Definite Integral to Infinity of Exponential of -a x minus Exponential of -b x over x

Theorem

 * $\displaystyle \int_0^\infty \frac {e^{-a x} - e^{-b x} } x \rd x = \ln \frac b a$

where $a$ and $b$ are strictly positive real numbers.

Proof
Note that the integrand is of the form:


 * $\displaystyle \int_0^\infty \frac {\map f {a x} - \map f {b x} } x \rd x$

where:


 * $\map f x = e^{-x}$

We have, by Derivative of Exponential Function:


 * $\map {f'} x = -e^{-x}$

which is continuous.

We also have, by Exponential Tends to Zero and Infinity:


 * $\displaystyle \lim_{x \mathop \to \infty} \map f x = \lim_{x \mathop \to \infty} e^{-x} = 0$

As $f$ is continuously differentiable, and $\displaystyle \lim_{x \mathop \to \infty} \map f x$ exists and is finite, we may apply Frullani's Integral, giving: