Subject: Calculus, Improper Integrals

University: Anton de Kom University of Suriname (ADEKUS)

Student: Renaldo Sabajo
Class notes

Improper Integrals
An improper integral is an extended version of the definite integral where we have an infinite
interval [𝑎, 𝑏], and also where the function 𝑓 has an infinite discontinuity in [𝑎, 𝑏].
Application: probability distributions.
Here we will discuss only type 1 intervals.
Type 1: Infinite intervals
1
Assume we have an infinite region S that lies under the curve 𝑥 2 , above the x-axis, and to the
right of the vertical line 𝑥 = 1. The reader should be able to sketch this region S.
Since S is apparently infinite, then the area should also be infinite, but that is not entirely
correct. Assume we want to calculate the area from 𝑥 = 1 to 𝑥 = 𝑡 (𝑡 is huge, 𝑡 ∈ ℝ), then
𝑡
1 1 1
𝐴𝑟𝑒𝑎 = 𝐴(𝑡) = ∫ 2
𝑑𝑥 = [−𝑥 −1 ]1𝑡 = − + 1 = 1 −
1 𝑥 𝑡 𝑡
Remark: 𝐴(𝑡) < 1 as 𝑡 → ∞. Verify this using your sketch!
1
We see that lim 𝐴(𝑡) = lim 1 − 𝑡 = 1.
𝑡→∞ 𝑡→∞

1
Question 1: Wat does lim 1 − 𝑡 = 1 means?
𝑡→∞

To answer question 1, try to make sketches of 𝐴(𝑡)and for 𝑡 = 1, 𝑡 = 5, 𝑡 = 10 and

compute it. Now let 𝑡 → ∞, what conclusion can we make?
It follow from question 1 that:
∞ 𝑡
1 1
∫ 2 𝑑𝑥 = lim ∫ 2 𝑑𝑥 = 1
1 𝑥 𝑡→∞ 1 𝑥

1
General definition of improper integrals of type 1
Assume that the limit exists for 𝑓(𝑥) (as a finite number), then
𝑡 ∞ 𝑡
a) If ∫𝑎 𝑓(𝑥)𝑑𝑥 exists for every 𝑡 ≥ 𝑎, then ∫𝑎 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥.
𝑡→∞
𝑏 𝑏 𝑏
b) If ∫𝑡 𝑓(𝑥)𝑑𝑥 exists for every 𝑡 ≤ 𝑏, then ∫∞ 𝑓(𝑥)𝑑𝑥 = lim ∫𝑡 𝑓(𝑥)𝑑𝑥. Note that b is
𝑡→−∞
the supremum, which means that every t is smaller than b, that’s why we have
𝑡 → −∞.
∞ 𝑏
If the limit of∫𝑎 𝑓(𝑥)𝑑𝑥 and ∫∞ 𝑓(𝑥)𝑑𝑥 exist, then these improper integrals are called
convergent, and divergent if their limit does not exist.

References
Stewart, J. (2008). Calculus Early Transcendentals. Belmont : Thomson Brooks/Cole.