Affinely extended real number system

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In mathematics, the affinely extended real number system is obtained from the real number system R by adding two elements: +∞ and −∞ (pronounced "plus infinity" and "minus infinity"). These new elements are not real numbers. It is useful in describing various limiting behaviors in calculus and mathematical analysis, especially in the theory of measure and integration. The affinely extended real number system is denoted R or [−∞, +∞]. The affinely extended real number system should be distinguished from the projectively extended real numbers by having two infinities, rather than one.

When the meaning is clear from context, the symbol +∞ is often written simply as ∞.

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We often wish to describe the behavior of a function f(x), as either the argument x or the function value f(x) gets "very big" in some sense. For example, consider the function

f(x) = \frac{1}{x^2}

The graph of this function has a horizontal asymptote of y = 0. Geometrically, as we move farther and farther to the right down the x-axis, the value of \frac{1}{x^2} gets closer and closer to 0. This limiting behavior is similar to the limit of a function at a real number, except that there is no real number which x is approaching.

By adjoining the element +∞ to R, we allow ourselves to formulate a definition of such a "limit at infinity" which is topologically identical to the usual definition at a real number.

In measure theory, it is often useful to allow sets which have infinite measure and integrals whose value may be infinite.

Such measures arise naturally out of calculus. For example, if we are to assign a measure to R that agrees with the usual length of intervals, this measure must be larger than any finite real number. Also, when considering infinite integrals, such as

\int_1^{\infty}\frac{dx}{x}

the value "infinity" arises. Finally, we often wish to consider the limit of a sequence of functions, such as

f_n(x) = \begin{cases} 2n(1-nx), & \mbox{if } 0 \le x \le \frac{1}{n} \\ 0, & \mbox{if } \frac{1}{n} < x \le 1\end{cases}

Without allowing functions to take on infinite values, such essential results as the monotone convergence theorem and the dominated convergence theorem would not make sense.

The affinely extended real number system turns into a totally ordered set by defining −∞ ≤ a ≤ +∞ for all a. This order has the nice property that every subset has a supremum and an infimum: it is a complete lattice. The total order induces a topology on R. In this topology, a set U is a neighborhood of +∞ if and only if it contains a set {x : x > a} for some real number a, and analogously for the neighborhoods of −∞. R is a compact Hausdorff space homeomorphic to the unit interval [0, 1].

The arithmetic operations of R can be partially extended to R as follows:

  • a + ∞ = +∞ + a = +∞    if a ≠ −∞
  • a − ∞ = −∞ + a = −∞    if a ≠ +∞
  • a × ±∞ = ±∞ × a = ±∞    if a > 0
  • a × ±∞ = ±∞ × a = ∓∞    if a < 0
  • a / ±∞ = 0    if −∞ < a < +∞
  • ±∞ / a = ±∞    if 0 < a < +∞
  • ±∞ / a = ∓∞    if −∞ < a < 0

Here, "a + ∞" means both "a + (+∞)" and "a - (−∞)", and "a − ∞" means both "a − (+∞)" and "a + (−∞)".

The expressions ∞ − ∞, 0 × ±∞ and ±∞ / ±∞ are usually left undefined. These rules are modeled on the laws for infinite limits. However, in the context of probability or measure theory, 0 × ±∞ is usually defined as 0.

Note that 1 / 0 is not defined as either +∞ or −∞, because although it is true that whenever f(x) → 0 for a continuous function f(x), we must have that 1/f(x) is eventually in every neighborhood of the set {−∞, +∞}, it is not true that 1/f(x) must converge to one of these points. An example is f(x) = 1/(sin(1/x)).

Note that with these definitions, R is not a field and not even a ring. However, it still has several convenient properties:

  • a + (b + c) and (a + b) + c are either equal or both undefined.
  • a + b and b + a are either equal or both undefined.
  • a × (b × c) and (a × b) × c are either equal or both undefined.
  • a × b and b × a are either equal or both undefined
  • a × (b + c) and (a × b) + (a × c) are equal if both are defined.
  • if ab and if both a + c and b + c are defined, then a + cb + c.
  • if ab and c > 0 and both a × c and b × c are defined, then a × cb × c.

In general, all laws of arithmetic are valid in R as long as all occurring expressions are defined.

Several functions can be continuously extended to R by taking limits. For instance, one defines exp(−∞) = 0, exp(+∞) = +∞, ln(0) = −∞, ln(+∞) = +∞ etc.

Compare the real projective line, which does not distinguish between +∞ and −∞.

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