Definition:Improper Integral/Unbounded Open Interval/Unbounded Above and Below

Definition
Let $f$ be a real function which is continuous everywhere.

Then the improper integral of $f$ over $\R$ is defined as:


 * $\displaystyle \int_{\mathop \to -\infty}^{\mathop \to +\infty} f \left({t}\right) \rd t := \lim_{\gamma \mathop \to -\infty} \int_\gamma^c f \left({t}\right) \rd t + \lim_{\gamma \mathop \to +\infty} \int_c^\gamma f \left({t}\right) \rd t$

for some $c \in \R$.

Usually $c$ is taken to be $0$ as this usually simplifies the evaluation of the expressions.

Also defined as
This concept can also be seen defined as:


 * $\displaystyle \int_{\mathop \to -\infty}^{\mathop \to +\infty} f \left({t}\right) \rd t := \lim_{\substack {b \mathop \to \infty \\ a \mathop \to -\infty} } \int_a^b f \left({t}\right) \rd t$

but this can be argued as being more opaque and less intuitively easy to grasp accurately.

Also denoted as
It is common to abuse notation and write:
 * $\displaystyle \int_{-\infty}^\infty f \left({t}\right) \rd t$

which is understood to mean exactly the same thing as $\displaystyle \int_{\mathop \to -\infty}^{\mathop \to + \infty} f \left({t}\right) \rd t$.