Thursday, October 10, 2019

real analysis - Uniform convergence of $f_n(x) = left(1 + frac{x}{n}right)^n$ when calculating limit



Calculate$$
\lim_{n \rightarrow \infty} \int_0^1 \left(1 + \frac{x}{n}\right)^ndx
$$



My attempt - if
$$

f_n(x) = \left(1 + \frac{x}{n}\right)^n
$$

converged uniformly for all $x \in [0,1]$ then I could swap integral with limes and solve it:
$$
\lim_{n \rightarrow \infty} \int_0^1 \left(1 + \frac{x}{n}\right)^ndx =
\int_0^1 \lim_{n \rightarrow \infty}\left(1 + \frac{x}{n}\right)^ndx =
\int_0^1 e^x dx = e^x|_{0}^{1} = e - 1
$$



I must then prove that $f_n(x)$ is indeed uniformly convergent. I already know that

$f_n(x) \rightarrow e^x$. If $f_n(x)$ converges uniformly then for each epsilon the following statement must hold
$$
\sup_{x \in [0,1]} \left|f_n(x) - f(x)\right| < \epsilon
$$



How can I prove this?


Answer



Alternative approach (without uniform convergence): let $t= \frac{x}{n}$ then
$$\begin{align*}\int_0^1 \left(1 + \frac{x}{n}\right)^ndx&=
n\int_0^{1/n} (1+t)^ndt\\

&=n\left[\frac{(1+t)^{n+1}}{n+1}\right]_0^{1/n}
\\&=
\frac{n}{n+1}\left(\left(1+\frac{1}{n}\right)^{n+1}-1\right)\\&\to e-1.
\end{align*}$$


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