Math Problem Statement

Suppose that f is integrable on [0, x] for every x > 0, and that limx→∞ f (x) = a. Prove that lim x→∞ 1 x ∫ x 0 f (t) dt = a . Hint: For N > 0 (to be chosen later) and x > N , write x = N + y and split the integral as ∫ N +y 0 f (t) dt = ∫ N 0 f (t) dx + ∫ N +y N f (t) dt . Take N large and compare the second integral with a · y

Solution

We are given that ff is integrable on [0,x][0, x] for every x>0x > 0, and that limxf(x)=a\lim_{x \to \infty} f(x) = a. Our goal is to prove that

limx1x0xf(t)dt=a.\lim_{x \to \infty} \frac{1}{x} \int_0^x f(t) \, dt = a.

Step 1: Split the integral

To apply the hint, choose N>0N > 0 and for x>Nx > N, write x=N+yx = N + y, where y>0y > 0. Now split the integral 0xf(t)dt\int_0^x f(t) \, dt into two parts:

0xf(t)dt=0Nf(t)dt+Nxf(t)dt.\int_0^x f(t) \, dt = \int_0^N f(t) \, dt + \int_N^x f(t) \, dt.

So, for x=N+yx = N + y, we have:

0xf(t)dt=0Nf(t)dt+NN+yf(t)dt.\int_0^x f(t) \, dt = \int_0^N f(t) \, dt + \int_N^{N+y} f(t) \, dt.

Step 2: Analyze the behavior as xx \to \infty

Now, we divide both sides of the expression by x=N+yx = N + y:

1x0xf(t)dt=1x(0Nf(t)dt+NN+yf(t)dt).\frac{1}{x} \int_0^x f(t) \, dt = \frac{1}{x} \left( \int_0^N f(t) \, dt + \int_N^{N+y} f(t) \, dt \right).

Let's focus on each term separately:

  1. The first term: 1x0Nf(t)dt.\frac{1}{x} \int_0^N f(t) \, dt. Since NN is fixed and does not depend on xx, as xx \to \infty, this term tends to 00 because xx grows without bound, while the integral remains fixed.

  2. The second term: 1xNN+yf(t)dt.\frac{1}{x} \int_N^{N+y} f(t) \, dt. Since f(x)af(x) \to a as xx \to \infty, for sufficiently large xx, the function f(t)f(t) becomes arbitrarily close to aa on the interval [N,N+y][N, N + y]. So, for large xx, we can approximate:

    NN+yf(t)dtNN+yadt=ay.\int_N^{N+y} f(t) \, dt \approx \int_N^{N+y} a \, dt = a \cdot y.

    Therefore, the second term becomes:

    1xNN+yf(t)dtayx.\frac{1}{x} \int_N^{N+y} f(t) \, dt \approx \frac{a \cdot y}{x}.

    Since x=N+yx = N + y, this simplifies to:

    ayx=ayN+y.\frac{a \cdot y}{x} = \frac{a \cdot y}{N + y}.

    As xx \to \infty, we have yy \to \infty, and thus:

    ayN+ya.\frac{a \cdot y}{N + y} \to a.

Step 3: Conclusion

Combining the results from the two terms, we find that as xx \to \infty:

1x0xf(t)dta.\frac{1}{x} \int_0^x f(t) \, dt \to a.

Thus,

limx1x0xf(t)dt=a.\lim_{x \to \infty} \frac{1}{x} \int_0^x f(t) \, dt = a.

Further Exploration

  1. How does the result change if limxf(x)\lim_{x \to \infty} f(x) does not exist?
  2. How would this proof differ if we used the concept of Riemann integrability in more detail?
  3. What if f(x)f(x) is not continuous but still converges to a limit at infinity?
  4. How does this result relate to the concept of the average value of a function?
  5. Can you think of situations where this result might be applied in real-world problems, such as in physics or economics?

Tip: This proof uses the idea that if a function converges to a constant aa at infinity, then the "tail" of the integral becomes approximately a×ya \times y, which makes it possible to find the limit of the average value of the function.

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Math Problem Analysis

Mathematical Concepts

Real Analysis
Integral Calculus
Limits
Riemann Integrability

Formulas

lim_{x→∞} 1/x ∫_0^x f(t) dt
f(x) → a as x → ∞

Theorems

Fundamental Theorem of Calculus
Limit of an Integral
Mean Value Theorem for Integrals

Suitable Grade Level

Undergraduate (Calculus II/Real Analysis)