Given that \(\int_a^\infty f (x)dx\)and \(\int_a^\infty g (x)dx\)are both convergent.
\( \Rightarrow \int_a^\infty g (x)dx = \mathop {\lim }\limits_{t \to \infty } \int\limits_a^t {g(x)dx} \)and\(\int_a^\infty {f(x)} dx = \mathop {\lim }\limits_{t \to \infty } \int\limits_a^t {f(x)dx} \)
Then \(\int\limits_a^\infty {(f(x) + g(x))} dx\) can be expressed as:
\(\begin{array}{c}\int\limits_a^\infty {(f(x) + g(x))} dx = \mathop {\lim }\limits_{t \to \infty } (\int\limits_a^t {f(x)dx} + \int\limits_a^t {g(x)dx} )\\ = \mathop {\lim }\limits_{t \to \infty } \int\limits_a^t {f(x)dx} + \mathop {\lim }\limits_{t \to \infty } \int\limits_a^t {g(x)dx} \,\,\,(As\,both\,\lim its\,are\,finite)\\ = \int\limits_a^\infty {(f(x))} dx + \int\limits_a^\infty {(g(x))} dx\end{array}\)
As given both limits are convergent, therefore, \(\int\limits_a^\infty {(f(x) + g(x))} dx\)is also convergent.
So the given statement is true.