Calculate the following: $limlimits_{nto infty}int_X n log(1+(frac{f}{n})^{alpha})dmu$











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Let$(X,mathcal{M},mu)$ be measure space, $f$ is non-negative integrable function on $X$, and $int_X fdmu=c,0<c<infty$.Then calculate the following:



$$limlimits_{nto infty}int_X n logleft(1+left(frac{f}{n} right)^{alpha} right)dmu$$



depending on positive $alpha$.



(1). When $f>0$, calculate $limlimits_{nto infty}n logleft(1+left(frac{f}{n} right)^{alpha} right)$.



(2). When $0<alpha<1$, use Fatou's Lemma.



(3). When $alpha=1$, Using $xge 0$, then $log(1+x)le x$, then use Lebesgue convergence theorem.



(4). When $alpha>1$, Using $xge 0$, then $1+x^{alpha} le (1+x)^{alpha}$.





My Solution:



(1). $nlog left(1+left(frac{f}{n}right)^{alpha} right) = log(1+frac{f^alpha}{n^alpha})^n=logsqrt[alpha]{left(1+dfrac{f^alpha}{n^alpha}right)^{n^alpha}} to logsqrt[alpha]{e^{f^alpha}}=f$ as $nto infty$



(2). I don't know the answer.



(3). When $alpha=1$, $|nlog(1+f/n)|le n(f/n)=f$, using domainted convergence theorem.
$limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X fdmu=c$



(4). As (3), $|nlog(1+(f/n)^alpha)|<nlog(1+f/n)^{alpha}=log(1+f/n)^{nalpha}le falpha$, as $nto infty$.



Then $limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X alpha fdmu=alpha c$.










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    Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
    – Umberto P.
    May 7 '13 at 13:52

















up vote
4
down vote

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1












Let$(X,mathcal{M},mu)$ be measure space, $f$ is non-negative integrable function on $X$, and $int_X fdmu=c,0<c<infty$.Then calculate the following:



$$limlimits_{nto infty}int_X n logleft(1+left(frac{f}{n} right)^{alpha} right)dmu$$



depending on positive $alpha$.



(1). When $f>0$, calculate $limlimits_{nto infty}n logleft(1+left(frac{f}{n} right)^{alpha} right)$.



(2). When $0<alpha<1$, use Fatou's Lemma.



(3). When $alpha=1$, Using $xge 0$, then $log(1+x)le x$, then use Lebesgue convergence theorem.



(4). When $alpha>1$, Using $xge 0$, then $1+x^{alpha} le (1+x)^{alpha}$.





My Solution:



(1). $nlog left(1+left(frac{f}{n}right)^{alpha} right) = log(1+frac{f^alpha}{n^alpha})^n=logsqrt[alpha]{left(1+dfrac{f^alpha}{n^alpha}right)^{n^alpha}} to logsqrt[alpha]{e^{f^alpha}}=f$ as $nto infty$



(2). I don't know the answer.



(3). When $alpha=1$, $|nlog(1+f/n)|le n(f/n)=f$, using domainted convergence theorem.
$limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X fdmu=c$



(4). As (3), $|nlog(1+(f/n)^alpha)|<nlog(1+f/n)^{alpha}=log(1+f/n)^{nalpha}le falpha$, as $nto infty$.



Then $limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X alpha fdmu=alpha c$.










share|cite|improve this question




















  • 1




    Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
    – Umberto P.
    May 7 '13 at 13:52















up vote
4
down vote

favorite
1









up vote
4
down vote

favorite
1






1





Let$(X,mathcal{M},mu)$ be measure space, $f$ is non-negative integrable function on $X$, and $int_X fdmu=c,0<c<infty$.Then calculate the following:



$$limlimits_{nto infty}int_X n logleft(1+left(frac{f}{n} right)^{alpha} right)dmu$$



depending on positive $alpha$.



(1). When $f>0$, calculate $limlimits_{nto infty}n logleft(1+left(frac{f}{n} right)^{alpha} right)$.



(2). When $0<alpha<1$, use Fatou's Lemma.



(3). When $alpha=1$, Using $xge 0$, then $log(1+x)le x$, then use Lebesgue convergence theorem.



(4). When $alpha>1$, Using $xge 0$, then $1+x^{alpha} le (1+x)^{alpha}$.





My Solution:



(1). $nlog left(1+left(frac{f}{n}right)^{alpha} right) = log(1+frac{f^alpha}{n^alpha})^n=logsqrt[alpha]{left(1+dfrac{f^alpha}{n^alpha}right)^{n^alpha}} to logsqrt[alpha]{e^{f^alpha}}=f$ as $nto infty$



(2). I don't know the answer.



(3). When $alpha=1$, $|nlog(1+f/n)|le n(f/n)=f$, using domainted convergence theorem.
$limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X fdmu=c$



(4). As (3), $|nlog(1+(f/n)^alpha)|<nlog(1+f/n)^{alpha}=log(1+f/n)^{nalpha}le falpha$, as $nto infty$.



Then $limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X alpha fdmu=alpha c$.










share|cite|improve this question















Let$(X,mathcal{M},mu)$ be measure space, $f$ is non-negative integrable function on $X$, and $int_X fdmu=c,0<c<infty$.Then calculate the following:



$$limlimits_{nto infty}int_X n logleft(1+left(frac{f}{n} right)^{alpha} right)dmu$$



depending on positive $alpha$.



