I recently learned the following definition for type 2 improper integrals (unbounded functions):
Let $a < b$.
Let $f$ be a continuous function on $(a, b]$.
We define the integral of $f$ from $a$ to $b$ as
$$ \int_a^b f(x) \, dx = \lim_{c \to a^+}\left[ \int_c^b f(x) \, dx \right] $$
assuming this limit exists.
The integral is convergent when the limit exists.
The integral is divergent when the limit doesn't exist.
Must $f$ be a continuous function in this definition?
Would it be enough, or equivalent, to claim that $f$ is defined on $(a, b]$ and assume that the integral exists?
Best Answer
The function doesn't have to be continuous. On the other hand, it must be assumed that the restriction of $f$ to each interval $[c,b]$, with $c\in(a,b)$, is integrable.