How can the integration limit be determined for a continuous function?

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The discussion focuses on determining the integration limit for a continuous function, specifically analyzing the expression $$\lim_{{x}\to{0}}f\left(\int_{0}^{\int_{0}^{x}f(y) \,dy} f(t)\,dt\right)$$. Participants highlighted the complexity of alternative approaches to solving this problem, emphasizing the effectiveness of the proposed solution by Euge. The conversation underscores the significance of continuity in evaluating limits involving nested integrals.

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Suppose $f$ is a continuous function on $(-\infty,\infty)$. Calculating the following in terms of $f$.

$$\lim_{{x}\to{0}}f\left(\int_{0}^{\int_{0}^{x}f(y) \,dy} f(t)\,dt\right)$$

Source: Calc I Midterm
 
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Let $g(x) = \int_0^x f(t)\, dt$. Since $f$ is continuous, so is $g$. Therefore, the composition $f\circ g \circ g$ is continuous. We are considering the limit $\lim_{x\to 0} f(g(g(x)))$, which equals $f(g(g(0)))$, by continuity of $f\circ g \circ g$. Since $g(0) = 0$, the limit is $f(0)$.
 
Excellent solution, Euge. Thanks for participating!
I thought this would be an interesting problem, as any other approach to this would be very difficult (if even possible). :D
 

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