Index: > A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Business Industries Finance Tax

Home > Cauchy principal value


In mathematics, the Cauchy principal value of certain improper integrals is defined as either
where b is a point at which the behavior of the function f is such that
for any a < b and
for any c > b (one sign is "+" and the other is "−").

or

where
and
(again, one sign is "+" and the other is "−").

Examples

Consider the difference in values of two limits:

The former is the Cauchy principal value of the otherwise ill-defined expression

Similarly, we have

but

The former is the principal value of the otherwise ill-defined expression

These pathologies do not afflict Lebesgue-integrable functions, that is, functions the integrals of whose absolute values are finite.

Mathematical analysis



Non User