Alessandro Palliccia

Real and Functional Analysis

Exercises on limits of integrals and notions of convergence

1,169 words, , published

The exercises compute limits and series of integrals of functions on intervals of R\mathbb{R} with the Lebesgue measure λ,{\lambda,} and study the convergence of sequences of such functions.

Exercises

A sequence with tanh⁡(nx)\tanh(nx)

Remark 1. For every y∈R,{y \in \mathbb{R},} the hyperbolic sine and the hyperbolic cosine of yy are

sinh⁡(y)=ey−e−y2,cosh⁡(y)=ey+e−y2,\sinh(y) = \frac{e^y - e^{-y}}{2}, \qquad \cosh(y) = \frac{e^y + e^{-y}}{2},

and tanh⁡(y)=sinh⁡(y)/cosh⁡(y).{\tanh(y) = \sinh(y)/\cosh(y).} Figure 1 draws the graph of the function tanh⁡,{\tanh,} with the dashed levels 1 and −1.{-1.}

1−10ytanh(y)

Figure 1. The drawing of Remark 1: the graph of the function tanh⁡\tanh on R,{\mathbb{R},} with the dashed levels 1 and −1.{-1.}

Example 2. Compute lim⁡n∫02fn dλ,{\lim_n \int_0^2 f_n \, d\lambda,} where, for every integer n≥1,{n \ge 1,} the function fn ⁣:(0,2)→R{f_n \colon (0, 2) \to \mathbb{R}} is given by

fn(x)=tanh⁡(nx)sin⁡x 12+nx3.f_n(x) = \frac{\tanh(nx)}{\sqrt{\sin x}} \, \frac{1}{2 + n x^3}.

The functions fnf_n of Example 2 are nonnegative on (0,2).{(0, 2).} For every x∈(0,2),{x \in (0, 2),} since tanh⁡(nx)≤1,{\tanh(nx) \le 1,}

0≤fn(x)=∣fn(x)∣=∣tanh⁡(nx)sin⁡x 12+nx3∣≤1sin⁡x 12+nx3=1n 1sin⁡x 12n+x3→n→∞0,\begin{aligned} 0 \le f_n(x) = |f_n(x)| &= \left| \frac{\tanh(nx)}{\sqrt{\sin x}} \, \frac{1}{2 + n x^3} \right| \\ &\le \frac{1}{\sqrt{\sin x}} \, \frac{1}{2 + n x^3} \\ &= \frac{1}{n} \, \frac{1}{\sqrt{\sin x}} \, \frac{1}{\frac{2}{n} + x^3} \xrightarrow[n \to \infty]{} 0, \end{aligned}

because 2/n→0.{2/n \to 0.} Therefore fn→0{f_n \to 0} pointwise on (0,2).{(0, 2).} Moreover, since tanh⁡(nx)≤1{\tanh(nx) \le 1} and 2+nx3≥2,{2 + n x^3 \ge 2,}

0≤fn(x)=tanh⁡(nx)sin⁡x 12+nx3≤12sin⁡x=:g(x).0 \le f_n(x) = \frac{\tanh(nx)}{\sqrt{\sin x}} \, \frac{1}{2 + n x^3} \le \frac{1}{2 \sqrt{\sin x}} =: g(x).

We check that ∫021/sin⁡x dλ<+∞,{\int_0^2 1/\sqrt{\sin x} \, d\lambda < +\infty,} with the graph of sin⁡x\sin x in Figure 2.

π/22π01xsin x

Figure 2. The drawing of Example 2: the graph of sin⁡x\sin x for x∈[0,2],{x \in [0, 2],} with its maximum 1 at π/2,{\pi/2,} the dotted segment at x=2,{x = 2,} and the points π/2,{\pi/2,} 2 and π\pi on the axis.

As x→0+{x \to 0^+} we have sin⁡x∼x,{\sin x \sim x,} hence 1/sin⁡x∼1/x.{1/\sqrt{\sin x} \sim 1/\sqrt{x}.} Moreover ∫021/x dλ<+∞,{\int_0^2 1/\sqrt{x} \, d\lambda < +\infty,} hence g∈L1((0,2)).{g \in L^1((0, 2)).} By the dominated convergence theorem, Theorem 8 of the previous post with p=1,{p = 1,} fn→0{f_n \to 0} in L1((0,2)).{L^1((0, 2)).}

Remark 3. Let (X,M,μ){(X, \mathcal{M}, \mu)} be a measure space and let fn,f∈L1(X){f_n, f \in L^1(X)} for every n.{n.} If fn→f{f_n \to f} in L1(X),{L^1(X),} then

