Improper integrals in real analysis

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Prove that, if $f$ is a non-negative continuous function with domain $[1,\infty$) such that the limit

$$\lim_{n\to\infty}\int_{1}^{n}f(x)dx$$ (where $n$ is an integer) exists, then the improper integral

$$\int_{1}^{\infty}f(x)dx$$

converges and

$$\lim_{n\to\infty}\int_{1}^{n}f(x)dx = \int_{1}^{\infty}f(x)dx$$


I honestly have no idea where to even start with this proof, because to me this looks like the definition of an improper integral. Any thoughts?

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You're overlooking an important thing. The initial assumption is the existence of $\lim_{n\to\infty}\int_{1}^{n}f(x)\,dx$, where the limit is taken over integer points $n$ (consider this as the usual limit of a sequence).

You cannot foresee a priori the behaviour of $\int_1^t f(x) \,dx$ when $t$ is not an integer.

That's when the non-negativity of $f$ comes into play: it tells you that the function $t\to \int_1^t f(x) \,dx$ is increasing, and it therefore has a limit as $t$ goes to $\infty$, say $L\in [0,\infty]$.

But it's possible to prove formally (using the very definition of limits) that $$\lim_{n\to\infty, n\in \mathbb N}\int_{1}^{n}f(x)\,dx =\lim_{t\to \infty} \int_1^t f(x) \, dx= L $$

Hence $L$ is finite.