Complex Riemann Integral is Contour Integral
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Theorem
Let $f: \R \to \C$ be a complex Riemann integrable function over some closed real interval $\closedint a b$.
Then:
- $\ds \int_a^b \map f t \rd t = \int_\CC \map f t \rd t$
where:
- the integral on the left hand side is a complex Riemann integral
- the integral on the right hand side is a contour integral
- $\CC$ is a straight line segment along the real axis, connecting $a$ to $b$.
Proof
\(\ds \int_a^b \map f t \rd t\) | \(=\) | \(\ds \int_a^b \map f {\map \theta t} \map {\theta'} t \rd t\) | Complex Integration by Substitution: $\map \theta t = t$, $\map {\theta'} t = 1$ | |||||||||||
\(\ds \) | \(=\) | \(\ds \int_\CC \map f t \rd t\) | Definition of Complex Contour Integral |
$\blacksquare$