Saturday, 21 March 2015

calculus - Find: limntoinftyintinfty0arctan(nx)exndx





Find:



lim




Probably, no recursive form could be found, and elementary tools (integration by parts, change of variable, etc.) are not useful here. How can I find such a limit?



Thank you.



Answer



Start by thinking about pointwise limits. For x>0, \arctan(nx) \to \pi/2. For $01, x^n \to +\infty. Hence for 01, e^{-x^n} \to 0. So the pointwise limit is \frac{\pi}{2} \chi_{(0,1)}, except maybe at 0 and 1$ which don't matter.



So we might intuitively expect the limit to be \int_0^1 \frac{\pi}{2} dx = \frac{\pi}{2}. Try to use an integral convergence theorem, such as the dominated convergence theorem, to justify this result.


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