Integral to Infinity of Dirac Delta Function

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Theorem

Let $\map \delta x$ denote the Dirac delta function.

Then:

$\ds \int_0^{+ \infty} \map \delta x \rd x = 1$


Proof

We have that:

$\map \delta x = \ds \lim_{\epsilon \mathop \to 0} \map {F_\epsilon} x$

where:

$\map {F_\epsilon} x = \begin {cases} 0 & : x < 0 \\ \dfrac 1 \epsilon & : 0 \le x \le \epsilon \\ 0 & : x > \epsilon \end {cases}$


We have that:

\(\ds \int_0^{+ \infty} \map {F_\epsilon} x \rd x\) \(=\) \(\ds \int_0^\epsilon \dfrac 1 \epsilon \rd x + \int_\epsilon^\infty 0 \rd x\) Definition 1 of $\map {F_\epsilon} x$
\(\ds \) \(=\) \(\ds \int_0^\epsilon \dfrac 1 \epsilon \rd x + \lim_{L \mathop \to \infty} \int_\epsilon^L 0 \rd x\) Definition of Improper Integral
\(\ds \) \(=\) \(\ds \dfrac 1 \epsilon \paren {\epsilon - 0} + \lim_{L \mathop \to \infty} \paren {0 \times \paren {L - \epsilon} }\) Definite Integral of Constant
\(\ds \) \(=\) \(\ds 1 + \lim_{L \mathop \to \infty} 0\) simplification
\(\ds \) \(=\) \(\ds 1\)


Then:

\(\ds \int_0^{+ \infty} \map \delta x \rd x\) \(=\) \(\ds \lim_{\epsilon \mathop \to 0} \int_0^{+ \infty} \map {F_\epsilon} x \rd x\) Definition 1 of Dirac Delta Function
\(\ds \) \(=\) \(\ds \lim_{\epsilon \mathop \to 0} 1\) from above
\(\ds \) \(=\) \(\ds 1\)

Hence the result.

$\blacksquare$


Sources