I have the following integral
$\int_0^\infty\frac{\partial}{\partial\alpha}(1-2x)dx$,
with $\alpha$ independent of $x$. Is this defined at all? If yes, is the answers zero? I keep on reading that a definite integral of zero is zero but I am not convinced. Does that follow from
$\int_0^\infty0dx=0\lim_{b\rightarrow\infty}\int_0^bdx=0\lim_{b\rightarrow\infty}x]_0^b=0$?
My problem with this calculation is that I have to multiply zero by infinity which I believe is not defined. Thank you for your time.
In Lebesgue's theory, zeros times infinity equals zero, so your integral is well defined and its value is indeed 0: $$\int_{0}^{\infty} 0.dx = 0.\mu({\mathbb{R})}= 0$$
Careful, you can't tell $\lim{f(x).g(x)}$ with $\lim_{x\to\infty} f(x) = \infty$ and $\lim_{x\to\infty} g(x) = 0$ in general tough: For instance