Exercises on limits of integrals and notions of convergence
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The exercises compute limits and series of integrals of functions on intervals of R with the Lebesgue measure λ, and study the convergence of sequences of such functions.
because 2/n→0. Therefore fn→0 pointwise on (0,2). Moreover, since tanh(nx)≤1 and 2+nx3≥2,
0≤fn(x)=sinxtanh(nx)2+nx31≤2sinx1=:g(x).
We check that ∫021/sinxdλ<+∞, with the graph of sinx in Figure 2.
Figure 2. The drawing of Example 2: the graph of sinx for x∈[0,2], with its maximum 1 at π/2, the dotted segment at x=2, and the points π/2, 2 and π on the axis.
As x→0+ we have sinx∼x, hence 1/sinx∼1/x. Moreover ∫021/xdλ<+∞, hence g∈L1((0,2)). By the dominated convergence theorem, Theorem 8 of the previous post with p=1,fn→0 in L1((0,2)).
Remark 3. Let (X,M,μ) be a measure space and let fn,f∈L1(X) for every n. If fn→f in L1(X), then
Example 4. Compute limn∫0∞fndλ, where, for every integer n≥1, the function fn:(0,+∞)→R is given by
fn(x)=1+x2π−arctan(nx).
Remark 5.Figure 3 draws the graph of the function arctan on R, with the dashed level π/2 and the value −π/2 marked on the left.
Figure 3. The drawing of Remark 5: the graph of the function arctan on R, with the dashed level π/2 and the value −π/2 marked on the left.
Since arctan(nx)<π/2 for every x∈(0,∞), the functions fn of Example 4 are positive on (0,∞). Let x∈(0,+∞). Then nx→+∞ as n→+∞, hence limn→∞arctan(nx)=π/2. Therefore fn(x)=(π/2−arctan(nx))/(1+x)→0 as n→+∞, and fn→0 pointwise on (0,∞). Observe that, since −arctan(nx)≤π/2,
because 1/n≤1, and g1∈L1((1,∞)). Notice that g1∈/L1((0,1)). Also ∣fn(x)∣≤π/(1+x)=:g2(x), and g2∈L1((0,1)). Therefore
∣fn∣≤g2χ(0,1)+g1χ(1,∞)almost everywhere on (0,+∞),
where g2χ(0,1) and g1χ(1,∞) belong to L1((0,∞)), and so does their sum. By the dominated convergence theorem, Theorem 8 of the previous post with p=1,fn→0 in L1((0,∞)). Hence, by Remark 3,
nlim∫0∞fndλ=∫0∞0dλ=0.
Remark 6. For the main estimate of Example 4, the one on π/2−arctan(nx), one may also use the identity
arctan(y)+arctan(y1)=2πfor every y∈(0,∞).
Applied with y=nx, it gives, by Taylor’s formula for arctan at 0, since 1/(nx)→0 as n→∞,
In the series of Example 7, for every x∈(0,1) the factors xn,1−x and ex are positive, so xn(1−x)ex≥0 on (0,1). Hence, by the monotone convergence theorem, in the form of Remark 7 of the sixth post,
n=1∑∞∫01xn(1−x)exdλ=∫01n=1∑∞xn(1−x)exdλ.
Remark 8. For every q∈R with ∣q∣<1,
n=0∑∞qn=1−q1.
By Remark 8, applied with q=x, the series inside the last integral can be summed for every x∈(0,1):
Notice that g(x)∼1/x2 as x→∞, so that g∈L1((1,∞)). Also ∫01gdλ<+∞, hence g∈L1((0,∞)). By the dominated convergence theorem, Theorem 8 of the previous post with p=1,fn→f in L1((0,∞)).
(3) Let gn(x)=fn(x)+χ[n,n+1](x). Study the convergence of (gn) in L1((0,∞)). We have fn→f almost everywhere on (0,∞) and χ[n,n+1]→0 almost everywhere on (0,∞), hence gn→f almost everywhere on (0,∞). Observe that, by the uniqueness of limits, Remark 12 of the previous post, if (gn) converges in L1, the limit must be f. So we test the definition:
∫0∞∣gn−f∣dλ=∫0∞∣fn+χ[n,n+1]−f∣dλ.
Remark 10. For all a,b∈R,
∣a+b∣≥∣a∣−∣b∣≥∣a∣−∣b∣.
Applying Remark 10 at every x∈(0,∞), with a=χ[n,n+1](x) and b=fn(x)−f(x), and integrating over (0,∞),
where x/n→0 and o(1)→0. Hence fn(x)→2/x as n→∞, for every x∈(1,∞). Therefore fn→f:=2/x almost everywhere on (1,∞). By the uniqueness of limits, Remark 12 of the previous post, if (fn) converges in L1((1,∞)) to some function, that function must be f.
Remark 12. Let (X,M,μ) be a measure space, let (fn)⊂L1(X) and let f:X→R be measurable. If fn→f in L1(X), then f∈L1(X).
