Solving Convergence Problem: Integrals with Lebesgue Measure

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In summary, the conversation discusses the integrals \int_1^\infty \frac{k}{x^2+k^p\cos^2x}dm(x) and determining the values of p for which the integrands have an integrable majorant and the integrals tend to 0. A possible solution for p<2 is provided, and a method for finding a bound for \int_1^{Ck^{p/2}} \frac{k}{x^2+k^p\cos^2x}dx is suggested.
  • #1
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Homework Statement



Consider the integrals [tex]\int_1^\infty \frac{k}{x^2+k^p\cos^2x}dm(x)[/tex], where m is the Lebesgue measure. For what p do the integrands have an integrable majorant? For what p do the integrals tend to 0?


Homework Equations





The Attempt at a Solution



Pick some large constant C. For [tex]x> C k^{p/2}[/tex], the denominator is approximately x2, so the integral is at least as big as

[tex]k\int_{Ck^{p/2}}^\infty \frac{dx}{x^2} = \frac{1}{C k^{p/2-1}}[/tex].
So, when p/2<1, (so p<2) the integral diverges.

When p≥2, that is not a problem, so we need to look at
[tex]\int_1^{Ck^{p/2}} \frac{k}{x^2+k^p \cos^2 x} dx[/tex].

Now, substitute x=[tex]k^{p/2}u[/tex]. The integral becomes

[tex]k^{1+p/2} \int_{k^{-p/2}}^1 \frac{du}{k^p u^2 + k^p \cos^2 k^{p/2} u} = k^{1-p/2}
\int_{k^{-p/2}}^1 \frac{du}{u^2 + \cos^2 k^{p/2} u}.[/tex]
Now, the integral is has no singularity at 0, but I'm not sure where to go from here.
 
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  • #2
There is no problem with the integral from ##1## to ##C k^{p/2}##:
$$\int_{1}^{C k^{p/2}} \frac{k}{x^2 + k^p \cos^2 x} dx \leq \int_{1}^{C k^{p/2}} \frac{k}{x^2} dx$$
So you just need a bound for ##1/x^2## on the interval ##[1, C k^{p/2}]##.
 
  • #3
Ok, I think I can manage that. Thanks!
 

FAQ: Solving Convergence Problem: Integrals with Lebesgue Measure

What is the convergence problem in integrals with Lebesgue measure?

The convergence problem in integrals with Lebesgue measure refers to the difficulty in determining whether a sequence of integrals converges to a certain value or not. This is due to the fact that the Lebesgue integral is defined differently from the Riemann integral, and thus, the convergence behavior may differ.

How is the convergence problem solved in integrals with Lebesgue measure?

The convergence problem in integrals with Lebesgue measure can be solved by using various convergence theorems, such as the Monotone Convergence Theorem, Dominated Convergence Theorem, and Fatou's Lemma. These theorems provide conditions for the convergence of integrals and allow us to evaluate them using simpler techniques.

What is the role of Lebesgue measure in solving convergence problems?

The Lebesgue measure plays a crucial role in solving convergence problems in integrals. It provides a more general and powerful framework for integration compared to the Riemann integral. This allows for a better understanding of the convergence behavior of integrals and the development of convergence theorems.

Can the convergence problem occur in all integrals with Lebesgue measure?

No, the convergence problem does not occur in all integrals with Lebesgue measure. For integrals with bounded integrands, the convergence behavior is similar to that of Riemann integrals, and the convergence problem does not arise. However, for unbounded integrands, the convergence problem may occur and needs to be addressed using convergence theorems.

Are there any practical applications of solving convergence problems in integrals with Lebesgue measure?

Yes, there are many practical applications of solving convergence problems in integrals with Lebesgue measure. These include probability and statistics, where the Lebesgue integral is used to define the expected value of a random variable. It also has applications in physics, engineering, and economics, where the Lebesgue integral is used to solve various real-world problems.

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