Wednesday, 19 June 2013

real analysis - Uniform convergence of fn(x)=left(1+fracxnright)n when calculating limit



Calculatelim



My attempt - if
f_n(x) = \left(1 + \frac{x}{n}\right)^n
converged uniformly for all x \in [0,1] then I could swap integral with limes and solve it:
\lim_{n \rightarrow \infty} \int_0^1 \left(1 + \frac{x}{n}\right)^ndx = \int_0^1 \lim_{n \rightarrow \infty}\left(1 + \frac{x}{n}\right)^ndx = \int_0^1 e^x dx = e^x|_{0}^{1} = e - 1



I must then prove that f_n(x) is indeed uniformly convergent. I already know that
f_n(x) \rightarrow e^x. If f_n(x) converges uniformly then for each epsilon the following statement must hold
\sup_{x \in [0,1]} \left|f_n(x) - f(x)\right| < \epsilon




How can I prove this?


Answer



Alternative approach (without uniform convergence): let t= \frac{x}{n} then
\begin{align*}\int_0^1 \left(1 + \frac{x}{n}\right)^ndx&= n\int_0^{1/n} (1+t)^ndt\\ &=n\left[\frac{(1+t)^{n+1}}{n+1}\right]_0^{1/n} \\&= \frac{n}{n+1}\left(\left(1+\frac{1}{n}\right)^{n+1}-1\right)\\&\to e-1. \end{align*}


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