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What is the limit of the integral $$\int_{[0,1]^n}\frac{x_1^5+x_2^5 + \cdots +x_n^5}{x_1^4+x_2^4 + \cdots +x_n^4} \, dx_1 \, dx_2 \cdots dx_n$$ as $n \to \infty ?$

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may i ask where you got this problem from? –  Amire May 18 '13 at 16:39
    
This originates from one of the student mathematical olimpiads in Russia. –  user64494 May 18 '13 at 16:49
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1 Answer

up vote 4 down vote accepted

Here is a heuristics: Let $U_i$ be i.i.d. random variables having the uniform distribution on $[0, 1]$. Then the integral is equal to

$$ \Bbb{E} \left[ \frac{U_{1}^{5} + \cdots + U_{n}^{5}}{U_{1}^{4} + \cdots + U_{n}^{4}} \right] $$

Now, from the strong law of large number we find that

$$ \frac{U_{1}^{5} + \cdots + U_{n}^{5}}{U_{1}^{4} + \cdots + U_{n}^{4}} \to \frac{\Bbb{E} U_{1}^{5}}{\Bbb{E} U_{1}^{4}} = \frac{5}{6} \quad \text{a.s.} $$

Therefore the limit of the integral is $\frac{5}{6}$.

The only unjustified part of this argument is that we intercanged the order of the expectation and the limit. This can be justified by the dominated convergence theorem, together with the observation that

$$ \frac{U_{1}^{5} + \cdots + U_{n}^{5}}{U_{1}^{4} + \cdots + U_{n}^{4}} \leq 1. $$

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