Counterexample of passage of the limit under the integral sign (from Royden)

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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.







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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 $n$.
    – Lord Shark the Unknown
    Aug 24 at 8:14














up vote
1
down vote

favorite
1













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.







share|cite|improve this question






















  • 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 $n$.
    – Lord Shark the Unknown
    Aug 24 at 8:14












up vote
1
down vote

favorite
1









up vote
1
down vote

favorite
1






1






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.







share|cite|improve this question















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.









share|cite|improve this question













share|cite|improve this question




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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 $n$.
    – 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 $n$.
    – 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 $n$.
– 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 $n$.
– Lord Shark the Unknown
Aug 24 at 8:14










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 $1$.






share|cite|improve this answer




















  • 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?
    – 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.
    – Kavi Rama Murthy
    Aug 24 at 8:49










  • Oh sorry. I got it. Thanks again.
    – Sihyun Kim
    Aug 24 at 8:53

















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 $xin[0,1]$:



  1. If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.

  2. Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.





share|cite|improve this answer






















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    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 $1$.






    share|cite|improve this answer




















    • 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?
      – 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.
      – Kavi Rama Murthy
      Aug 24 at 8:49










    • Oh sorry. I got it. Thanks again.
      – Sihyun Kim
      Aug 24 at 8:53














    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 $1$.






    share|cite|improve this answer




















    • 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?
      – 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.
      – Kavi Rama Murthy
      Aug 24 at 8:49










    • Oh sorry. I got it. Thanks again.
      – Sihyun Kim
      Aug 24 at 8:53












    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 $1$.






    share|cite|improve this answer












    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 $1$.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    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?
      – 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.
      – Kavi Rama Murthy
      Aug 24 at 8:49










    • Oh sorry. I got it. Thanks again.
      – 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?
      – 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.
      – Kavi Rama Murthy
      Aug 24 at 8:49










    • Oh sorry. I got it. Thanks again.
      – 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?
    – 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?
    – 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.
    – 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.
    – Kavi Rama Murthy
    Aug 24 at 8:49












    Oh sorry. I got it. Thanks again.
    – Sihyun Kim
    Aug 24 at 8:53




    Oh sorry. I got it. Thanks again.
    – Sihyun Kim
    Aug 24 at 8:53










    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 $xin[0,1]$:



    1. If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.

    2. Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.





    share|cite|improve this answer


























      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 $xin[0,1]$:



      1. If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.

      2. Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.





      share|cite|improve this answer
























        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 $xin[0,1]$:



        1. If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.

        2. Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.





        share|cite|improve this answer














        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 $xin[0,1]$:



        1. If $x=0$; then $(forall ninmathbbN):f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$.

        2. Otherwise, take $Ninmathbb N$ such that $frac2N<x$. Then $ngeqslant Nimplies f_n(x)=0$ and therefore $lim_ntoinftyf_n(x)=0$ too.






        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Aug 24 at 8:26

























        answered Aug 24 at 8:16









        José Carlos Santos

        119k16101182




        119k16101182



























             

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