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Unbounded integrands

To see how to handle the problem of an unbounded integrand, we start with the following special cases.

Cases where has an infinite discontinuity only at an interior point c, a <c < b are handled by writing

and using the definitions to see if the integrals on the right-hand side exist. If both exist then the integral on the left-hand side exists. If either of the integrals on the right-hand side diverges, then does not exist.

Sean O Anderson
Wed Jan 17 10:43:17 EST 1996