I'm trying to compute lim.
In the given interval (0,\frac{\pi}{2}), \frac{n\cos x \sin^n x}{1+x} is non negative, and increasing, I used the monotone convergence theorem to interchange the limit and the integral to get \lim_{n\rightarrow\infty}\int_{0}^{\frac{\pi}{2}}\frac{n\cos x \sin^n x}{1+x}dx=\int_{0}^{\frac{\pi}{2}}\lim_{n\rightarrow\infty}\frac{n\cos x \sin^n x}{1+x}dx
But when I'm trying to compute the limit, I'm stuck. I even tried to do through the "u substitution" as well but the denominator isn't helping. Any input is appreciated.
Answer
Here's a possible approach. We have
\int_0^{\pi/2} \frac{\cos x \sin^n x}{1+x } dx = \int_0^{\pi/2} \frac{\sin^n x}{1+x } d \sin x = (\text{set } y = \sin x) = \int_0^1 \frac{y^n}{ 1 + \arcsin y} dy.
Now, the last integral does not seem a very pleasant one to compute explicitly, but we can compute the desired limit. Just observe that the main contribution comes from the neighborhood of 1.
Namely, fix any 0<\alpha <1, then
n \int_0^\alpha \frac{y^n}{ 1 + \arcsin y} dy \leq n \int_0^\alpha y^n dy =\frac{n}{n+1} \alpha^n \to 0 , \text{ as } n \to \infty,
as \alpha < 1. Hence, the contribution comes from \int_\alpha^1, where we have
\frac{y^n}{1 + \pi/2} \leq \frac{y^n}{1 + \arcsin y} \leq \frac{y^n}{1 + \arcsin \alpha}.
Now integrating the last ineqalities over [\alpha, 1] we obtain
\frac{n}{n+1} \frac{1 - \alpha^{n+1}}{1+\pi/2} \leq n \int_{\alpha}^1 \frac{y^n}{1 + \arcsin y} dy\leq \frac{n}{n+1} \frac{1 - \alpha^{n+1}}{1 + \arcsin \alpha}.
Finally, taking n\to \infty in the last line, we get
\frac{1}{1+\pi/2} \leq \lim n \int_{\alpha}^1 \frac{y^n}{1 + \arcsin y} dy\leq \frac{1 }{1 + \arcsin \alpha}.
But we also proved that the limit of the integral over [0, \alpha] is vanishing, hence the limit in the last inequality is the actual limit in question. But as \alpha<1 is arbitrary, we get that the limit has to be equal to
\frac{1}{1+\pi/2}.
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