Counterexample of passage of the limit under the integral sign (from Royden)
Clash Royale CLAN TAG#URR8PPP
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Example
For each natural number $n$, define $f_n$ on $[0,1]$ to have value $0$ if $x geq 2/n$, have $f(1/n) = n$, $f(0) = 0$ and be linear on the intervals $[0,1/n]$ and $[1/n,2/n]$.
Observe that $int_0^1 f_n = 1$ for each $n$.
Define $f equiv 0$ on $[0,1]$.
Then
$$
text$f_n to f$ pointwise on $[0,1]$,
but $lim_n to infty int_0^1 f_n neq int_0^1 f$.
$$
Thus, pointwise convergence alone is not suffcient to justifty passage of the limit under the integral sign.
(Original image here.)
I am not sure that I understand this example correct. First, shouldn't $f(1/n)=n$ and $f(0) = 0$ be $f_n(1/n) = n $ and $f_n(0)$?
Also, when $n to infty$, $f_n to infty$ on $[1/n, 2/n]$, but the interval also goes to $0$. How can we deal with this situation? Should we say $f_n to 0$ on $[1/n, 2/n]$ since the interval goes to $0$?
Any help is appreciated.
measure-theory
add a comment |Â
up vote
1
down vote
favorite
Example
For each natural number $n$, define $f_n$ on $[0,1]$ to have value $0$ if $x geq 2/n$, have $f(1/n) = n$, $f(0) = 0$ and be linear on the intervals $[0,1/n]$ and $[1/n,2/n]$.
Observe that $int_0^1 f_n = 1$ for each $n$.
Define $f equiv 0$ on $[0,1]$.
Then
$$
text$f_n to f$ pointwise on $[0,1]$,
but $lim_n to infty int_0^1 f_n neq int_0^1 f$.
$$
Thus, pointwise convergence alone is not suffcient to justifty passage of the limit under the integral sign.
(Original image here.)
I am not sure that I understand this example correct. First, shouldn't $f(1/n)=n$ and $f(0) = 0$ be $f_n(1/n) = n $ and $f_n(0)$?
Also, when $n to infty$, $f_n to infty$ on $[1/n, 2/n]$, but the interval also goes to $0$. How can we deal with this situation? Should we say $f_n to 0$ on $[1/n, 2/n]$ since the interval goes to $0$?
Any help is appreciated.
measure-theory
It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Example
For each natural number $n$, define $f_n$ on $[0,1]$ to have value $0$ if $x geq 2/n$, have $f(1/n) = n$, $f(0) = 0$ and be linear on the intervals $[0,1/n]$ and $[1/n,2/n]$.
Observe that $int_0^1 f_n = 1$ for each $n$.
Define $f equiv 0$ on $[0,1]$.
Then
$$
text$f_n to f$ pointwise on $[0,1]$,
but $lim_n to infty int_0^1 f_n neq int_0^1 f$.
$$
Thus, pointwise convergence alone is not suffcient to justifty passage of the limit under the integral sign.
(Original image here.)
I am not sure that I understand this example correct. First, shouldn't $f(1/n)=n$ and $f(0) = 0$ be $f_n(1/n) = n $ and $f_n(0)$?
Also, when $n to infty$, $f_n to infty$ on $[1/n, 2/n]$, but the interval also goes to $0$. How can we deal with this situation? Should we say $f_n to 0$ on $[1/n, 2/n]$ since the interval goes to $0$?
Any help is appreciated.
measure-theory
Example
For each natural number $n$, define $f_n$ on $[0,1]$ to have value $0$ if $x geq 2/n$, have $f(1/n) = n$, $f(0) = 0$ and be linear on the intervals $[0,1/n]$ and $[1/n,2/n]$.
Observe that $int_0^1 f_n = 1$ for each $n$.
Define $f equiv 0$ on $[0,1]$.
Then
$$
text$f_n to f$ pointwise on $[0,1]$,
but $lim_n to infty int_0^1 f_n neq int_0^1 f$.
$$
Thus, pointwise convergence alone is not suffcient to justifty passage of the limit under the integral sign.
(Original image here.)
I am not sure that I understand this example correct. First, shouldn't $f(1/n)=n$ and $f(0) = 0$ be $f_n(1/n) = n $ and $f_n(0)$?
Also, when $n to infty$, $f_n to infty$ on $[1/n, 2/n]$, but the interval also goes to $0$. How can we deal with this situation? Should we say $f_n to 0$ on $[1/n, 2/n]$ since the interval goes to $0$?
Any help is appreciated.
measure-theory
edited Aug 24 at 8:23
Jendrik Stelzner
7,57221037
7,57221037
asked Aug 24 at 8:11
Sihyun Kim
716311
716311
It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14
add a comment |Â
It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14
It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14
It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14
add a comment |Â
2 Answers
2
active
oldest
votes
up vote
2
down vote
accepted
You are right. It should read $f_n(frac 1 n)=n$ and $f_n(0)=0$. The precise deinition is $f_n(x)=n^2x$ for $0leq x leq frac 1 n $, $f_n(x)=n^2(frac 2 n - x)$ for $frac 1 n leq x leq frac 2 n $ and $0$ for $x geq frac 2 n$. To see that $f_n(x) to 0$ for every $x$ note that if $x>0$ then $frac 2 n <x$ for all $n$ sufficiently large, so $f_n(x)=0$ for such $n$. To show that $int f_n$ does not converge to $int 0 , dx=0$ you can draw a picture of the graph; the integral of $f_n$ is the area of a triangle with base $frac 2 n$ and height $n$ which is $1$.
