I was reading through the Accepted Answer to this question and am having trouble with one part of the reasoning given. To quote part of the answer:
Detail: We used the following fact above: Given a test function ϕ on R, there exists a test function ψ with ϕ=ψ′ if and only if ∫ϕ=0. In case this is not clear: First, if ϕ=ψ′ then ∫ϕ=∫ψ′=0 because ψ has compact support. Suppose on the other hand that ∫ϕ=0, and define ψ(x)=∫x−∞ϕ. Then ψ′=ϕ and hence ψ is infinitely differentiable, while the fact that ∫ϕ=0 shows that ψ has compact support.
I understand that since $\psi' = \phi$, $\psi$ is infinitely differentiable since $\phi$ is infinitely differentiable. However, why does the fact that $\int\phi = 0$ imply that $\psi$ has compact support?
I think that by using the fundamental theorem of calculus, since $\psi' = \phi$, we can show that $\lim_{x \to +/-\infty} \psi(x) = 0$, but some digging around suggests that this is not enough to conclude that $\psi$ would have compact support.