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I was studying Fourier Transform; I could answer to this $\int_{-\infty}^\infty e^{-i\omega t}dt$ by Fourier Transform, but I have problem in $\int_0^\infty e^{-i\omega t}dt.$ I would be grateful if you help me to get the point of this integral.

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    So you want to integrate $\int_0^\infty e^{-jwt}dt.$2011-04-11

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It's the Fourier transform of the Heaviside step function (which is zero for $x<0$). It only exists in the sense of distributions. Does it help if I point you to entry number 313 in Wikipedia's table of transforms?

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    I was not aware of the difference. For me Laplace and Fourier transform is all the same just a bit rotated ;-)2011-04-11
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Assuming $\text{Im}\,\omega<0$ (for convergence), you can calculate the integral easily $\int_0^\infty e^{-i\omega t}dt = \frac{e^{-i\omega t}}{-i \omega} \biggl|_{t= 0}^{\infty} = \frac{i}{\omega}.$

As some people want to use the fourier transform for $\omega$ on the real line, they write $\frac{i}{\omega - i 0^+}$ where the $0^+$ reminds them that the original integral was only defined for $\omega$ in the lower half plane.

At some point, you might learn about distributions (which Hans Lundmark was referring to) and then you can use the Sokhatsky-theorem and rewrite it as $\int_0^\infty e^{-i\omega t}dt = \mathcal{P}\frac{i}{\omega} - \pi \delta(\omega).$

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    Thank you so much for your kind help.I'm thinking and studying to learn what you mentioned a$b$out Sokh$a$tsky Theorem $a$nd distributions.2011-04-12