An improper integral is a type of definite integral where either the interval of integration is infinite or the integrand becomes infinite within the interval. When we're dealing with improper integrals, understanding convergence is critical.
- Convergence means that as you add up an infinite number of infinitely small parts, the sum approaches a finite value.
- If the integral converges, it equals a number. If it diverges, it doesn’t sum to a finite value.
In the context of the Laplace transform, you often encounter improper integrals since the upper limit extends to infinity. To affirm that the Laplace transform makes sense (converges), certain conditions on the parameter must be satisfied. For example, in the provided example, the convergence is only guaranteed when the variable is greater than zero.