JG89
- 724
- 1
Homework Statement
If \int_a^{\infty} \frac{f(x)}{x} dx converges for any postiive value of a, and if f(x) tends to a limit L as x approaches 0, show that \int_0^{\infty} \frac{f(\alpha x) - f(\beta x)}{x} dx converges for alpha and beta positive and has the value L*ln(beta/alpha).
Homework Equations
The Attempt at a Solution
First we show it converges. Let g(x) = \frac{\alpha f(x)}{x}. We know that the integral from a to infinity of f(x)/x converges, and so we set this equal to M and so \int_a^{\infty} g(x) dx = \alpha M. Now, \int_a^{\infty} g(x) dx = \lim_{\epsilon \rightarrow \infty} \int_a^{\epsilon} g(x) dx = \lim_{\epsilon \rightarrow \infty} \int_{\frac{a}{\alpha}}^{\frac{\epsilon}{\alpha}} g(\alpha x)} dx = \lim_{\epsilon \rightarrow \infty} \int_{\frac{a}{\alpha}}^{\frac{\epsilon}{\alpha}} \frac{f(\alpha x)}{x} dx Since as epsilon tends to infinity so does epsilon/beta, we have \int_{\frac{a}{\alpha}}^{\infty} \frac{f(\alpha x)}{x} dx = \alpha M. Now we need only show that \int_0^{\frac{a}{\alpha}} \frac{f(\alpha x)}{x} dx exists. Since f(alpha x)/x converges from a/alpha to infinity for any positive a (since alpha is also positive then so is a/alpha), and has no infinite discontinuity at x = 0, then the integral of f(alpha x)/x from 0 to a/alpha exists. Let this value be equal to N_1. Then we have \int_0^{\infty} \frac{f(\alpha x)}{x} dx = \alpha M + N_1 (alphaM + N_1). Through a similar argument, we can show that the integral from 0 to infinity of f(beta x)/x exists and has the value \beta M + N_2 (betaM + N_2).
I don't know how to show that \int_0^{\infty} \frac{f(\alpha x) - f(\beta x)}{x} dx = L ln(\frac{\beta}{\alpha}) though. Any hints? Please only very small hints
Edit: What I wrote in the brackets towards the end is what I really meant to write. The latex wouldn't let me edit it.
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