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How can i prove that this function is continuous? $$ f\left( x \right) = \int\limits_0^\pi {\frac{{\sin \left( {xt} \right)}} {t} \mathrm dt} $$ Some hint? Don´t consider the zero in the endpoint of the integration zone, just take it as a limit $$ f\left( x \right) = \mathop {\lim }\limits_{\varepsilon ^ + \to 0} \int\limits_\varepsilon ^\pi {\frac{{\sin \left( {xt} \right)}} {t} \mathrm dt} $$ How can I do it? DX!

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Is "DX!" some sort of hint? – Henning Makholm Oct 16 '11 at 17:42
up vote 1 down vote accepted

First of all, observe that $$ \lim_{t\to0}\frac{\sin(x\,t)}{t}=x\ , $$ so that the integral exists as a bona fide Riemann integral. Next, given $x,y\in\mathbb{R}$, $$ |f(x)-f(y)|\le\int_0^{\pi}\frac{|\sin(x\,t)-\sin(y\,t)|}{t}\,dt. $$ Now use the inequality $|\sin a-\sin b|\le\dots$ to conclude that $f$ is continuous.

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Thanks! I did it , it was easy D:!! – August Oct 16 '11 at 17:31

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