convergent integral
convergent integral
[kən′vər·jənt ′in·tə·grəl] (mathematics)
An improper integral which has a finite value.
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which can be shown to be a convergent integral representing a finite present value.
Riemann's series theorem can be directly extrapolated to conditionally convergent integrals (see for example [5]).
This has motivated the consideration of random integral numerical methods to approximate infinite mean square convergent integrals. In fact, random Gauss-Hermite quadrature formulae are proposed to approximate the solution stochastic process in a more computable way.
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