Any literature I seeked just had written that fact down without justifying it, as if it were so simply to see. And finally, I saw it: The confusion I had was that I misinterpreted
as being
only, i.e., disappearing at infinity (The closure of
is compact). Here, it definitely was not clear that its values already disappear before infinity.
The rule of partial integration says,
, where
. If the integration should go over the whole space, then
, and the same is with
.
Now, if
with
being an interval, it follows that
where
already disappers, because it has compact (and therefore bounded) support;
, where
and
are the left and right borders of
. And this is why
in the first question above.
For the sake of completeness, it is clear by the following what
should mean for
: