Question: Show that is convergent. Solution We can't evaluate the integral directly because the antiderivative of e* is not an elementary function. We write ex dx

Show that is convergent. Solution We can't
Show that is convergent. Solution We can't evaluate the integral directly because the antiderivative of e"* is not an elementary function. We write ex dx = ex dx +/" ( dx and observe that the first integral on the right-hand side is just an ordinary definite integral. In the second integral we use the fact that for x 2 1 we have x 2 x, so -x s -x and therefore e"* sex. (See the figure below.) y = exs y= ex X The integral of ex is easy to evaluate as follows. ex dx = lim edx = lim (e-] - e-) = t -+ 00 Thus, taking f(x) = e-* and g(x) = e-* in the comparison theorem, we see that e - * dx is convergent. It follows that e- * dx is convergent

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