§ 1. In his treatise on Fourier Series and Integrals Carslaw quotes without proof Sommerfeld's theorem that
when the limit on the right-hand side exists. In applied mathematics, he remarks, it is this limit, rather than the corresponding Fourier repeated integral which occurs.
In the present paper I propose to extend this result in various ways. After proving Sommerfeld's result on the general hypothesis, not considered by him, that the integral is a Lebesgue integral, I show that the limit in question is whenever the origin is a point at which f(u) is the differential coefficient of its integral, and I obtain the corresponding results for
In all their generality these statements are only true when the interval (0, p) is a finite one. I then show how, under a variety of hypotheses with respect to the nature of f(x) at infinity, they can be extended so as to be still true when p = + ∞ . These hypotheses correspond precisely to those which have been proved f to be sufficient for the corresponding statements as to the Fourier sine and cosine repeated integrals in their usual forms.