Thursday, 10 October 2019

real analysis - f is convex, increasing then limxrightarrowinftyf(x)/x exists



I am stuck with the following question:



Let f:RR be convex and increasing and limxf(x)=. Prove that there exists α0R such that
limxf(x)x=α0.




Can someone give me a hint?



Thanks.


Answer



We can show that the limit
limxf(0)f(x)0x


exists.
On the one hand, f(0)f(x)0x>0 because f is an increasing function. On the other hand, the convexity implies that f(0)f(x)0x decreases (or at least does not increase) for x. A non-increasing function which is bounded from below has a limit. We define

a0=limxf(0)f(x)0x

and we have
limxf(x)x=limx(f(0)f(x)0xf(0)x)=limxf(0)f(x)0xlimxf(0)x=a00=a0


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