∣∫Xfn dμ−∫Xf dμ∣=∣∫X(fn−f) dμ∣≤∫X∣fn−f∣ dμ=∥fn−f∥L1→n→∞0.\begin{aligned} \left| \int_X f_n \, d\mu - \int_X f \, d\mu \right| &= \left| \int_X (f_n - f) \, d\mu \right| \\ &\le \int_X |f_n - f| \, d\mu = \|f_n - f\|_{L^1} \xrightarrow[n \to \infty]{} 0. \end{aligned}

By Remark 3, applied to the functions fnf_n of Example 2 with f=0,{f = 0,}

lim⁡n∫02fn dλ=∫020 dλ=0.\lim_n \int_0^2 f_n \, d\lambda = \int_0^2 0 \, d\lambda = 0.

A sequence with arctan⁡(nx)\arctan(nx)

Example 4. Compute lim⁡n∫0∞fn dλ,{\lim_n \int_0^\infty f_n \, d\lambda,} where, for every integer n≥1,{n \ge 1,} the function fn ⁣:(0,+∞)→R{f_n \colon (0, +\infty) \to \mathbb{R}} is given by

fn(x)=π2−arctan⁡(nx)1+x.f_n(x) = \frac{\dfrac{\pi}{2} - \arctan(nx)}{1 + x}.

Remark 5. Figure 3 draws the graph of the function arctan on R,{\mathbb{R},} with the dashed level π/2\pi/2 and the value −π/2-\pi/2 marked on the left.

π/2−π/20yarctan(y)

Figure 3. The drawing of Remark 5: the graph of the function arctan on R,{\mathbb{R},} with the dashed level π/2\pi/2 and the value −π/2-\pi/2 marked on the left.

Since arctan⁡(nx)<π/2{\arctan(nx) < \pi/2} for every x∈(0,∞),{x \in (0, \infty),} the functions fnf_n of Example 4 are positive on (0,∞).{(0, \infty).} Let x∈(0,+∞).{x \in (0, +\infty).} Then nx→+∞{nx \to +\infty} as n→+∞,{n \to +\infty,} hence lim⁡n→∞arctan⁡(nx)=π/2.{\lim_{n \to \infty} \arctan(nx) = \pi/2.} Therefore fn(x)=(π/2−arctan⁡(nx))/(1+x)→0{f_n(x) = (\pi/2 - \arctan(nx))/(1 + x) \to 0} as n→+∞,{n \to +\infty,} and fn→0{f_n \to 0} pointwise on (0,∞).{(0, \infty).} Observe that, since −arctan⁡(nx)≤π/2,{-\arctan(nx) \le \pi/2,}

∣fn∣=∣π2−arctan⁡(nx)1+x∣=π2−arctan⁡(nx)1+x≤π1+x∼x→∞πx,\begin{aligned} |f_n| = \left| \frac{\dfrac{\pi}{2} - \arctan(nx)}{1 + x} \right| &= \frac{\dfrac{\pi}{2} - \arctan(nx)}{1 + x} \\ &\le \frac{\pi}{1 + x} \underset{x \to \infty}{\sim} \frac{\pi}{x}, \end{aligned}

and this bound does not belong to L1((1,∞)).{L^1((1, \infty)).} Now we analyze π/2−arctan⁡(nx):{\pi/2 - \arctan(nx){:}}

π2−arctan⁡(nx)=π2−∫0nxarctan⁡′(t) dt=∫0∞arctan⁡′(t) dt−∫0nxarctan⁡′(t) dt=∫nx∞arctan⁡′(t) dt=∫nx∞11+t2 dt≤∫nx∞1t2 dt=1nx,\begin{aligned} \frac{\pi}{2} - \arctan(nx) &= \frac{\pi}{2} - \int_0^{nx} \arctan'(t) \, dt \\ &= \int_0^\infty \arctan'(t) \, dt - \int_0^{nx} \arctan'(t) \, dt \\ &= \int_{nx}^\infty \arctan'(t) \, dt = \int_{nx}^\infty \frac{1}{1 + t^2} \, dt \\ &\le \int_{nx}^\infty \frac{1}{t^2} \, dt = \frac{1}{nx}, \end{aligned}

where 1/(1+t2)≤1/t2{1/(1 + t^2) \le 1/t^2} for every t>0.{t > 0.} The last integral is computed as a limit:

∫nx∞1t2 dt=lim⁡R→∞∫nxR1t2 dt=lim⁡R→∞(−1t ∣nxR)=lim⁡R→∞(−1R+1nx).\int_{nx}^\infty \frac{1}{t^2} \, dt = \lim_{R \to \infty} \int_{nx}^R \frac{1}{t^2} \, dt = \lim_{R \to \infty} \Big( -\frac{1}{t} \, \Big|_{nx}^R \Big) = \lim_{R \to \infty} \Big( -\frac{1}{R} + \frac{1}{nx} \Big).

