Improper Integrals Math Example 4

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Example 4

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Evaluate โˆซ0โˆžeโˆ’xโ€‰dx\displaystyle\int_0^{\infty} e^{-x}\,dx.

Solution

  1. 1
    limโกbโ†’โˆž[โˆ’eโˆ’x]0b=limโกbโ†’โˆž(1โˆ’eโˆ’b)=1\lim_{b\to\infty}[-e^{-x}]_0^b = \lim_{b\to\infty}(1-e^{-b}) = 1.

Answer

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As bโ†’โˆžb\to\infty, eโˆ’bโ†’0e^{-b}\to0. The total area under exponential decay is finite (equals 1).

About Improper Integrals

Integrals where the interval of integration is infinite (Type I: โˆซaโˆžf(x)โ€‰dx\int_a^{\infty} f(x)\,dx) or the integrand has an infinite discontinuity on the interval (Type II: โˆซabf(x)โ€‰dx\int_a^b f(x)\,dx where ff blows up at some point in [a,b][a, b]). Evaluated as limits of proper integrals.

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