Absolute Convergence of Improper Integrals

Since most of the tests of convergence for improper integrals are only valid
for positive functions, it is legitimate to wonder what happens to improper
integrals involving non positive functions. First notice that there is a very
natural way of generating a positive number from a given number: just take
the absolute value of the number. So consider a function f(x) (not necessarily
positive) defined on [a,b]. Then let us consider the positive function |f(x)| still
defined on [a,b]. It is easy to see that both functions f(x) and |f(x)| will exhibit
the same kind of improper behavior. Therefore, one may ask naturally what
conclusion do we have if we know something about the integral

We have the following partial answer:

If the integral
integral

is convergent, then the

is also convergent.

We have to be careful the converse is not true. Indeed, the improper integral

is convergent while the improper integral

is divergent. This is quite hard to show. On the other hand, it shows that the
convergence of

carries more information than just convergence.

In this case, we say that the improper integral

is absolutely

convergent. And if the improper integral

improper integral
convergent.

is convergent while the

is divergent, we say it is conditionally

Example. Establish the convergence or divergence of

Answer. We have an improper integral of Type II. Since the function

is not positive on
, we will investigate whether the given improper
integral is absolutely convergent. Hence we must consider the improper
integral

Let us check whether we have a Type I behavior. Clearly the point 0 is a bad
point. We leave it as an exercise to check that the function
unbounded around 0. So we must split the integral and write

First let us take care of the integral

We know that

when

. Hence we have

is indeed

when
. Since the integral
is convergent via the p-test, the
limit test enables us to conclude that the integral

is convergent. Next we take care of the improper integral

We can not use the limit test since the function

does not have a nice

behavior around
Hence we have

for any number x.

. But we know that

for any
. Since the improper integral
is convergent via
the p-test, the basic comparison test implies that the improper integral

is convergent. Therefore putting the two integrals together, we conclude that

the improper integral

is convergent. This clearly implies that the improper integral

is absolutely convergent.
Example. Show that the improper integral

is convergent.
Answer. As we mentioned before, this improper integral is not absolutely
convergent. So there is no need of considering the absolute value of the
function. Note that the integral is improper obviously because of
. 0 is
not a bad point since

But even if it is not a bad point, we will isolate it by writing

The integral

is not improper. So we concentrate on the integral

We know by definition that

Now consider the proper integral

Since

and

. An integration by parts gives

we get

Note now that the improper integral

convergent. Indeed, we have

is in fact absolutely

and since by the p-test the improper integral

is convergent, the
basic comparison test implies the desired conclusion, that
is

is convergent. Therefore the improper integral

is convergent. Since

then the improper integral

is convergent.