Hence, dividing the chain by 1+x,{1 + x,}

∣fn∣=fn=π2−arctan⁡(nx)1+x≤1nx1+x=1n 1x(1+x)≤1x(1+x)=:g1(x),\begin{aligned} |f_n| = f_n = \frac{\dfrac{\pi}{2} - \arctan(nx)}{1 + x} &\le \frac{\dfrac{1}{nx}}{1 + x} \\ &= \frac{1}{n} \, \frac{1}{x (1 + x)} \le \frac{1}{x (1 + x)} =: g_1(x), \end{aligned}

because 1/n≤1,{1/n \le 1,} and g1∈L1((1,∞)).{g_1 \in L^1((1, \infty)).} Notice that g1∉L1((0,1)).{g_1 \notin L^1((0, 1)).} Also ∣fn(x)∣≤π/(1+x)=:g2(x),{|f_n(x)| \le \pi/(1 + x) =: g_2(x),} and g2∈L1((0,1)).{g_2 \in L^1((0, 1)).} Therefore

∣fn∣≤g2χ(0,1)+g1χ(1,∞)almost everywhere on (0,+∞),|f_n| \le g_2 \chi_{(0, 1)} + g_1 \chi_{(1, \infty)} \qquad \text{almost everywhere on } (0, +\infty),

where g2χ(0,1){g_2 \chi_{(0, 1)}} and g1χ(1,∞){g_1 \chi_{(1, \infty)}} belong to L1((0,∞)),{L^1((0, \infty)),} and so does their sum. By the dominated convergence theorem, Theorem 8 of the previous post with p=1,{p = 1,} fn→0{f_n \to 0} in L1((0,∞)).{L^1((0, \infty)).} Hence, by Remark 3,

lim⁡n∫0∞fn dλ=∫0∞0 dλ=0.\lim_n \int_0^\infty f_n \, d\lambda = \int_0^\infty 0 \, d\lambda = 0.

Remark 6. For the main estimate of Example 4, the one on π/2−arctan⁡(nx),{\pi/2 - \arctan(nx),} one may also use the identity

arctan⁡(y)+arctan⁡(1y)=π2for every y∈(0,∞).\arctan(y) + \arctan\Big( \frac{1}{y} \Big) = \frac{\pi}{2} \qquad \text{for every } y \in (0, \infty).

Applied with y=nx,{y = nx,} it gives, by Taylor’s formula for arctan at 0, since 1/(nx)→0{1/(nx) \to 0} as n→∞,{n \to \infty,}

π2−arctan⁡(nx)=arctan⁡(1nx)=1nx+o(1nx)as n→∞.\frac{\pi}{2} - \arctan(nx) = \arctan\Big( \frac{1}{nx} \Big) = \frac{1}{nx} + o\Big( \frac{1}{nx} \Big) \qquad \text{as } n \to \infty.

A series of integrals

Example 7. Compute

∑n=1∞∫01xn(1−x)ex dλ.\sum_{n=1}^\infty \int_0^1 x^n (1 - x) e^x \, d\lambda.

In the series of Example 7, for every x∈(0,1){x \in (0, 1)} the factors xn,{x^n,} 1−x{1 - x} and exe^x are positive, so xn(1−x)ex≥0{x^n (1 - x) e^x \ge 0} on (0,1).{(0, 1).} Hence, by the monotone convergence theorem, in the form of Remark 7 of the sixth post,

∑n=1∞∫01xn(1−x)ex dλ=∫01∑n=1∞xn(1−x)ex dλ.\begin{aligned} &\sum_{n=1}^\infty \int_0^1 x^n (1 - x) e^x \, d\lambda \\ &\quad = \int_0^1 \sum_{n=1}^\infty x^n (1 - x) e^x \, d\lambda. \end{aligned}

Remark 8. For every q∈R{q \in \mathbb{R}} with ∣q∣<1,{|q| < 1,}

∑n=0∞qn=11−q.\sum_{n=0}^\infty q^n = \frac{1}{1 - q}.

