What assumptions must be made about f for this limit and integral to be correct?

In summary, the conversation discusses the conditions necessary for a limit to hold involving the integral of a function f over a fixed integration domain as the domain approaches infinity. One way to solve this is by using the inequality |\int dx\; f(x)g(x)| \leq \|f\|_{\textrm{sup}} |\int dx\; g(x)|, but its correctness is not clear and it may not hold true for all functions. Further exploration and assumptions about the functions involved may be necessary in order to prove the validity of this inequality.
  • #1
jostpuur
2,116
19
What do we have to assume of the function f so that following limit is correct,

[tex]
\lim_{L\to\infty} \int\limits_{-L}^L f(\frac{x}{L}) \frac{\sin(x)}{x} dx = f(0)\int\limits_{-\infty}^{\infty} \frac{\sin(x)}{x} dx = \pi f(0)
[/tex]

If we first fix the integration domain like this

[tex]
\lim_{L\to\infty} \int\limits_{-\infty}^{\infty} f(\frac{x}{L})\frac{\sin(x)}{x} \chi_{[-L,L]}(x)dx
[/tex]

the problem is that the limit of the integrand is not Lebesgue integrable over [itex]\mathbb{R}[/itex], so the standard convergence results do not settle this immediately.
 
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  • #2
I figured out one way to do this, but I had to use one inequality that's correctness is not clear to me. The triangle inequality

[tex]
|\int dx\; g(x)| \leq \int dx\;|g(x)|
[/tex]

is not suitable here. This instead,

[tex]
|\int dx\; f(x)g(x)| \leq \|f\|_{\textrm{sup}} |\int dx\; g(x)|
[/tex]

becomes useful. But is this correct? I don't know how to prove this. I wouldn't want to do much assumptions about g, but f can be assumed to be as nice as necessary.
 
  • #3
jostpuur said:
[tex]
|\int dx\; f(x)g(x)| \leq \|f\|_{\textrm{sup}} |\int dx\; g(x)|
[/tex]

Argh! Not even correct!

[tex]
g(x) = \cos(x^2)
[/tex]

[tex]
\int\limits_0^{\infty} \cos(x^2)dx = \frac{1}{2}\sqrt{\frac{\pi}{2}}
[/tex]

[tex]
f(x)=\left\{\begin{array}{ll}
1, \quad & \cos(x^2)\geq 0\\
0,\quad &\cos(x^2) < 0 \\
\end{array}\right.
[/tex]

[tex]
|\int dx\; f(x)g(x)| = \infty > \frac{1}{2}\sqrt{\frac{\pi}{2}} = \|f\|_{\textrm{sup}} |\int dx\; g(x)|
[/tex]

hmhmh... but here f is not integrable itself. It could be that the inequality is true if f's integral exists...
 
Last edited:
  • #4
jostpuur said:
hmhmh... but here f is not integrable itself. It could be that the inequality is true if f's integral exists...

Even this is not true. By fixing sufficiently large M, we obtain an integrable [itex]f\chi_{[0,M]}[/itex] such that

[tex]
|\int dx\; (f\chi_{[0,M]})(x) g(x)| > \|f\chi_{[0,M]}\|_{\textrm{sup}} |\int dx\; g(x)|
[/tex]

I'm back in the starting point :frown:
 

What is a limit?

A limit is a fundamental concept in calculus that describes the behavior of a function as its input approaches a specific value. It represents the value that the function "approaches" or gets closer to as the input gets closer to the specified value.

What is an integral?

An integral is a mathematical concept that represents the area under a curve on a graph. It is essentially the reverse operation of differentiation, which is used to find the slope of a function at a given point.

What is the relationship between limits and integrals?

Limits and integrals are closely related because limits are used to define integrals. In fact, the fundamental theorem of calculus states that an integral can be evaluated by finding the antiderivative of a function and using the limits of integration.

What is the difference between a definite and indefinite integral?

A definite integral has specific values for the upper and lower limits of integration, while an indefinite integral does not have any specified limits. This means that a definite integral will give a numerical value, while an indefinite integral will give an equation with a constant of integration.

How are limits and integrals used in real-world applications?

Limits and integrals are used in various fields of science and engineering, such as physics, economics, and statistics, to model and analyze continuous change. They are also used to solve practical problems, such as finding the area under a curve to determine the total distance traveled by an object.

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