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Let $f:\mathbb{R}\to\mathbb{R}$ which is continuously differentiable ($f\in C^1$). Lets assume $\int_0^\infty f < \infty$ and $f'(x)$ is bounded. Show that $\lim_{x\to\infty}f(x) = 0$.

All I could think of is doing integration by parts:

$$ \int_0^\infty f(x)\,dx = \sum_{n=1}^\infty \int_{n-1}^n 1\cdot f(x)\,dx = \sum_{n=1}^\infty \left( \left.xf(x)\vphantom{\frac11}\right|_{n-1}^n - \int_{n-1}^n xf'(x) \, dx \right)$$

Elimination
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1 Answers1

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Define $F(x) = \int^x_0 f(t)dt$ and suppose $\lim_{x \rightarrow \infty} F'(x) \neq 0$. This means there is $\epsilon > 0$ and an increasing sequence $\{x_n\}$ s.t. $x_n\rightarrow \infty$ and $|F'(x_n)| \geq \epsilon$ for all $n$.

Since $f(x) \in C^1$, $F'(x)$ is uniformly continuous. Thus there is $\delta>0$ s.t. for all $n$, if $|x - y| < \delta$, then $|F'(x) - F'(y)| < \epsilon/2$. Note that this means for $x \in [x_n, x_n+\delta]$, by the triangle inequality, $|f'(x)| \geq |f'(x_n)| - |f'(x) - f'(x_n)| > \epsilon/2$.

The assumption $\int^\infty_0 f(t)dt < \infty$ means $\lim_{n\rightarrow\infty} |F(x_n + \delta) - F(x_n)| = 0$. However, $|F(x_n + \delta) - F(x_n)| \geq \left|\int^{x_n+\delta}_{x_n} F'(t)dt\right| \geq \int^{x_n+\delta}_{x_n} (\epsilon/2) dt = \epsilon \delta /2 > 0 $. Hence the contradiction.

Therefore, $\lim_{x \rightarrow \infty} F'(x) = \lim_{x \rightarrow \infty} f(x) = 0$.

Paichu
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