By Remark 8, applied with q=x,{q = x,} the series inside the last integral can be summed for every x∈(0,1):{x \in (0, 1){:}}

∑n=1∞xn(1−x)ex=(1−x)ex∑n=1∞xn=(1−x)ex((∑n=0∞xn)−1)=(1−x)ex(11−x−1)=(1−x)ex 1−1+x1−x=xex.\begin{aligned} \sum_{n=1}^\infty x^n (1 - x) e^x &= (1 - x) e^x \sum_{n=1}^\infty x^n \\ &= (1 - x) e^x \Biggl( \biggl( \sum_{n=0}^\infty x^n \biggr) - 1 \Biggr) \\ &= (1 - x) e^x \biggl( \frac{1}{1 - x} - 1 \biggr) \\ &= (1 - x) e^x \, \frac{1 - 1 + x}{1 - x} = x e^x. \end{aligned}

Therefore the series of Example 7 equals ∫01xex dλ=1.{\int_0^1 x e^x \, d\lambda = 1.}

A sequence with exponentials

Example 9. On [0,+∞){[0, +\infty)} with the Lebesgue measure λ,{\lambda,} for every integer n≥1{n \ge 1} let fn ⁣:[0,+∞)→R{f_n \colon [0, +\infty) \to \mathbb{R}} be given by

fn(x)=e−nx+n2e−xn+n2+(1+n2)x2.f_n(x) = \frac{e^{-nx} + n^2 e^{-x}}{n + n^2 + (1 + n^2) x^2}.

(1) Study the convergence almost everywhere of (fn).{(f_n).}

For the functions fnf_n of Example 9 and every x∈[0,+∞),{x \in [0, +\infty),} dividing the numerator and the denominator by n2,{n^2,}

fn(x)=n−2e−nx+e−x1n+1+1+n2n2 x2→n→+∞e−x1+x2,\begin{aligned} f_n(x) &= \frac{n^{-2} e^{-nx} + e^{-x}}{\frac{1}{n} + 1 + \frac{1 + n^2}{n^2} \, x^2} \\ &\xrightarrow[n \to +\infty]{} \frac{e^{-x}}{1 + x^2}, \end{aligned}

since n−2n^{-2} and 1/n1/n tend to 0,{0,} e−nx≤1{e^{-nx} \le 1} and (1+n2)/n2→1.{(1 + n^2)/n^2 \to 1.} Hence fn→f=e−x/(1+x2){f_n \to f = e^{-x}/(1 + x^2)} pointwise on [0,+∞),{[0, +\infty),} and therefore fn→f{f_n \to f} almost everywhere on [0,+∞).{[0, +\infty).}

(2) Study the convergence of (fn)(f_n) in L1((0,∞)).{L^1((0, \infty)).} Notice that fn≥0.{f_n \ge 0.} Hence, since n−2n^{-2} and e−nxe^{-nx} are at most 1,{1,} 1/n1/n is nonnegative and (1+n2)/n2≥1,{(1 + n^2)/n^2 \ge 1,}

∣fn∣=fn=n−2e−nx+e−x1n+1+1+n2n2 x2≤1+e−x1+x2=:g(x).\begin{aligned} |f_n| = f_n &= \frac{n^{-2} e^{-nx} + e^{-x}}{\frac{1}{n} + 1 + \frac{1 + n^2}{n^2} \, x^2} \\ &\le \frac{1 + e^{-x}}{1 + x^2} =: g(x). \end{aligned}

Notice that g(x)∼1/x2{g(x) \sim 1/x^2} as x→∞,{x \to \infty,} so that g∈L1((1,∞)).{g \in L^1((1, \infty)).} Also ∫01g dλ<+∞,{\int_0^1 g \, d\lambda < +\infty,} hence g∈L1((0,∞)).{g \in L^1((0, \infty)).} By the dominated convergence theorem, Theorem 8 of the previous post with p=1,{p = 1,} fn→f{f_n \to f} in L1((0,∞)).{L^1((0, \infty)).}

(3) Let gn(x)=fn(x)+χ[n,n+1](x).{g_n(x) = f_n(x) + \chi_{[n, n+1]}(x).} Study the convergence of (gn)(g_n) in L1((0,∞)).{L^1((0, \infty)).} We have fn→f{f_n \to f} almost everywhere on (0,∞){(0, \infty)} and χ[n,n+1]→0{\chi_{[n, n+1]} \to 0} almost everywhere on (0,∞),{(0, \infty),} hence gn→f{g_n \to f} almost everywhere on (0,∞).{(0, \infty).} Observe that, by the uniqueness of limits, Remark 12 of the previous post, if (gn)(g_n) converges in L1,{L^1,} the limit must be f.{f.} So we test the definition:

∫0∞∣gn−f∣ dλ=∫0∞∣fn+χ[n,n+1]−f∣ dλ.\int_0^\infty |g_n - f| \, d\lambda = \int_0^\infty |f_n + \chi_{[n, n+1]} - f| \, d\lambda.

