In THIS ANSWER and THIS ONE, I provide primers on the Dirac Delta.
For any smooth test function $\phi$, we have for any $\nu >0$, there exists a $\delta>0$ such that $|\phi(x)-\phi(0)|<\nu$ whenever $|x|<\delta$. Then, we can write
$$\begin{align}
\lim_{\epsilon \to 0}\int_{-\infty}^\infty \phi(x)\text{Im}\left(\frac{1}{x+i\epsilon}\right)\,dx&=-\lim_{\epsilon \to 0}\int_{-\infty}^\infty \phi(x)\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\\\\
&=-\lim_{\epsilon \to 0}\int_{|x|\ge \delta} \phi(x)\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx-\lim_{\epsilon \to 0}\int_{-\delta}^\delta \phi(x)\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\\\\
&-\lim_{\epsilon \to 0}\int_{-\delta}^\delta \phi(x)\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\\\\
&=-\lim_{\epsilon \to 0}\left(\int_{-\delta}^\delta (\phi(x)-\phi(0))\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx-\phi(0)\int_{-\delta}^\delta \left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\right)\\\\
&=-\pi \phi(0)-\lim_{\epsilon \to 0}\int_{-\delta}^\delta (\phi(x)-\phi(0))\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\\\\
\end{align}$$
Note that we have for any $\nu>0$
$$\left|\int_{-\delta}^\delta (\phi(x)-\phi(0))\left(\frac{\epsilon}{x^2+\epsilon^2}\right)\,dx\right|\le 2\nu \arctan(\delta/\epsilon)\le \pi \nu $$
Therefore, for any smooth tests function $\phi$, we find
$$\lim_{\epsilon \to 0}\int_{-\infty}^\infty \phi(x)\text{Im}\left(\frac{1}{x+i\epsilon}\right)\,dx=-\pi \phi(0)$$
This is equivalent to the statement that
$$\lim_{\epsilon \to 0}\text{Im}\left(\frac{1}{x+i\epsilon}\right)\sim -\pi \delta(x)$$
in the sense of a regularization of the Dirac Delta.
Thank you! :)
– bluemoon May 23 '16 at 20:00translate to : $$\lim_{\epsilon \to 0} \int_R f(x) \frac{-\epsilon}{x^2+\epsilon^2}dx=-\pi f(0)$$
I just don't see the connection. In other words, how would I know that I have to show the satement you mentioned above?
– bluemoon May 23 '16 at 20:10