# Tagged Questions

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### Counterexample for necessary condition of integrability

Can you give me an example of a non-negative function on $[0,1]$ that is NOT integrable, but $\lim_{t \to \infty} t \mu\{x : |f(x)| \geq t \} =0$?
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### A identity relating a infinite series and a definite integral [duplicate]

Prove that, $$\sum_{n=1}^{\infty} \frac{1}{n^n} = \int_{0}^{1} x^{-x}dx$$ I made no significant progress, I'm looking for hint/ideas to approach this problem. Thanks!
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### Integral inequality: $\def\intd{\,\mathrm d}\int_a^b(f'(x))^2\intd x-2\big(f(a)+f(b)\big)^2\geq\frac8{(b-a)^2}\int_a^b(f(x))^2\intd x$

I have a problem which I think is wrong. Let $f: [a,b] \to \mathbb{R}$ be a differentiable function with $f'$ continuous such that $$\int_a^b f(x) \intd x = f\left(\frac{a+b}{2}\right) = 0$$ ...
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### Prove that $\int_{-1}^1P_n^2(x)dx=\frac{2}{2n+1}$, where $P_n(x)$ is a Legendre polynomial.

Using Rodrigues' formula and integrating by parts $n$ times, prove that $$\int_{-1}^1P_n^2(x)dx=\frac{2}{2n+1}$$ where $P_n(x)$ is a Legendre polynomial. I tried this way Let $$f(x)=(x^2-1)^s$$ ...
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### Compute $\lim_{n\to\infty}n^4\int_0^1\frac{x^n\ln^3x}{1+x^n}\ln(1-x)\,dx$

Compute $$\lim_{n\to\infty}n^4\int_0^1\frac{x^n\ln^3x}{1+x^n}\ln(1-x)\,dx$$ According to Wolfram Alpha, the limit is zero. I tried to make substitution ...
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### Lower bound on $F$ under the assumption $\theta F(s)\le sF'(s)$

Let $F(s)=\displaystyle \int_0^{s}f(t)\,\mathrm dt$. We suppose that there exists $\theta>2$ such that $\theta F(s)\le f(s)s$ for all $s\in \mathbb{R}$ and that $F(s)>0$ for all ...
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### Why are variables in integration by substitution so counter intuitive?

Integration by substitution is defined as something like $\displaystyle\int_a^b f(\phi(t))\phi'(t)dt = \int_{\phi(a)}^{\phi(b)} f(x)dx$ But for my taste, the variables $x$ and $t$ are exactly ...
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### Projection measures and integrability

Let $(M, \mathcal{A}, \mu)$ a probability space, $Y$ compact metric space. Consider $\mathcal{M}(\mu)$ be the space of probability measures $\eta$ on $M\times Y$ such that $\pi_{*}\eta=\mu$ where ...
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### Separability of a set with norm $\thickapprox$ $L^1$ +$L^{\infty}$

Let $(M, \mathcal{A}, \mu)$ a complete separable probability space. Recall that complete means that any subset of a measurable set with zero measure is measure (and has zero measure) and separable ...
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### Is a $L^1$-function which is linear near the origin in $L^p$?

Suppose you have a function $f$ on $\mathbb{R}$, such that $$\int_{-\infty}^{\infty} | f(x) | \, \mathrm{d} x < \infty$$ and $$\int_{-u}^u |f(x)| \, \mathrm{d} x = \mathcal{O}(u)$$ for $u \to 0$. ...
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### Does This Function Exist?

I am trying to construct a piecewise function $g:[0,1] \rightarrow \mathbb{R}$ with $g(0)=0,\hspace{3mm}$ $g \geq 0$, $\hspace{3mm}$ $\int_0^x g(t)dt\leq x,\hspace{3mm}$ and such that there is a ...
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### Closed form for the integral $\int_{0}^{\infty}\frac{\ln^{2}(x)\ln(1+x)}{(1-x)(x^{2}+1)}dx$

Here is a challenging one maybe some would like a go at. Show that: ...
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### The other ways to calculate $\int_0^1\frac{\ln(1-x^2)}{x}dx$

Prove that $$\int_0^1\frac{\ln(1-x^2)}{x}dx=-\frac{\pi^2}{12}$$ without using series expansion. An easy way to calculate the above integral is using series expansion. Here is an example ...
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### Is the “difference-integral” of an integrable function integrable?

assume $f$ is Lebesgue integrable (on $\mathbb{R}$) and $h >0$. Is it true that then the double integral $\int_{-\infty}^{\infty} \int_{x}^{x+h} f(u) \, du \, dx$ always exists? Intuitively I have ...
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### Proof of $\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$

I found a nice formula of the following integral here $$\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$$ It states there that ...
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### How to do this integral $\int_{-\pi}^{\pi} x^n \cos^m(x) dx$?

is there a way to explicitely evaluate this integral for natural numbers $n,m$: $$\int_{-\pi}^{\pi} x^n \cos^m(x) dx.$$ Apparently, if $n$ is odd, this integral is zero due to symmetry.
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### Prove that $\int_0^1\frac{1-x}{1-x^6}\ln^4x\,dx=\frac{16\sqrt{3}}{729}\pi^5+\frac{605}{54}\zeta(5)$