Remark 10. For all a,b∈R,{a, b \in \mathbb{R},}

∣a+b∣≥∣ ∣a∣−∣b∣ ∣≥∣a∣−∣b∣.|a + b| \ge \bigl|\, |a| - |b| \,\bigr| \ge |a| - |b|.

Applying Remark 10 at every x∈(0,∞),{x \in (0, \infty),} with a=χ[n,n+1](x){a = \chi_{[n, n+1]}(x)} and b=fn(x)−f(x),{b = f_n(x) - f(x),} and integrating over (0,∞),{(0, \infty),}

∫0∞∣gn−f∣ dλ≥∫0∞(χ[n,n+1]−∣fn−f∣) dλ=1−∫0∞∣fn−f∣ dλ.\begin{aligned} \int_0^\infty |g_n - f| \, d\lambda &\ge \int_0^\infty \big( \chi_{[n, n+1]} - |f_n - f| \big) \, d\lambda \\ &= 1 - \int_0^\infty |f_n - f| \, d\lambda. \end{aligned}

Hence ∥gn−f∥L1≥1−∥fn−f∥L1,{\|g_n - f\|_{L^1} \ge 1 - \|f_n - f\|_{L^1},} where lim⁡n∥fn−f∥L1=0{\lim_n \|f_n - f\|_{L^1} = 0} by (2). Taking the lower limit as n→∞,{n \to \infty,}

lim‾⁡n∥gn−f∥L1≥1−lim⁡n∥fn−f∥L1=1.\varliminf_n \|g_n - f\|_{L^1} \ge 1 - \lim_n \|f_n - f\|_{L^1} = 1.

Therefore ∥gn−f∥L1↛0{\|g_n - f\|_{L^1} \nrightarrow 0} as n→∞,{n \to \infty,} and (gn)(g_n) does not converge in L1.{L^1.}

A sequence with a logarithm and the powers (x/2)n(x/2)^n

Example 11. On (1,∞){(1, \infty)} with the Lebesgue measure λ,{\lambda,} for every integer n≥1{n \ge 1} consider the functions fn≥0{f_n \ge 0} given by

fn(x)=n2log⁡(1+2nx)x+n.f_n(x) = \frac{n^2 \log\big( 1 + \frac{2}{nx} \big)}{x + n}.

(1) Study the convergence almost everywhere and in L1L^1 of (fn).{(f_n).}

For the functions fnf_n of Example 11, let x∈(1,∞).{x \in (1, \infty).} Since 2/(nx)→0{2/(nx) \to 0} as n→∞,{n \to \infty,} Taylor’s formula for the logarithm gives, as n→∞,{n \to \infty,}

fn(x)=n2log⁡(1+2nx)n(xn+1)=nxn+1(2nx+o(2nx))=nxn+1 2nx(1+o(1))=2(xn+1)x(1+o(1)),\begin{aligned} f_n(x) = \frac{n^2 \log\big( 1 + \frac{2}{nx} \big)}{n \big( \frac{x}{n} + 1 \big)} &= \frac{n}{\frac{x}{n} + 1} \biggl( \frac{2}{nx} + o\Big( \frac{2}{nx} \Big) \biggr) \\ &= \frac{n}{\frac{x}{n} + 1} \, \frac{2}{nx} \big( 1 + o(1) \big) \\ &= \frac{2}{\big( \frac{x}{n} + 1 \big) x} \big( 1 + o(1) \big), \end{aligned}

where x/n→0{x/n \to 0} and o(1)→0.{o(1) \to 0.} Hence fn(x)→2/x{f_n(x) \to 2/x} as n→∞,{n \to \infty,} for every x∈(1,∞).{x \in (1, \infty).} Therefore fn→f:=2/x{f_n \to f := 2/x} almost everywhere on (1,∞).{(1, \infty).} By the uniqueness of limits, Remark 12 of the previous post, if (fn)(f_n) converges in L1((1,∞)){L^1((1, \infty))} to some function, that function must be f.{f.}

Remark 12. Let (X,M,μ){(X, \mathcal{M}, \mu)} be a measure space, let (fn)⊂L1(X){(f_n) \subset L^1(X)} and let f ⁣:X→R{f \colon X \to \mathbb{R}} be measurable. If fn→f{f_n \to f} in L1(X),{L^1(X),} then f∈L1(X).{f \in L^1(X).}

