Friday, 13 April 2018

real analysis - Finding limlimitsnrightarrowinftyleft(int10(f(x))n,mathrmdxright)frac1n for continuous f:[0,1]to[0,infty)






Find limif f:[0,1]\rightarrow(0,\infty) is a continuous function.





My attempt:



Say f(x) has a max. value M. Then \left(\int_0^1(f(x))^ndx\right)^\frac{1}{n}\leq\left(\int_0^1M^ndx\right)^\frac{1}{n} =M



I cannot figure out what to do next.


Answer



Your guess that it should be the maximum is a good guess. You have shown that the limit must be \leq M. We will now show that the limit must be greater than or equal to M-\epsilon for any \epsilon, from which you can conclude that the limit is indeed M.



Since f(x) is continuous, given \epsilon > 0, there exists a \delta such that
f(x) > M - \epsilon for all x \in (x_0 -\delta, x_0 + \delta). Hence, we have

\int_0^1 f(x)^n dx > \int_{x_0 - \delta}^{x_0 + \delta} f(x)^n dx > \int_{x_0 - \delta}^{x_0 + \delta} (M - \epsilon)^n dx = (M-\epsilon)^n 2\delta
Hence for any \epsilon > 0,
\left(\int_0^1 f(x)^n dx\right)^{1/n} > (M-\epsilon)(2 \delta)^{1/n}
Letting n \to \infty, we get what we want, i.e.,
\lim_{n \to \infty}\left(\int_0^1 f(x)^n dx\right)^{1/n} \geq (M-\epsilon)


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