Saturday, February 23, 2019

real analysis - For lebesgue integrable function f, show that there exists a sequence xnrightarrowinfty such that xn|f(xn)|rightarrow0


As in the title, f is any integrable function, and we want to show that there exists xn as n with the desired property. So far I imagine that it's easy to find xn increasing slowly enough that the tails of |f(xn)| will go to zero faster than xn diverges as n. However, it's not true that all integrable functions decay to zero, as I've come across some counterexamples of that. I want to use some consequences of the integrability of f but haven't found the right way to apply them.


I also thought of choosing some slowly diverging xn like log(n) and supposing that xn|f(xn)| does not converge to zero in order to obtain some contradiction of f being integrable.


Any hints or directions are greatly appreciated!


Answer



The assertion is equivalent to


lim inf



We prove by contradiction that (1) holds for any Lebesgue integrable function f. Suppose that (1) does not hold true, then we can find c>0 and R>0 such that


x |f(x)| \geq c \quad \text{for all $x \geq R$}.


Thus,


\int_{x \geq R} |f(x)| \, \lambda(dx) \geq c \int_{x \geq R} \frac{1}{x} \, \lambda(dx) = \infty


in contradiction to our assumption that f is integrable.


Remark: The proof actually shows that


\liminf_{x \to \infty}\big( h(x) |f(x)| \big) = 0


for any Lebesgue integrable function f and any function h: \mathbb{R} \to (0,\infty) such that


\int_{x \geq 1} \frac{1}{h(x)} \, \lambda(dx)=\infty,


e.g. h(x) := x |\log x|.



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