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In mathematics, the Cauchy principal value, named after Augustin Louis Cauchy, is a method for assigning values to certain improper integrals which would otherwise be undefined. ==Formulation== Depending on the type of singularity in the integrand ''f'', the Cauchy principal value is defined as one of the following: ;1) The finite number :: :where ''b'' is a point at which the behavior of the function ''f'' is such that :: for any ''a'' < ''b'' and :: for any ''c'' > ''b'' ::(see plus or minus for precise usage of notations ±, ∓). ;2) The infinite number :: ::where ::and . :In some cases it is necessary to deal simultaneously with singularities both at a finite number ''b'' and at infinity. This is usually done by a limit of the form :: ;3) In terms of contour integrals of a complex-valued function ''f''(''z''); ''z'' = ''x'' + ''iy'', with a pole on the contour. The pole is enclosed with a circle of radius ''ε'' and the portion of the path outside this circle is denoted ''L''(''ε''). Provided the function ''f''(''z'') is integrable over ''L(ε)'' no matter how small ε becomes, then the Cauchy principal value is the limit: :: :where two of the common notations for the Cauchy principal value appear on the left of this equation. In the case of Lebesgue-integrable functions, that is, functions which are integrable in absolute value, these definitions coincide with the standard definition of the integral. Principal value integrals play a central role in the discussion of Hilbert transforms. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Cauchy principal value」の詳細全文を読む スポンサード リンク
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