Let the function f(z) be analytic in the upper half-plane and such that ∣f(z)∣→0 as ∣z∣→∞. Show that
P∫−∞∞xf(x)dx=iπf(0),
where P denotes the Cauchy principal value.
Use the Cauchy integral theorem to show that
P∫−∞∞x−tu(x,0)dx=−πv(t,0),P∫−∞∞x−tv(x,0)dx=πu(t,0),
where u(x,y) and v(x,y) are the real and imaginary parts of f(z).