Integration 411
also holds for k complex, let k = k 1 + ik 2 (k 2 I= 0). Then we have
k lb f(t) dt = (k1 + ik 2 ) [lb u(t) dt + i lb v(t) dt]
~ [k, J.' udt-k, J.' vdt] ++ J.' udt+k, J.' vdt]
= 1b(k1u-k2v)dt+i 1b(k2u+k1v)dt
= lb kf(t) dt
Property 6 follows at once from (7.2-1)
Property 7 is trivially true if l: f(t) dt = 0. If l: f(t) dt I= 0, let
lb f(t) dt = rei^8
where r = I l: f(t) dtl and () = Arg l: f(t) dt. Then we have
r = e-iO lb f(t) dt =lb e-iO J(t) dt =Re lb e-iO f(t) dt
b b b '
= 1 Re[e-i^8 f(t)] dt:::; 11e-i^8 f(t)I dt = 1 lf(t)I dt
where we have made use of properties 1 and 5, the fact that r is real, and
the inequality Rew :::; jwj. Clearly, equality holds iff
Re[e-i^8 f(t)] = lf(t)I
that is, iff e-iB f(t) ;'.'.: 0. Thus equality holds iff, for some n,
arg f(t) + 2mr =; () = Arg lb f(t) dt
whenever J(t) I= 0.
To prove 8 it suffices to note that the assumptions imply that g( ,,-) is
a continuous function on [c, d] and that g([c, d]) is also an interval [A, B]
(a compact and connected set) that contains the interval [a, b] (Fig. 7.1).
Hence by a known property of real integrals (see [2], p. 216),
lb u(t)dt = 1d u[g(r)]g'(r)dr
and