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
add a comment |Â
up vote
0
down vote
You are right: it should be $f_nleft(frac1nright)=n$ and $f_n(0)=0$.
On the other hand, I don't understand your doubts concerning the passage to the limit. Let $xin[0,1]$:
- If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.
- Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
accepted
You are right. It should read $f_n(frac 1 n)=n$ and $f_n(0)=0$. The precise deinition is $f_n(x)=n^2x$ for $0leq x leq frac 1 n $, $f_n(x)=n^2(frac 2 n - x)$ for $frac 1 n leq x leq frac 2 n $ and $0$ for $x geq frac 2 n$. To see that $f_n(x) to 0$ for every $x$ note that if $x>0$ then $frac 2 n <x$ for all $n$ sufficiently large, so $f_n(x)=0$ for such $n$. To show that $int f_n$ does not converge to $int 0 , dx=0$ you can draw a picture of the graph; the integral of $f_n$ is the area of a triangle with base $frac 2 n$ and height $n$ which is $1$.
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
add a comment |Â
up vote
2
down vote
accepted
You are right. It should read $f_n(frac 1 n)=n$ and $f_n(0)=0$. The precise deinition is $f_n(x)=n^2x$ for $0leq x leq frac 1 n $, $f_n(x)=n^2(frac 2 n - x)$ for $frac 1 n leq x leq frac 2 n $ and $0$ for $x geq frac 2 n$. To see that $f_n(x) to 0$ for every $x$ note that if $x>0$ then $frac 2 n <x$ for all $n$ sufficiently large, so $f_n(x)=0$ for such $n$. To show that $int f_n$ does not converge to $int 0 , dx=0$ you can draw a picture of the graph; the integral of $f_n$ is the area of a triangle with base $frac 2 n$ and height $n$ which is $1$.
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
add a comment |Â
up vote
2
down vote
accepted
up vote
2
down vote
accepted
You are right. It should read $f_n(frac 1 n)=n$ and $f_n(0)=0$. The precise deinition is $f_n(x)=n^2x$ for $0leq x leq frac 1 n $, $f_n(x)=n^2(frac 2 n - x)$ for $frac 1 n leq x leq frac 2 n $ and $0$ for $x geq frac 2 n$. To see that $f_n(x) to 0$ for every $x$ note that if $x>0$ then $frac 2 n <x$ for all $n$ sufficiently large, so $f_n(x)=0$ for such $n$. To show that $int f_n$ does not converge to $int 0 , dx=0$ you can draw a picture of the graph; the integral of $f_n$ is the area of a triangle with base $frac 2 n$ and height $n$ which is $1$.
You are right. It should read $f_n(frac 1 n)=n$ and $f_n(0)=0$. The precise deinition is $f_n(x)=n^2x$ for $0leq x leq frac 1 n $, $f_n(x)=n^2(frac 2 n - x)$ for $frac 1 n leq x leq frac 2 n $ and $0$ for $x geq frac 2 n$. To see that $f_n(x) to 0$ for every $x$ note that if $x>0$ then $frac 2 n <x$ for all $n$ sufficiently large, so $f_n(x)=0$ for such $n$. To show that $int f_n$ does not converge to $int 0 , dx=0$ you can draw a picture of the graph; the integral of $f_n$ is the area of a triangle with base $frac 2 n$ and height $n$ which is $1$.
answered Aug 24 at 8:25
Kavi Rama Murthy
23.9k31133
23.9k31133
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
add a comment |Â
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
Thank. The precise definition you mentioned really helps me understand it. I just have one more question. With picture, I understand that $f_n(x) to infty$ when $nto infty$ for $x>0$, but can we prove this with the formal definition of pointwise convergence?
â Sihyun Kim
Aug 24 at 8:45
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
You mean $f_n(x) to 0$, not $infty $ right? I have proved already that $f_n(x) to 0$ for each $x$. Consider $x=0$ and $x>0$ separately and use the fact that $frac 2 n <x$ for $n$ large in the second case.
â Kavi Rama Murthy
Aug 24 at 8:49
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
Oh sorry. I got it. Thanks again.
â Sihyun Kim
Aug 24 at 8:53
add a comment |Â
up vote
0
down vote
You are right: it should be $f_nleft(frac1nright)=n$ and $f_n(0)=0$.
On the other hand, I don't understand your doubts concerning the passage to the limit. Let $xin[0,1]$:
- If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.
- Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.
add a comment |Â
up vote
0
down vote
You are right: it should be $f_nleft(frac1nright)=n$ and $f_n(0)=0$.
On the other hand, I don't understand your doubts concerning the passage to the limit. Let $xin[0,1]$:
- If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.
- Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.
add a comment |Â
up vote
0
down vote
up vote
0
down vote
You are right: it should be $f_nleft(frac1nright)=n$ and $f_n(0)=0$.
On the other hand, I don't understand your doubts concerning the passage to the limit. Let $xin[0,1]$:
- If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.
- Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.
You are right: it should be $f_nleft(frac1nright)=n$ and $f_n(0)=0$.
On the other hand, I don't understand your doubts concerning the passage to the limit. Let $xin[0,1]$:
- If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.
- Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.
edited Aug 24 at 8:26
answered Aug 24 at 8:16
José Carlos Santos
119k16101182
119k16101182
add a comment |Â
add a comment |Â
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It should be $f_n(0)=0$. I don't understand your assertion that $f_ntoinfty$ on $[1/n,2/n]$; that interval depends on $n$.
â Lord Shark the Unknown
Aug 24 at 8:14