By Remark 12, since f(x)=2/x∉L1((1,∞)),{f(x) = 2/x \notin L^1((1, \infty)),} fn↛f{f_n \nrightarrow f} in L1((1,∞)),{L^1((1, \infty)),} and therefore (fn)(f_n) does not converge in L1((1,∞)).{L^1((1, \infty)).} Indeed, Remark 12 applies, because log⁡(1+t)≤t{\log(1 + t) \le t} for t>0{t > 0} gives 0≤fn(x)≤2n/x2,{0 \le f_n(x) \le 2n/x^2,} so that each fnf_n belongs to L1((1,∞)).{L^1((1, \infty)).}

Part 2 of Example 11 concerns the functions gn(x)=2−nxn=(x/2)n{g_n(x) = 2^{-n} x^n = (x/2)^n} for x∈R{x \in \mathbb{R}} and every integer n≥1.{n \ge 1.} Figure 4 draws gng_n for nn even and for nn odd.

gnn evengnn odd

Figure 4. The first drawing of Part 2 of Example 11: the graph of gng_n for nn even and for nn odd, on a stretch of R.{\mathbb{R}.} An instance with n=2{n = 2} and n=3.{n = 3.}

(1) Find the set D⊂R{D \subset \mathbb{R}} such that (gn)(g_n) converges pointwise on D.{D.} For every x∈R,{x \in \mathbb{R},}

(x2)n{→n→∞0if ∣x∣<2,=1n=1→n→∞1if x=2,=(−1)n, which has no limit as n→∞,if x=−2,→n→∞+∞if x>2,has no limit as n→∞if x<−2.\Big( \frac{x}{2} \Big)^n \begin{cases} \xrightarrow[n \to \infty]{} 0 & \text{if } |x| < 2, \\ = 1^n = 1 \xrightarrow[n \to \infty]{} 1 & \text{if } x = 2, \\ = (-1)^n, \text{ which has no limit as } n \to \infty, & \text{if } x = -2, \\ \xrightarrow[n \to \infty]{} +\infty & \text{if } x > 2, \\ \text{has no limit as } n \to \infty & \text{if } x < -2. \end{cases}

Hence D=(−2,2],{D = (-2, 2],} with

gn(x)→n→∞{0x∈(−2,2),1x=2.g_n(x) \xrightarrow[n \to \infty]{} \begin{cases} 0 & x \in (-2, 2), \\ 1 & x = 2. \end{cases}

(2) Study the convergence of (gn)(g_n) in L1(D).{L^1(D).} Notice that gn→0{g_n \to 0} almost everywhere on D.{D.} Moreover, for every x∈D=(−2,2],{x \in D = (-2, 2],} since ∣x∣≤2,{|x| \le 2,}

∣gn(x)∣=∣(x2)n∣=∣x∣n2n≤2n2n=1.|g_n(x)| = \left| \Big( \frac{x}{2} \Big)^n \right| = \frac{|x|^n}{2^n} \le \frac{2^n}{2^n} = 1.

The constant function h=1{h = 1} on DD satisfies h∈L1(D).{h \in L^1(D).} By the dominated convergence theorem, Theorem 8 of the previous post with p=1,{p = 1,} gn→0{g_n \to 0} in L1(D).{L^1(D).}

(3) Study the convergence of (gn)(g_n) in L∞(D).{L^\infty(D).} By the uniqueness of limits, Remark 12 of the previous post, if (gn)(g_n) converges in L∞(D),{L^\infty(D),} then it must converge to zero in L∞(D).{L^\infty(D).} Suppose, by contradiction, that gn→0{g_n \to 0} in L∞(D).{L^\infty(D).} Then ∥gn∥L∞(D)→0.{\|g_n\|_{L^\infty(D)} \to 0.} Figure 5 draws gng_n on DD for nn even and for nn odd, with gn(2)=1.{g_n(2) = 1.}

−22gn(2) = 1gnn even−22gn(2) = 1gnn odd

Figure 5. The second drawing of Part 2 of Example 11: the graph of gng_n on D=(−2,2]{D = (-2, 2]} for nn even and for nn odd, with the value gn(2)=1.{g_n(2) = 1.} The empty circles mark the point x=−2,{x = -2,} which is not in D.{D.} An instance with n=2{n = 2} and n=3.{n = 3.}

