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I'm trying to evaluate the integral below but I have no clue how to proceed any further. Does anyone knows how to deal with this?

$$\displaystyle \lim_{n \to \infty} \int_0^1 \frac{1}{1+x+x^2+...+x^n}\, dx$$

I don't know what the primitive function to $$\frac{1}{1+x+x^2+...+x^n}$$ is, especially since $\lim{n \to \infty}$... Should I try to use MacLaurin up to n'th order and then see if that leads to a "general" polynomial formula? $$p(x) = \frac{f(0)}{0!}x^0 + \frac{f'(0)}{1!}x^1 + \frac{f''(0)}{2!}x^2 + ...+ \frac{f^{(n)}(0)}{n!}x^n$$ When I tried to do this the expressions I got looked like a zoo, assuming I did it the right way.

Decaf Sux
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    where is the topology in this topology related integral? – Mirko Jul 27 '19 at 17:10
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    @Mirko: I was wondering this myself. In fact, the strange title is what led me to click the title and read the question, so perhaps this was intentional for the purpose of getting people to read the question! – Dave L. Renfro Jul 27 '19 at 18:16

1 Answers1

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Firstly, we'll show that $f_n(x) = \sum_{k=0}^n x^n$ converges uniformly to $f(x) = \frac{1}{1-x}$ on $\mathcal I_\eta=[0,1-\eta]$, for any $\eta \in (0,1)$.

To do that, note:

(1) $\forall_{x \in \mathcal I_\eta} (f_n(x))_{n \in \mathbb N } $ is an increasing sequence.

(2) $\forall_{n\in \mathbb N} f_n $ is a continuous function and so is $f$.

(3) $\forall_{\eta \in (0,1)} \mathcal I_\eta $ is compact.

(4) $(f_n)_{n \in \mathbb N}$ converges pointwise to $f$ on $\mathcal I_\eta$, for any $\eta \in (0,1)$

So, we can apply Dini's Theorem (proof can be found on wiki).

Now, due to $ \forall_{x \in \mathcal I_\eta} \forall_{n \in \mathbb N} : f_n(x) \in [1,\frac{1}{\eta}]$ (so we're on domain where function $t \to \frac{1}{t}$ is uniformly continuous), the sequence $g_n(x) = \frac{1}{f_n(x)}$ is also uniformly convergent to $g(x) = 1-x$ on $\mathcal I_\eta$, for any $\eta \in (0,1)$.

Okay. Now, we'll show that $\forall_{\eta \in (0,1)} \forall_{\epsilon>0} \exists_{N(\epsilon) \in \mathbb N} \forall_{n > N(\epsilon)}: |\int_0^{1-\eta} g_n(x)dx - \int_0^{1-\eta}g(x)dx| < \epsilon$ .

So, pick any $\eta \in (0,1), \epsilon > 0$. We have $|\int_0^{1-\eta} g_n(x)dx - \int_0^{1-\eta}g(x)dx| = |\int_0^{1-\eta} g_n(x)-g(x)dx| \leq $

$ \leq \int_0^{1-\eta} |g_n(x)-g(x)| dx = (\star)$.

Now, using the uniform convergence of $(g_n)_{n \in \mathbb N}$, we have $\forall_{\delta > 0} \exists_{M(\delta)}\forall_{n > M(\delta)}\forall_{x\in \mathcal I_\eta} |g_n(x) - g(x)| < \delta$.

Now, choose $\delta = \frac{\epsilon}{1-\eta}$ and $N(\epsilon) = M(\delta)$ so that we have: $(\star) < \int_0^{1-\eta} \frac{\epsilon}{1-\eta} dx = \epsilon $.

We're almost done. Now, we'll show that $\forall_{\epsilon>0}\exists_{\eta \in (0,1)}\forall_{n \in \mathbb N} : |\int_{1-\eta}^1 g_n(x)dx - \int_{1-\eta}^1 g(x)dx| < \epsilon$.

Pick any $\epsilon > 0$, we have $|\int_{1-\eta}^1 g_n(x)dx - \int_{1-\eta}^1 g(x)dx| \leq \int_{1-\eta}^1 |g_n(x) - g(x)| dx = (\star) $.

Now note, that $\forall_{n \in \mathbb N}\forall_{\eta \in (0,1)}\forall_{x \in [1-\eta,1]}|g_n(x) - g(x)| \leq 2|g_{1}(0)| = 2$ (due to it being decreasing sequence of decreasing functions), so: $(\star) \leq 2\eta$ and it's sufficient to choose $\eta = \frac{\epsilon}{2}$.

We're about to complete: Choose any (small) $\epsilon > 0$. Pick $\eta = \frac{\epsilon}{2}$. We show, there exists $N(\epsilon): \forall_{n > N(\epsilon)}$:

$|\int_0^{1} g_n(x)dx - \int_0^{1}g(x)dx| \leq |\int_0^{1-\frac{\epsilon}{2}} g_n(x)-g(x)dx | + |\int_{1-\frac{\epsilon}{2}}^{1} g_n(x)-g(x)dx | < \epsilon + \epsilon = 2\epsilon$, that means, we proved:

$\lim_{n\to \infty} \int_0^1 g_n(x)dx = \int_0^1g(x)dx$.

Plugging our values, we get:

$\lim_{n\to \infty} \int_0^1 \frac{1}{\sum_{k=0}^n x^n} dx = \int_0^1 (1-x) dx = (x-\frac{x^2}{2})|^{x=1}_{x=0} = \frac{1}{2}$

Presage
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