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Cauchy principal value : ウィキペディア英語版
Cauchy principal value

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
::\lim_ \left(f(x)\,\mathrmx+\int_^c f(x)\,\mathrmx\right )
:where ''b'' is a point at which the behavior of the function ''f'' is such that
::\int_a^b f(x)\,\mathrmx=\pm\infty for any ''a'' < ''b'' and
::\int_b^c f(x)\,\mathrmx=\mp\infty for any ''c'' > ''b''
::(see plus or minus for precise usage of notations ±, ∓).
;2) The infinite number
::\lim_\int_^a f(x)\,\mathrmx
::where \int_^0 f(x)\,\mathrmx=\pm\infty
::and \int_0^\infty f(x)\,\mathrmx=\mp\infty.
: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
::\lim_ \left(f(x)\,\mathrmx+\int_^}f(x)\,\mathrmx \right ).
;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:
::\mathrm \int_ f(z) \ \mathrmz = \int_L^
* f(z)\ \mathrmz = \lim_ \int_ f(z)\ \mathrmz,
: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)
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