Fix nn and ε>0.{\varepsilon > 0.} Because gng_n is continuous and gn(2)=1,{g_n(2) = 1,} there exists δ>0{\delta > 0} such that gn≥1−ε{g_n \ge 1 - \varepsilon} on (2−δ,2].{(2 - \delta, 2].} Since λ((2−δ,2])=δ>0,{\lambda((2 - \delta, 2]) = \delta > 0,} it follows that ∥gn∥L∞(D)≥1−ε.{\|g_n\|_{L^\infty(D)} \ge 1 - \varepsilon.} This is true for every ε>0,{\varepsilon > 0,} for any fixed n,{n,} hence

∥gn∥L∞(D)≥1for every n⟹lim‾⁡n∥gn∥L∞(D)≥1⟹∥gn∥L∞(D)↛0as n→∞.\begin{aligned} &\|g_n\|_{L^\infty(D)} \ge 1 \quad \text{for every } n \\ &\Longrightarrow \quad \varliminf_n \|g_n\|_{L^\infty(D)} \ge 1 \\ &\Longrightarrow \quad \|g_n\|_{L^\infty(D)} \nrightarrow 0 \quad \text{as } n \to \infty. \end{aligned}

This contradicts ∥gn∥L∞(D)→0.{\|g_n\|_{L^\infty(D)} \to 0.} Hence (gn)(g_n) does not converge in L∞(D).{L^\infty(D).}

Remark 13. In (3) of Part 2 of Example 11, the norm of gng_n in L∞(D)L^\infty(D) is the essential supremum of ∣gn∣,{|g_n|,} as in Figure 6:

∥gn∥L∞(D)=ess sup⁡D∣gn∣=inf⁡{M∈R:λ({∣gn∣>M})=0},\begin{aligned} \|g_n\|_{L^\infty(D)} &= \operatorname*{ess\,sup}_D |g_n| \\ &= \inf \{ M \in \mathbb{R} : \lambda(\{ |g_n| > M \}) = 0 \}, \end{aligned}

hence ∥gn∥L∞(D)≥1−ε{\|g_n\|_{L^\infty(D)} \ge 1 - \varepsilon} for every ε>0.{\varepsilon > 0.}

MMMM = 1 − ε021gn{|gn| > 1 − ε}

Figure 6. The drawing of Remark 13: gng_n on [0,2],{[0, 2],} dashed on the left of 0,{0,} three levels MM at or above 1 and the level M=1−ε.{M = 1 - \varepsilon.} The part of the graph above this level is thick, and the set {∣gn∣>1−ε}{\{ |g_n| > 1 - \varepsilon \}} near 2 is hatched on the axis. The sliders set nn and ε.{\varepsilon.}

A sequence with n\sqrt{n}

Example 14. On (−1,∞){(-1, \infty)} with the Lebesgue measure λ,{\lambda,} for every integer n≥1{n \ge 1} let fn ⁣:(−1,∞)→R{f_n \colon (-1, \infty) \to \mathbb{R}} be given by

fn(x)=n+1n (x2+2x)+n+n (2x+3).f_n(x) = \frac{\sqrt{n + 1}}{\sqrt{n} \, (x^2 + 2x) + \sqrt{n + \sqrt{n}} \, (2x + 3)}.

In the denominator of the functions fnf_n of Example 14, x2+2x{x^2 + 2x} is a parabola with minimum at x=−1,{x = -1,} hence x2+2x≥1−2=−1.{x^2 + 2x \ge 1 - 2 = -1.} Moreover, 2x+3>−2+3=1{2x + 3 > -2 + 3 = 1} for every x∈(−1,∞).{x \in (-1, \infty).} Hence, since n≥0,{\sqrt{n} \ge 0,} the denominator of fnf_n satisfies

n (x2+2x)+n+n (2x+3)≥−n+n+n≥−n+n=0,\sqrt{n} \, (x^2 + 2x) + \sqrt{n + \sqrt{n}} \, (2x + 3) \ge -\sqrt{n} + \sqrt{n + \sqrt{n}} \ge -\sqrt{n} + \sqrt{n} = 0,

and fn≥0{f_n \ge 0} on (−1,+∞).{(-1, +\infty).} Indeed, the first inequality is strict, because 2x+3>1,{2x + 3 > 1,} so the denominator is positive.