This integral comes from a well-known site (I am sorry, the site is classified due to regarding the OP.) $$\int_0^1\frac{1-x}{1-x^6}\ln^4x\,dx$$ I can calculate the integral using the help of ...
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### Prove that $\int_0^1\frac{\ln(1-x)\ln^2x}{x-1}dx=\frac{\pi^4}{180}$

Prove that (please) $$\int_0^1\frac{\ln(1-x)\ln^2x}{x-1}dx=\frac{\pi^4}{180}$$ I've tried using Taylor series and I ended up with $$-\sum_{m=0}^\infty\sum_{n=1}^\infty\frac{2}{n(m+n+1)^3}$$ I am ...
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### Riemann integral of a certain function

Let $\{q_n\}$ be an enumeration of the rationals in $[0,1]$. Define $f$ on $[0,1]$ by $f(x):=\sum_{q_n<x}2^{-n}$. It has already been shown by Lebesgue's Criterion that $f$ is Riemann integrable. ...
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### $\int_{\mathbb R} \frac{1+x^{2}}{(1+|x-y|)^{n}} dx<\infty$ for some large $n$?

Fix $y\in \mathbb R.$ Define, $$I(y)=\int_{\mathbb R} \frac{1+x^{2}}{(1+|x-y|)^{n}} dx.$$ My Question is: Can we show that $I(y)<\infty$ for some large $n\in \mathbb N$ ? If yes, what is a value ...
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### Line integral $\int_{\gamma}e^xcos(y)dx+e^xsin(y)dy$

First of all, I'm having trouble evaluating $$\int_{\gamma}e^xcos(y)dx+e^xsin(y)dy$$ where $\gamma$ is the triangle with vertices $(0,0), (1,0), (1,\frac\pi2)$ This is what I've done so far: 1) With ...
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### How to find $\int_{0}^{\pi/2} \log ({1+\cos x}) dx$ using real-variable methods?

How do you find the value of this integral, using real methods? $$I=\displaystyle\int_{0}^{\pi/2} \log ({1+\cos x}) dx$$ The answer is $2C-\dfrac{\pi}{2}\log {2}$ where $C$ is Catalan's constant.
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### Negative part of the integrand in an iterated integral

Hi everyone: Suppose that $(X,\mathfrak{M},\mu)$ and $(Y,\mathfrak{N},\nu)$ are two measure spaces and $f(x,y)$ is an extended real valued measurable function on $X\times Y$. Suppose we can not apply ...
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### Uniformly continuous function which is integrable but does not have a limit [duplicate]

Is there an example of a function $f:[0,+\infty)\to \mathbb{R}$ which is uniformly continuous and $\int_0^{+\infty}|f(x)|dx<+\infty$, but $\lim_{x\to+\infty}f(x)\neq0$ (since it is integrable this ...
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### Convergence of the improper integral $\int_{0}^{\infty}\frac{x^{p-1}}{1+qx}dx$

I found that the following converges where ${0<p<1}$,and ${0<q}$, but I'm having some trouble where q is negative. Because it has some "blow up" point, it seems to diverge, but i'm not ...
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### Integral related to the gamma function: $\int_0^{\infty} y^{\alpha-1}e^{-y}dy=(\alpha-1)\int_0^{\infty} y^{\alpha-2}e^{-y}dy$

I have difficulty with the gamma function: $\int_0^{\infty} y^{\alpha-1}e^{-y}dy=(\alpha-1)\int_0^{\infty} y^{\alpha-2}e^{-y}dy$ How do we go from left to right? Thanks!
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### Interesting examples of switching limit and integral

We learn many theorems regarding the relationship of limit and integral (Dominated/ Monotone Convergence, Fatou, Semicontinuity of norms, etc...). As I'm working on my research, I find that I often ...
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### Darboux integrable, $f$ continuous at x where g(x)=G(x) [duplicate]

$f:[a_1,b_1]x[a_2,b_2]\rightarrow \mathbb{R}$ that is Riemann integrable, and let $g(x),G(x)$ functions with property $g(x)\leq f(x) \leq G(x)$, g=G a.e.! G(x), g(x) are obtain from proof Riemann int ...
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### A tricky integral with vanishing domain

I would love to have the following result, however I got no clue if it is even true! Let $B_n:=\{y:\varepsilon_n<|y|\leq\tilde{\varepsilon}_n\}$ for some sequences ...
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### Given $f_n \rightarrow f$ a.e. Does $||f_n||_p \rightarrow ||f||_p$ imply $f_n\rightarrow f$ in $L^p$? [duplicate]

Given $f_n \rightarrow f$ a.e. Does $||f_n||_p \rightarrow ||f||_p$ imply $f_n\rightarrow f$ in $L^p$? Clearly this does not hold for $p = \infty$, since given functions with same hight, pointwise ...
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### Prove $\int_{\mathbb{R^{+}}} \frac{\sin^3 {(\pi x^2)} \cos {(4x^2)}}{x^5} dx=\frac{\pi}{32} (3\pi-4)^2$

How do you arrive at the result $$I=\displaystyle\int_{\mathbb{R^{+}}} \dfrac{\sin^3 {(\pi x^2)} \cos {(4x^2)}}{x^5} dx=\dfrac{\pi}{32} (3\pi-4)^2\ ?$$ Wolfram Alpha agrees numerically. I tried ...
Let f be a continuous function of bounded total variation (refer to http://en.wikipedia.org/wiki/Total_variation for the definition) on $[0,1]$, i.e., $\text{Var}_{[0,1]}f<\infty$. Then the total ...