Improper Integral

Definitions

∫a∞f(x)dx:=limt→∞∫atf(x)dx∫−∞af(x)dx:=limt→−∞∫taf(x)dx

If f(x) is continuous at x∈[a,b] except at x=a, $$
\int_{a}^{b} f(x) , dx := \lim_{ t \to a^{+} } \int_{t}^{b} f(x) , dx $$
Same thing goes for if the discontinuity is at b
If it is at c∈(a,b), then $$
\int_{a}^{b} f(x) , dx :=\int_{a}^{c} f(x) , dx +\int_{c}^{b} f(x) , dx