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Cauchy Principal ValueIn mathematics, the Cauchy principal value of certain improper integrals is defined as either -
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- where b is a point at which the behavior of the function f is such that
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- for any a < b and
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- for any c > b (one sign is "+" and the other is "−").
or -
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- where
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- and
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- (again, one sign is "+" and the other is "−").
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 -
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Nomenclature The Cauchy principal value of a function can take on several nomenclatures, varying for different authors. These include (but are not limited to): , , P.V., , , and V.P.. Examples Consider the difference in values of two limits: -
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The former is the Cauchy principal value of the otherwise ill-defined expression -
\left(\mbox{which}\ \mbox{gives}\ -\infty+\infty\right). Similarly, we have -
but -
The former is the principal value of the otherwise ill-defined expression -
\left(\mbox{which}\ \mbox{gives}\ -\infty+\infty\right). These pathologies do not afflict Lebesgue-integrable functions, that is, functions the integrals of whose absolute values are finite.
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