Monday 25 April 2016

integration - Find $lim_{n rightarrow infty}frac{1}{n} int_{1}^{infty} frac{mathrm dx}{x^2 log{(1+ frac{x}{n})}}$



Find:



$$\lim_{n \rightarrow \infty} \frac{1}{n} \int_{1}^{\infty} \frac{\mathrm dx}{x^2 \log{(1+ \frac{x}{n})}}$$



The sequence $\frac{1}{nx^2 \log{(1+ \frac{x}{n})}}=\frac{1}{x^3 \frac{\log{(1+ \frac{x}{n})}}{\frac{x}{n}}}$ converges pointwise to $\frac{1}{x^3}$. So if we could apply Lebesgue's Dominated Convergence Theorem, we have:




$\lim_{n \rightarrow \infty} \frac{1}{n} \int_{1}^{\infty} \frac{\mathrm dx}{x^2 \log{(1+ \frac{x}{n})}}=\lim_{n \rightarrow \infty} \int_{1}^{\infty} \frac{\mathrm dx}{x^3}=\frac{1}{2}$



I have a problem with finding a majorant. Could someone give me a hint?


Answer



I showed in THIS ANSWER, using only Bernoulli's Inequality the sequence $\left(1+\frac xn\right)^n$ is monotonically increasing for $x>-n$.



Then, we can see that for $x\ge 1$ and $n\ge1$, the sequence $f_n(x)$ given by



$$f_n(x)=n\log\left(1+\frac xn\right)$$




is also monotonically increasing. Therefore, a suitable dominating function is provided simply by the inequality



$$\frac{1}{n\log\left(1+\frac xn\right)}\le \frac{1}{\log(1+x)}\le \frac{1}{\log(2)}$$



Therefore, we have



$$\frac{1}{nx^2\log\left(1+\frac xn\right)}\le \frac{1}{x^2\log(2)}$$



Using the dominated convergence theorem, we can assert that




$$\begin{align}
\lim_{n\to \infty}\int_1^\infty \frac{1}{nx^2\log\left(1+\frac xn\right)}\, dx&=\int_1^\infty \lim_{n\to \infty}\left(\frac{1}{nx^2\log\left(1+\frac xn\right)}\right)\,dx\\\\
&=\int_1^\infty\frac{1}{x^3}\,dx\\\\
&=\frac12.
\end{align}$$


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