By Remark 12, since f(x)=2/x∈/L1((1,∞)),fn↛f in L1((1,∞)), and therefore (fn) does not converge in L1((1,∞)). Indeed, Remark 12 applies, because log(1+t)≤t for t>0 gives 0≤fn(x)≤2n/x2, so that each fn belongs to L1((1,∞)).
Part 2 of Example 11 concerns the functions gn(x)=2−nxn=(x/2)n for x∈R and every integer n≥1.Figure 4 draws gn for n even and for n odd.
Figure 4. The first drawing of Part 2 of Example 11: the graph of gn for n even and for n odd, on a stretch of R. An instance with n=2 and n=3.
(1) Find the set D⊂R such that (gn) converges pointwise on D. For every x∈R,
(2x)n⎩⎨⎧n→∞0=1n=1n→∞1=(−1)n, which has no limit as n→∞,n→∞+∞has no limit as n→∞if ∣x∣<2,if x=2,if x=−2,if x>2,if x<−2.
Hence D=(−2,2], with
gn(x)n→∞{01x∈(−2,2),x=2.
(2) Study the convergence of (gn) in L1(D). Notice that gn→0 almost everywhere on D. Moreover, for every x∈D=(−2,2], since ∣x∣≤2,
∣gn(x)∣=(2x)n=2n∣x∣n≤2n2n=1.
The constant function h=1 on D satisfies h∈L1(D). By the dominated convergence theorem, Theorem 8 of the previous post with p=1,gn→0 in L1(D).
(3) Study the convergence of (gn) in L∞(D). By the uniqueness of limits, Remark 12 of the previous post, if (gn) converges in L∞(D), then it must converge to zero in L∞(D). Suppose, by contradiction, that gn→0 in L∞(D). Then ∥gn∥L∞(D)→0.Figure 5 draws gn on D for n even and for n odd, with gn(2)=1.
Figure 5. The second drawing of Part 2 of Example 11: the graph of gn on D=(−2,2] for n even and for n odd, with the value gn(2)=1. The empty circles mark the point x=−2, which is not in D. An instance with n=2 and n=3.
Fix n and ε>0. Because gn is continuous and gn(2)=1, there exists δ>0 such that gn≥1−ε on (2−δ,2]. Since λ((2−δ,2])=δ>0, it follows that ∥gn∥L∞(D)≥1−ε. This is true for every ε>0, for any fixed n, hence
∥gn∥L∞(D)≥1for every n⟹nlim∥gn∥L∞(D)≥1⟹∥gn∥L∞(D)↛0as n→∞.
This contradicts ∥gn∥L∞(D)→0. Hence (gn) does not converge in L∞(D).
Remark 13. In (3) of Part 2 of Example 11, the norm of gn in L∞(D) is the essential supremum of ∣gn∣, as in Figure 6:
Figure 6. The drawing of Remark 13: gn on [0,2], dashed on the left of 0, three levels M at or above 1 and the level M=1−ε. The part of the graph above this level is thick, and the set {∣gn∣>1−ε} near 2 is hatched on the axis. The sliders set n and ε.
Example 14. On (−1,∞) with the Lebesgue measure λ, for every integer n≥1 let fn:(−1,∞)→R be given by
fn(x)=n(x2+2x)+n+n(2x+3)n+1.
In the denominator of the functions fn of Example 14, x2+2x is a parabola with minimum at x=−1, hence x2+2x≥1−2=−1. Moreover, 2x+3>−2+3=1 for every x∈(−1,∞). Hence, since n≥0, the denominator of fn satisfies
n(x2+2x)+n+n(2x+3)≥−n+n+n≥−n+n=0,
and fn≥0 on (−1,+∞). Indeed, the first inequality is strict, because 2x+3>1, so the denominator is positive.
(1) Study the pointwise convergence of (fn) on (−1,∞). For every x∈(−1,∞), factoring out n in the denominator,
(2) Study the convergence of (fn) in L1((−1,∞)). By the uniqueness of limits, Remark 12 of the previous post, the candidate limit is f. Notice that f(x)∼1/(2(x+1)) as x→−1+, and 1/(2(x+1))∈/L1((−1,0)). Hence f∈/L1((−1,∞)). By Remark 12, it is impossible that fn→f in L1((−1,∞)), because that would imply f∈L1((−1,∞)). Indeed, Remark 12 applies: the denominator of fn is at least n+n−n>0 on (−1,∞) and at least nx2 for x>0, so each fn belongs to L1((−1,∞)).
(3) Study the convergence of (fn) in L1((1,∞)). For every x∈(1,∞),
because the first factor and the coefficient of 2x+3 satisfy, using 1≤n for the first one,
nn+1≤nn+n=n2n=2,nn+n≥nn=1.
The function 2/((x+1)(x+3)) belongs to L1((1,∞)). Moreover, fn→f pointwise by (1). Hence the dominated convergence theorem, Theorem 8 of the previous post with p=1, gives fn→f in L1((1,∞)) as n→∞.