continuous on . Then also is properly integrable over .
If and are properly integrable need not be properly integrable (see Problems 98, 99).