Can the Dominated Convergence Theorem Apply to f_n(x) on [0,1]?

In summary, the Dominated Convergence Theorem is a fundamental theorem in measure theory that allows for switching the order of taking the limit and the integral. Its requirements include pointwise convergence, domination by an integrable function, and a finite or sigma-finite measure space. It is an extension of the Monotone Convergence Theorem and has various applications in mathematics. However, it has limitations in terms of the functions and measure spaces it can be applied to.
  • #1
Fermat1
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Define \(\displaystyle f_{n}(x)=\frac{n^{1.5}x}{1+n^{2}x^2}\) for x in [0,1]. Use Dominated convergence theorem to find the limit of the integral of f_n over [0,1].

I find that f_n converges to 0 so if I can find domination function I have shown integral is zero. Correct? I find f_n is dominated by function g where g(x)=x^-2 when x is not zero and g(0)=0. Is such a function integrable?

Thanks
 
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  • #2
Re: dominated convergence theorem

Just noticed the code isn't displaying, sorry about that. I can't see what's wrong though.
 
  • #3
Re: dominated convergence theorem

Fermat said:
Define \(\displaystyle f_{n}(x)=\frac{n^{1.5}x}{1+n^{2}x^2}\) for x in [0,1]. Use Dominated convergence theorem to find the limit of the integral of f_n over [0,1].

I find that f_n converges to 0 so if I can find domination function I have shown integral is zero. Correct? I find f_n is dominated by function g where g(x)=x^-2 when x is not zero and g(0)=0. Is such a function integrable?
That is the right approach, but the function $g(x) = x^{-2}$ will not do the job. It certainly dominates the functions $f_n$ but it is not integrable over the interval $[0,1].$ If you were using the Riemann integral, you would say that the improper integral \(\displaystyle \int_0^1 g(x)\,dx\) diverges because \(\displaystyle \int_{\varepsilon}^1x^{-2}dx = 1- \varepsilon^{-1}\), which goes to $\infty$ as $\varepsilon\searrow0.$ The same calculation shows that $g(x)$ is not Lebesgue integrable either.

So you need to find a "better" dominating function, and I think that you should look at $g(x) = x^{-1/2}$ (for $x\ne0$, with $g(0)=0$). To see that this function dominates $f_n$, notice that \(\displaystyle \frac{n^{1.5}x}{1+n^{2}x^2} \leqslant \frac1{\sqrt x}\:\Leftrightarrow\: n^{1.5}x^{1.5} \leqslant 1+n^2x^2.\) Put $y = \sqrt{nx}$ and use elementary calculus to show that $y^3 \leqslant 1+y^4$ for all positive $y.$

[The problem with the LaTeX code was that there was an extra } in it. The LaTeX compiler gets completely thrown by non-matching braces.]
 
  • #4
Re: dominated convergence theorem

Opalg said:
That is the right approach, but the function $g(x) = x^{-2}$ will not do the job. It certainly dominates the functions $f_n$ but it is not integrable over the interval $[0,1].$ If you were using the Riemann integral, you would say that the improper integral \(\displaystyle \int_0^1 g(x)\,dx\) diverges because \(\displaystyle \int_{\varepsilon}^1x^{-2}dx = 1- \varepsilon^{-1}\), which goes to $\infty$ as $\varepsilon\searrow0.$ The same calculation shows that $g(x)$ is not Lebesgue integrable either.

So you need to find a "better" dominating function, and I think that you should look at $g(x) = x^{-1/2}$ (for $x\ne0$, with $g(0)=0$). To see that this function dominates $f_n$, notice that \(\displaystyle \frac{n^{1.5}x}{1+n^{2}x^2} \leqslant \frac1{\sqrt x}\:\Leftrightarrow\: n^{1.5}x^{1.5} \leqslant 1+n^2x^2.\) Put $y = \sqrt{nx}$ and use elementary calculus to show that $y^3 \leqslant 1+y^4$ for all positive $y.$

[The problem with the LaTeX code was that there was an extra } in it. The LaTeX compiler gets completely thrown by non-matching braces.]

Thanks Opalg. On a separate note can you tell me what the epsilon/2^n or 1/2^n 'trick' is please?
 
  • #5
Re: dominated convergence theorem

Fermat said:
Thanks Opalg. On a separate note can you tell me what the epsilon/2^n or 1/2^n 'trick' is please?
No, I don't know of any trick with those names. Maybe someone else here does?
 

FAQ: Can the Dominated Convergence Theorem Apply to f_n(x) on [0,1]?

What is the Dominated Convergence Theorem?

The Dominated Convergence Theorem is a fundamental theorem in measure theory that establishes conditions under which the limit of a sequence of integrable functions is equal to the integral of the limit function. In simpler terms, it provides a way to switch the order of taking the limit and the integral.

What are the requirements for the Dominated Convergence Theorem to hold?

For the Dominated Convergence Theorem to hold, the sequence of functions must converge pointwise almost everywhere to a limit function and be dominated by an integrable function. Additionally, the measure space must be finite or sigma-finite.

How does the Dominated Convergence Theorem relate to the Monotone Convergence Theorem?

The Dominated Convergence Theorem is an extension of the Monotone Convergence Theorem, which states that if a sequence of non-decreasing functions converges pointwise to a limit function, then the limit function is also non-decreasing and the integral of the limit function is equal to the limit of the integrals of the sequence of functions. The Dominated Convergence Theorem relaxes the requirement of monotonicity and allows for more general sequences.

What are some applications of the Dominated Convergence Theorem?

The Dominated Convergence Theorem has many applications in analysis, probability theory, and other fields of mathematics. Some examples include proving the continuity of the Lebesgue integral, establishing convergence of Fourier series, and showing the convergence of certain stochastic processes.

Are there any limitations to the Dominated Convergence Theorem?

Yes, the Dominated Convergence Theorem has limitations in terms of the functions and measure spaces it can be applied to. For example, the theorem does not hold for unbounded functions or for infinite measure spaces. Additionally, it only applies to sequences of functions and not other types of sequences, such as series.

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