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Let $f:\mathbb{R}_+ \to \mathbb{R}_+$ be an integrable function.

Find : $$\lim_{n \to \infty} n \int_0^1\frac{f(nx)}{1+x} \, dx$$

I've thought about using the dominated convergence theorem, but I can't seem to be able to satisfy its conditions for a random function $f$.

Blencer
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1 Answers1

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With $u=nx$ you get

$$\int_0^n\frac{f(u)}{1+\frac un} \, du$$

and notice that

$$\left\vert\frac{f(u)}{1+\frac un}\chi_{[0,n]}\right\vert\le\vert f(u)\vert$$ so you can apply dominated convergence theorem.

user296113
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