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Figure A.2: Derivation of the contour deformation principle.




                        Principal value integrals.  We must occasionally carry out integrations of the form
                                                             ∞

                                                       I =     f (x) dx
                                                            −∞
                        where f (x) has a finite number of singularities x k (k = 1,..., n) along the real axis. Such
                        singularities in the integrand force us to interpret I as an improper integral. With just
                        one singularity present at point x 1 , for instance, we define

                                         ∞                                  ∞
                                                           x 1 −ε
                                            f (x) dx = lim    f (x) dx + lim   f (x) dx
                                                     ε→0              η→0
                                        −∞               −∞                x 1 +η
                        provided that both limits exist. When both limits do not exist, we may still be able to
                        obtain a well-defined result by computing
                                                     x 1 −ε         ∞

                                              lim        f (x) dx +   f (x) dx
                                              ε→0
                                                    −∞            x 1 +ε
                        (i.e., by taking η = ε so that the limits are “symmetric”). This quantity is called the
                        Cauchy principal value of I and is denoted

                                                            ∞

                                                       P.V.    f (x) dx.
                                                            −∞
                        More generally, we have

                                          ∞
                                                             x 1 −ε         x 2 −ε
                                     P.V.    f (x) dx = lim     f (x) dx +     f (x) dx +
                                                      ε→0
                                          −∞               −∞             x 1 +ε
                                                              x n −ε         ∞
                                                    + ··· +      f (x) dx +    f (x) dx
                                                            x n−1 +ε       x n +ε
                        for n singularities x 1 < ··· < x n .
                          In a large class of problems f (z) (i.e., f (x) with x replaced by the complex variable
                        z) is analytic everywhere except for the presence of finitely many simple poles. Some
                        of these may lie on the real axis (at points x 1  < ·· · <  x n , say), and some may not.
                        Consider now the integration contour C  shown in Figure A.3. We choose R so large and
                        ε so small that C encloses all the poles of f that lie in the upper half of the complex




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