I have a function $f: \mathbb R \rightarrow \mathbb R$ continuous and integrable on $\mathbb R$. Is $f$ bounded?
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No. e.g. $\exp$ is integrable, continuous on $\mathbb{R}$, and no bounds. – servabat Mar 21 '15 at 13:05
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3@servabat I think that the OP means by integrable that $\int_{-\infty}^{+ \infty} f $ is finite. – Crostul Mar 21 '15 at 13:08
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1It's bounded almost everywhere. – leo Mar 21 '15 at 13:13
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Could anyone provided references or idea of the proof, that integrable and continuous $f$ is bounded a.e.? – user172903 Mar 21 '15 at 13:27
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As my answer below shows, it is not necessarily bounded a.e. (that is, there is no $E$ of zero measure and $c>0$ s.t. $x\notin E$ implies $|f(x)|<c$). Btw, for continuous functions, there is no difference between "bounded" and "bounded a.e.". – Peter Franek Mar 21 '15 at 14:28
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http://math.stackexchange.com/q/482934/9464 – Mar 21 '15 at 22:25
2 Answers
No, not even if you require the integral to be finite. Consider a function that is zero except on $[n,n+\frac{1}{n^3}]$ where it is a piecewise linear function connecting $(n,0)$, $(n+\frac{1}{2n^3}, n)$ and $(n+\frac{1}{n^3}, 0)$ for $n\in\mathbb{N}$.

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No! See this example here If $f\in L^1(\Bbb R,dx)$ then prove that for almost every $x\in\Bbb R$ $\lim\limits_{n\to \infty} f(nx) = 0.$ Where the function is a Polynomial on each interval $[n, n+\frac{1}{2^n}]$ and zero elsewhere.
Consider $f:\Bbb R\to \Bbb R$ \begin{align*} f(x)= \begin{cases} 2^{n/2}P_n(x)& \text{if} ~~ n\le x\le n+\frac{1}{2^n} ~~\text{$n\in\mathbb{N}$}\\ 0 &\text{ if}~~~j+\frac{1}{2^j}\le x\le j+1~~\text{ $j\in\mathbb{N}$}\\ f(-x)& \text{if }~~x <0. \end{cases} \end{align*}
where $P_n(x)= -2^{2n+2}(x-n)^2+2^{n+2}(x-n)$. One can check that $f$ is an even and continuous function. since $P_n(n)= P_n(n+\frac{1}{2^n})=0$. Next observe that $f\in L^1(\Bbb R)$ since \begin{align*} \int_\mathbb{R} f(x)\,dx= 2\sum_{n=0}^{\infty}2^{n/2}\int_{n}^{n+\frac{1}{2^n}} P_n(x) dx \\= 2\sum_{n=0}^{\infty}-4\cdot 2^{n/2} \left[ \frac{2^{2n}}{3}(x-n)^3-\frac{2^n}{2}(x-n)^2\right]_{n}^{n+\frac{1}{2^n}}\\ = \frac43\sum_{n=0}^{\infty} \frac{1}{2^{n/2}}<\infty. \end{align*} Moreover, for every $n\in\mathbb{N}$ one has \begin{align*} f(n+\frac{1}{2^{n+1}}) = 2^{n/2} P_n ( n+\frac{1}{2^{n+1}}) = 2^{n/2}\to \infty \end{align*} Therefore $f$ is unbounded.
Another example
\begin{align*} f(x)= \begin{cases} 2^{\frac32(n+1)} x- n2^{\frac32(n+1)}& \text{if} ~~ n\le x\le n+\frac{1}{2^{n+1}} ~~\text{$n\in\mathbb{N}$}\\ -2^{\frac32(n+1)} x= n2^{\frac32(n+1)} +2^{\frac{n+3}{2}}& \text{if} ~~ n+\frac{1}{2^{n+1}}\le x\le n+\frac{1}{2^n} ~~\text{$n\in\mathbb{N}$}\\ 0 &\text{ if}~~~j+\frac{1}{2^j}\le x\le j+1~~\text{$j\in\mathbb{N}$}\\ f(-x)& \text{if }~~x <0. \end{cases} \end{align*} It is easy to check that $f\in L^1(\Bbb R)\cap C(\Bbb R)$ \begin{align*} &\int_\mathbb{R} f(x)\,dx=2\sum_{n=0}^{\infty} 2^{-\frac{n+1}{2}}<\infty\\ &f(n)= f(n+\frac{1}{2^{n}})=0\qquad f(n+\frac{1}{2^{n+1}}) = 2^{\frac{n+1}{2}}\to \infty \end{align*}

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