Cauchy Principal Value in R

The Cauchy Principal value is a is a method for assigning values to certain improper integrals which would otherwise be undefined.

For a singularity at a finite number b

We can also define over singularities. Let a<b<c, where b is a difficult point at which the behaviour of the f is such that

∫abf(x)dx=±∞

for any a<b, and

∫bcf(x)dx=∓∞

Then we can define the Cauchy Principle value for a singularity at a finite number b, as

p.v.∫acf(x)dx=limε→0+[∫ab−εf(x) dx+∫b+εcf(x)]

For a singularity at ∞

The Cauchy principle Value at infinity is defined as:

p.v.∫Rf=limx→∞∫−xxf

where

∫−∞0f(x)dx=±∞

and

∫0∞f(x)dx=∓∞$$Inthespecialcasethat:$f:R→R$,if$∫Rf$exists,then:$$p.v.∫Rf=∫Rf

In some cases it is necessary to deal simultaneously with singularities both at a finite number b and at infinity. This is usually done by a limit of the form

limη→0+limε→0+[∫b−1ηb−εf(x)dx + ∫b+εb+1ηf(x)dx].

In those cases where the integral may be split into two independent, finite limits,

limε→0+|∫ab−εf(x)dx|<∞

and

limη→0+|∫b+ηcf(x)dx|<∞

According to the my Complex Analysis by Paez:
Given a function f:R{x1,…,xn}→R such that xk<xk+1 for k∈{1,…,n−1} and f is not bounded for any neighbourhood around xk, and integrable over any interval [c,d]⊆R∖{x1,…,xn}, we define the Cauchy principal value of the integral ∫Rf as

p.v.∫−∞∞f(x)dx=limα→∞(∫−αx1−1/αf(x)dx+∑k=1n∫xk+1/αxk+1−1/αf(x)dx+∫xk+1/ααf(x)dx)

which can be the same from the definition from wikipedia but don't know how.

Calculating the Cauchy principal value can be useful, since if f is even and integrable over any interval in R we get that

∫0∞f(x)dx=limα→∞∫0αf(x)dx=12limα→∞∫−ααf(x)dx=12p.v.∫−∞∞f(x)dx