Section 1

Proper Integrals

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Problem 2.98

We define

g(x)=sin⁡2πx+sin⁡2πxcos⁡2πx+sin⁡2πxcos⁡4πx+⋯+sin⁡2πxcos⁡2kπx+⋯ g(x) = \sin ^{2}\pi x + \sin ^{2}\pi x \cos ^{2}\pi x + \sin ^{2}\pi x \cos ^{4}\pi x + \cdots + \sin ^{2}\pi x \cos ^{2k}\pi x + \cdots

and

G(x)=lim⁡n→∞g(n! x). G(x) = \lim _{n \to \infty } g(n! \, x) .

Is G(x)G(x) integrable?

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Problem 2.99

Let the function f(x)f(x) (cf. also Problem 169 of this Part, Problem 240 of Part VIII) be given by

f(x)={0if x is irrational1qif x is rational, x=pq, (p,q)=1,q≥1. f(x) = \begin{cases} 0 & \text{if } x \text{ is irrational} \\ \dfrac {1}{q} & \text{if } x \text{ is rational}, \ x = \dfrac {p}{q}, \ (p,q)=1, q \geq 1 . \end{cases}

Show that f(x)f(x) is continuous for every irrational xx, discontinuous for every rational xx and properly integrable over any interval.

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Problem 2.100

The two functions f(x)f(x) and φ(x)\varphi (x) are properly integrable over [a,b]\left[a, b\right]. Subdivide the interval:

a=x0<x1<x2<⋯<xn−1<xn=b, a = x_{0} < x_{1} < x_{2} < \cdots < x_{n-1} < x_{n} = b, xv−1<yv<xv,xv−1<ηv<xv,v=1,2,…,n. x_{v-1} < y_{v} < x_{v}, \qquad x_{v-1} < \eta _{v} < x_{v}, \qquad v = 1, 2, \ldots , n .

If max⁡(xv−xv−1)→0\max (x_{v}-x_{v-1}) \to 0 (the subinterval of maximal length converges to 00) we obtain the relation

lim⁡n→∞∑v=1nf(yv)φ(ηv)(xv−xv−1)=∫abf(x)φ(x) dx. \lim _{n \to \infty } \sum _{v=1}^{n} f(y_{v}) \varphi (\eta _{v}) (x_{v}-x_{v-1}) = \int _{a}^{b} f(x) \varphi (x) \, dx .
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Problem 2.101

Suppose that f(x)f(x) is properly integrable over [a,b]\left[a, b\right] and φ(x)\varphi (x) properly integrable over [a,b+d]\left[a, b+d\right], d>0d > 0. Then

lim⁡δ→+0∫abf(x)φ(x+δ) dx=∫abf(x)φ(x) dx. \lim _{\delta \to +0} \int _{a}^{b} f(x) \varphi (x+\delta ) \, dx = \int _{a}^{b} f(x) \varphi (x) \, dx .
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Problem 2.102

Let f(x)f(x) denote a properly integrable function on [a,b]\left[a, b\right]. There exist to every positive number ε\varepsilon two step-functions, ψ(x)\psi (x) and Ψ(x)\Psi (x), such that for the entire interval [a,b]\left[a, b\right]

ψ(x)≤f(x)≤Ψ(x) \psi (x) \leq f(x) \leq \Psi (x)

and

∫abΨ(x) dx−∫abψ(x) dx<ε. \int _{a}^{b} \Psi (x) \, dx - \int _{a}^{b} \psi (x) \, dx < \varepsilon .

It is even possible to choose ψ(x)\psi (x) and Ψ(x)\Psi (x) so that their points of discontinuity are equidistant.

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Problem 2.103

(continued). If f(x)f(x) is of bounded variation ψ(x)\psi (x) and Ψ(x)\Psi (x) may be chosen so that the total variation of neither exceeds the total variation of f(x)f(x).

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Problem 2.104

We define

4[x]−2[2x]+1=s(x). 4\left[x\right] - 2\left[2x\right] + 1 = s(x) .

Then we have (nn integer) the limit relation

lim⁡n→∞∫01f(x)s(nx) dx=0 \lim _{n \to \infty } \int _{0}^{1} f(x) s(nx) \, dx = 0

for any properly integrable function f(x)f(x) on [0,1]\left[0, 1\right].

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Remark.
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Sketch s(nx)s(nx) (see Problem 3 of Part VIII).

Problem 2.105

Let f(x)f(x) be properly integrable over [a,b]\left[a, b\right]. Then we can prove that

lim⁡n→∞∫abf(x)sin⁡nx dx=0. \lim _{n \to \infty } \int _{a}^{b} f(x) \sin nx \, dx = 0 .
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Problem 2.106

(continued). Yet

lim⁡n→∞∫abf(x)∣sin⁡nx∣ dx=2π∫abf(x) dx. \lim _{n \to \infty } \int _{a}^{b} f(x) \left|\sin nx\right| \, dx = \frac{2}{\pi } \int _{a}^{b} f(x) \, dx .
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Problem 2.107

The function (1x−[1x])xα\left(\dfrac {1}{x} - \left[\dfrac {1}{x}\right]\right) x^{\alpha } is properly integrable over [0,1]\left[0, 1\right] for α≥0\alpha \geq 0.

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Problem 2.108

If f(x)f(x) is properly integrable over [a,b]\left[a, b\right] the points of continuity of f(x)f(x) are everywhere dense on this interval.

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Problem 2.109

The function f(x)f(x) is properly integrable over [a,b]\left[a, b\right]. The equation

∫ab(f(x))2 dx=0 \int _{a}^{b} (f(x))^{2} \, dx = 0

is satisfied if and only if f(ξ)=0f(\xi ) = 0 at every point of continuity ξ\xi of f(x)f(x), a<ξ<ba < \xi < b.

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Problem 2.110

Assume that the function y=f(x)y = f(x) is properly integrable over [a,b]\left[a, b\right], that m≤f(x)≤Mm \leq f(x) \leq M on this interval and that the function φ(y)\varphi (y) is continuous on [m,M]\left[m, M\right]. Then also φ[f(x)]\varphi \left[f(x)\right] is properly integrable over [a,b]\left[a, b\right].

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Problem 2.111

If f(x)f(x) and φ(y)\varphi (y) are properly integrable φ[f(x)]\varphi \left[f(x)\right] need not be properly integrable (see Problems 98, 99).

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