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Improper integral
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===Improper integrals over arbitrary domains=== If <math>f:\R^n\to\R</math> is a non-negative function that is Riemann integrable over every compact cube of the form <math>[-a,a]^n</math>, for <math>a>0</math>, then the improper integral of ''f'' over <math>\R^n</math> is defined to be the limit :<math>\lim_{a\to\infty}\int_{[-a,a]^n}f,</math> provided it exists. A function on an arbitrary domain ''A'' in <math>\mathbb R^n</math> is extended to a function <math>\tilde{f}</math> on <math>\R^n</math> by zero outside of ''A'': :<math>\tilde{f}(x)=\begin{cases}f(x)& x\in A\\ 0 & x\not\in A \end{cases}</math> The Riemann integral of a function over a bounded domain ''A'' is then defined as the integral of the extended function <math>\tilde{f}</math> over a cube <math>[-a,a]^n</math> containing ''A'': :<math>\int_A f = \int_{[-a,a]^n}\tilde{f}.</math> More generally, if ''A'' is unbounded, then the improper Riemann integral over an arbitrary domain in <math>\mathbb R^n</math> is defined as the limit: :<math>\int_Af=\lim_{a\to\infty}\int_{A\cap [-a,a]^n}f=\lim_{a\to\infty}\int_{[-a,a]^n}\tilde{f}.</math>
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