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If for a real function $f$, the limit $\lim_{x\to \infty}f(x)$ exists, then is it true that $f$ is bounded ?

Note that it is limit of a function, not sequence.

I don't think it is true but found that in some book.

Actually, the claim in the book is that as $\lim_{t\to \infty}\int_{0}^{t}\frac{\sin x}{x}dx = \frac{\pi}{2}$, $\sup_{t} |\int_{0}^{t}\frac{\sin x}{x}dx| < \infty$. I don't know why is this true ?

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It's not true. Think of the function \begin{align} f : \mathbb R \to \mathbb R : x \mapsto \begin{cases}0 & x = 0\\ \frac{1}{x}& \text{else} \end{cases} \end{align}

You might mean "is it 'bounded at \infty'," which might mean something like this: "as you approach infinity, there's some number $M$ such that $f(x) \le M$." In that case, the answer is "yes": you can just pick $M = |L| + 1$, where $L$ is the limit at infinity.

Finally, if you assume that $f$ is continuous, then the claim actually is true, by a combination of the last paragrapth and the fact that for $x \le M$, you're looking at a continuous function on a closed interval, which achieves both its max and its min.

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  • $\begingroup$ Plz. check my edit. $\endgroup$
    – Sosha
    Jun 10, 2015 at 9:24
  • $\begingroup$ My second paragraph handles your edit. The function defined by the integral is a continuous function of its argument, hence the second-to-last paragraph means that it IS bounded. Proof? Pick $\epsilon = 1$ in the definition of limit-at-infinity to find a value $N$ such that for $x > N$, you have $|f(x) - L| < 1$, so that $|f(x)| < |L| + 1$. $\endgroup$ Jun 11, 2015 at 10:27
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You can think of the function $f(x)=\frac{1}{x}$: though $\lim_{x\rightarrow \infty} \frac{1}{x}=0$ it isn't bounded because $\lim_{x\rightarrow 0} \frac{1}{x}=\infty$.

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  • $\begingroup$ Plz. check my edit. $\endgroup$
    – Sosha
    Jun 10, 2015 at 9:24
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    $\begingroup$ $\int_{0}^{t}\frac{\sin x}{x}dx$ exists and it is finite because $\frac{\sin x}{x}\rightarrow 1$ if $x\rightarrow 0$; since $\int_{0}^{\infty}\frac{\sin x}{x}dx=\pi/2$ then $\sup_{t} |\int_{0}^{t}\frac{\sin x}{x}dx| < \infty$. $\endgroup$
    – Mark
    Jun 10, 2015 at 9:42
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Not true for e.g. $f(x)=e^{-x}$ which is exists as $x→∞$ but what about $f(x)$ when $x→-∞$?

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