Proper Integrals

An integral is considered proper if the integrand is bounded over a finite interval (a, b).
illustration of a proper integral

In particular, two conditions must be satisfied for an integral to be classified as proper:

  • The integrand is bounded - that is, the function attains a maximum value M and a minimum value m within the interval of integration.
  • The interval of integration is finite - both the lower and upper limits are real, finite numbers.

If either of these conditions is not met, the integral is referred to as an improper integral.

And so on.

 
 

Please feel free to point out any errors or typos, or share suggestions to improve these notes. English isn't my first language, so if you notice any mistakes, let me know, and I'll be sure to fix them.

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