I am stuck with the following question:
Let f:R→R be convex and increasing and limx→−∞f(x)=−∞. Prove that there exists α0∈R such that
limx→−∞f(x)x=α0.
Can someone give me a hint?
Thanks.
Answer
We can show that the limit
limx→−∞f(0)−f(x)0−x
exists.
On the one hand, f(0)−f(x)0−x>0 because f is an increasing function. On the other hand, the convexity implies that f(0)−f(x)0−x decreases (or at least does not increase) for x→−∞. A non-increasing function which is bounded from below has a limit. We define
a0=limx→−∞f(0)−f(x)0−x
and we have
limx→−∞f(x)x=limx→−∞(f(0)−f(x)0−x−f(0)−x)=limx→−∞f(0)−f(x)0−x−limx→−∞f(0)−x=a0−0=a0
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