(1) Study the pointwise convergence of (fn)(f_n) on (−1,∞).{(-1, \infty).} For every x∈(−1,∞),{x \in (-1, \infty),} factoring out n\sqrt{n} in the denominator,

fn(x)=n+1n (x2+2x)+n+n (2x+3)=n+1n(x2+2x+n+nn (2x+3)).\begin{aligned} f_n(x) &= \frac{\sqrt{n + 1}}{\sqrt{n} \, (x^2 + 2x) + \sqrt{n + \sqrt{n}} \, (2x + 3)} \\ &= \frac{\sqrt{n + 1}}{\sqrt{n} \Big( x^2 + 2x + \frac{\sqrt{n + \sqrt{n}}}{\sqrt{n}} \, (2x + 3) \Big)}. \end{aligned}

Now n+1/n→1{\sqrt{n + 1}/\sqrt{n} \to 1} and n+n/n=1+n/n→1,{\sqrt{n + \sqrt{n}}/\sqrt{n} = \sqrt{1 + \sqrt{n}/n} \to 1,} hence, for every x∈(−1,∞),{x \in (-1, \infty),}

fn(x)→n→∞1x2+2x+2x+3=1x2+4x+3=1(x+1)(x+3)=:f(x).\begin{aligned} f_n(x) \xrightarrow[n \to \infty]{} \frac{1}{x^2 + 2x + 2x + 3} &= \frac{1}{x^2 + 4x + 3} \\ &= \frac{1}{(x + 1)(x + 3)} =: f(x). \end{aligned}

Thus fn→f{f_n \to f} pointwise on (−1,∞).{(-1, \infty).}

(2) Study the convergence of (fn)(f_n) in L1((−1,∞)).{L^1((-1, \infty)).} By the uniqueness of limits, Remark 12 of the previous post, the candidate limit is f.{f.} Notice that f(x)∼1/(2(x+1)){f(x) \sim 1/(2(x + 1))} as x→−1+,{x \to -1^+,} and 1/(2(x+1))∉L1((−1,0)).{1/(2(x + 1)) \notin L^1((-1, 0)).} Hence f∉L1((−1,∞)).{f \notin L^1((-1, \infty)).} By Remark 12, it is impossible that fn→f{f_n \to f} in L1((−1,∞)),{L^1((-1, \infty)),} because that would imply f∈L1((−1,∞)).{f \in L^1((-1, \infty)).} Indeed, Remark 12 applies: the denominator of fnf_n is at least n+n−n>0{\sqrt{n + \sqrt{n}} - \sqrt{n} > 0} on (−1,∞){(-1, \infty)} and at least n x2{\sqrt{n} \, x^2} for x>0,{x > 0,} so each fnf_n belongs to L1((−1,∞)).{L^1((-1, \infty)).}

(3) Study the convergence of (fn)(f_n) in L1((1,∞)).{L^1((1, \infty)).} For every x∈(1,∞),{x \in (1, \infty),}

∣fn(x)∣=fn(x)=n+1n (x2+2x)+n+n (2x+3)=n+1n 1x2+2x+n+nn (2x+3)≤2 1x2+4x+3=2 1(x+1)(x+3),\begin{aligned} |f_n(x)| = f_n(x) &= \frac{\sqrt{n + 1}}{\sqrt{n} \, (x^2 + 2x) + \sqrt{n + \sqrt{n}} \, (2x + 3)} \\ &= \frac{\sqrt{n + 1}}{\sqrt{n}} \, \frac{1}{x^2 + 2x + \frac{\sqrt{n + \sqrt{n}}}{\sqrt{n}} \, (2x + 3)} \\ &\le \sqrt{2} \, \frac{1}{x^2 + 4x + 3} \\ &= \sqrt{2} \, \frac{1}{(x + 1)(x + 3)}, \end{aligned}

because the first factor and the coefficient of 2x+3{2x + 3} satisfy, using 1≤n{1 \le n} for the first one,

n+1n≤n+nn=2 nn=2,n+nn≥nn=1.\frac{\sqrt{n + 1}}{\sqrt{n}} \le \frac{\sqrt{n + n}}{\sqrt{n}} = \frac{\sqrt{2} \, \sqrt{n}}{\sqrt{n}} = \sqrt{2}, \qquad \frac{\sqrt{n + \sqrt{n}}}{\sqrt{n}} \ge \frac{\sqrt{n}}{\sqrt{n}} = 1.

The function 2/((x+1)(x+3)){\sqrt{2}/((x + 1)(x + 3))} belongs to L1((1,∞)).{L^1((1, \infty)).} Moreover, fn→f{f_n \to f} pointwise by (1). Hence the dominated convergence theorem, Theorem 8 of the previous post with p=1,{p = 1,} gives fn→f{f_n \to f} in L1((1,∞)){L^1((1, \infty))} as n→∞.{n \to \infty.}