(1). When $f>0$, calculate $limlimits_{nto infty}n logleft(1+left(frac{f}{n} right)^{alpha} right)$.



(2). When $0<alpha<1$, use Fatou's Lemma.



(3). When $alpha=1$, Using $xge 0$, then $log(1+x)le x$, then use Lebesgue convergence theorem.



(4). When $alpha>1$, Using $xge 0$, then $1+x^{alpha} le (1+x)^{alpha}$.





My Solution:



(1). $nlog left(1+left(frac{f}{n}right)^{alpha} right) = log(1+frac{f^alpha}{n^alpha})^n=logsqrt[alpha]{left(1+dfrac{f^alpha}{n^alpha}right)^{n^alpha}} to logsqrt[alpha]{e^{f^alpha}}=f$ as $nto infty$



(2). I don't know the answer.



(3). When $alpha=1$, $|nlog(1+f/n)|le n(f/n)=f$, using domainted convergence theorem.
$limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X fdmu=c$



(4). As (3), $|nlog(1+(f/n)^alpha)|<nlog(1+f/n)^{alpha}=log(1+f/n)^{nalpha}le falpha$, as $nto infty$.



Then $limlimits_{nto infty}int_X nlog(1+(frac{f}{n})^{alpha})dmu=int_X alpha fdmu=alpha c$.







measure-theory






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edited May 8 '13 at 17:12

























asked May 6 '13 at 12:08









Jimmy Wang

1861112




1861112








  • 1




    Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
    – Umberto P.
    May 7 '13 at 13:52
















  • 1




    Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
    – Umberto P.
    May 7 '13 at 13:52










1




1




Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
– Umberto P.
May 7 '13 at 13:52






Your first equality in (1) isn't correct. The exponent $n^alpha$ should be $nalpha$. What about using L'Hospital's rule?
– Umberto P.
May 7 '13 at 13:52












1 Answer
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Fatou's Lemma says that, if $left(f_{n}right)$ is a sequence of
positive measurable functions, then
$$
int_{X}liminf f_{n}dmuleqliminfint_{X}f_{n}dmu.
$$
It is not an equality, but it does not require monotonicity nor domination.
Hence if $lim f_{n}=+infty$, then the two members of the inequality
are equal to $+infty$.



Here, If $alpha<1$, then $nlogleft(1+left(frac{f}{n}right)^{alpha}right)rightarrow+infty$.
Hence, by Fatou's lemma, $int_{X}nlogleft(1+left(frac{f}{n}right)^{alpha}right)dmurightarrow+infty$.






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    Fatou's Lemma says that, if $left(f_{n}right)$ is a sequence of
    positive measurable functions, then
    $$
    int_{X}liminf f_{n}dmuleqliminfint_{X}f_{n}dmu.
    $$
    It is not an equality, but it does not require monotonicity nor domination.
    Hence if $lim f_{n}=+infty$, then the two members of the inequality
    are equal to $+infty$.



    Here, If $alpha<1$, then $nlogleft(1+left(frac{f}{n}right)^{alpha}right)rightarrow+infty$.
    Hence, by Fatou's lemma, $int_{X}nlogleft(1+left(frac{f}{n}right)^{alpha}right)dmurightarrow+infty$.






    share|cite|improve this answer

























      up vote
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      down vote













      Fatou's Lemma says that, if $left(f_{n}right)$ is a sequence of
      positive measurable functions, then
      $$
      int_{X}liminf f_{n}dmuleqliminfint_{X}f_{n}dmu.
      $$
      It is not an equality, but it does not require monotonicity nor domination.
      Hence if $lim f_{n}=+infty$, then the two members of the inequality
      are equal to $+infty$.



      Here, If $alpha<1$, then $nlogleft(1+left(frac{f}{n}right)^{alpha}right)rightarrow+infty$.
      Hence, by Fatou's lemma, $int_{X}nlogleft(1+left(frac{f}{n}right)^{alpha}right)dmurightarrow+infty$.






      share|cite|improve this answer























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        up vote
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        down vote









        Fatou's Lemma says that, if $left(f_{n}right)$ is a sequence of
        positive measurable functions, then
        $$
        int_{X}liminf f_{n}dmuleqliminfint_{X}f_{n}dmu.
        $$
        It is not an equality, but it does not require monotonicity nor domination.
        Hence if $lim f_{n}=+infty$, then the two members of the inequality
        are equal to $+infty$.



        Here, If $alpha<1$, then $nlogleft(1+left(frac{f}{n}right)^{alpha}right)rightarrow+infty$.
        Hence, by Fatou's lemma, $int_{X}nlogleft(1+left(frac{f}{n}right)^{alpha}right)dmurightarrow+infty$.






        share|cite|improve this answer












        Fatou's Lemma says that, if $left(f_{n}right)$ is a sequence of
        positive measurable functions, then
        $$
        int_{X}liminf f_{n}dmuleqliminfint_{X}f_{n}dmu.
        $$
        It is not an equality, but it does not require monotonicity nor domination.
        Hence if $lim f_{n}=+infty$, then the two members of the inequality
        are equal to $+infty$.



        Here, If $alpha<1$, then $nlogleft(1+left(frac{f}{n}right)^{alpha}right)rightarrow+infty$.
        Hence, by Fatou's lemma, $int_{X}nlogleft(1+left(frac{f}{n}right)^{alpha}right)dmurightarrow+infty$.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Nov 25 '17 at 16:28









        ratalan

        30115




        30115






























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