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Suppose $h(t)$ is continuous function and $\int_{0}^{\infty}e^{-st}h(t)dt=0 ~\forall~ s>s_{0}$, then prove that $h(t)=0$.

I know "if a function is continuous, non-negative or non-positive, and its integration is zero, then function must be zero", which is intuitively clear.

But here asked question is beyond my knowledge. Here, exponential function is doing some miracle, but how? Would you like to help me?

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    is there any additional condition on $h(t)$ or $s$ ? – r9m Apr 03 '15 at 17:16
  • $s$ can be assumed some positive real number, and no additional condition on $h(t)$. – Real Hilbert Apr 03 '15 at 17:20
  • This result I needed in order to prove uniqueness of inverse laplace transform. – Real Hilbert Apr 03 '15 at 17:36
  • its nice to see people here are with limited knowledge, amazed with -ve marking. – Real Hilbert Apr 03 '15 at 17:48
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    @RealHilbert The down votes aren't surprising considering the criteria used by the community at the moment. Questions must include your thoughts. You basically just said you couldn't get started. I sympathize and I don't even vote according to these criteria, but it as it is. – Git Gud Apr 03 '15 at 17:53
  • Are you requiring that the integral is $0$ for all $s\gt0$ or just a particular $s$? This kind of information is needed and may be the reason for some of the downvotes. – robjohn Apr 03 '15 at 17:54
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    Since it doesn't work for a particular $s$, it's probably for every $s> s_0$. – Kitegi Apr 03 '15 at 17:57
  • @Farnight: yes, I know, but it should be added to the question. – robjohn Apr 03 '15 at 18:00
  • I don't fee l like typing an answer right now, so here's a proof that works for functions bounded by an exponential function. – Kitegi Apr 03 '15 at 18:30
  • @Farnight, haha...thanks for your quick typing and for saving my money. everything is fair but I did not like an additional restriction on function h(t). – Real Hilbert Apr 03 '15 at 18:47
  • If you have conditions on $h$ such that the integral becomes an holomorphic function with respect to $s$ (with real part greater than $s_0$, say), then you can apply the uniqueness theorem for holomorphic functions. Maybe Morera's theorem could be of help... – mickep Apr 03 '15 at 18:58

2 Answers2

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Here is an argument:

Technical modification. Fix any $s_1 > s_0$, and let

$$ H_0 (x) = \int_{0}^{x} e^{-s_1 t}h(t) \, dt \quad \text{and} \quad H(x) = e^{s_1 x}H_0 (x). $$

Then $H_0(x)$ is differentiable and $H_0(x) = o(1)$ as $x \to \infty$. Then for any $s > s_1$, we have

$$ \int_{0}^{R} e^{-st} h(t) \, dt = \left[ e^{-(s-s_1)t} H_0(t) \right]_{t=0}^{t=R} + (s - s_1) \int_{0}^{R} e^{-(s-s_1)t} H_0(t) \, dt. $$

Taking $R \to \infty$, we find that

$$ \int_{0}^{\infty} e^{-st} H(t) \, dt = \int_{0}^{\infty} e^{-(s-s_1)t} H_0(t) \, dt = 0 $$

as well. Moreover, we have an exponential bound $H(x) = o(e^{s_1 x})$. From now on, we work with $H$ instead of $h$.

Main argument. Fix any $s > \max\{s_1, 0\}$. The exponential bound says that $t \mapsto e^{-st}H(t)$ is integrable on $[0, \infty)$. Now for any polynomial $p(x) = \sum a_k x^k$, we have

$$ \int_{0}^{\infty} p(e^{-st})e^{-st}H(t) \, dt = \sum a_k \int_{0}^{\infty} e^{-(k+1)st}H(t) \, dt = 0. $$

Now let $\varphi$ be any continuous function supported on a compact subset of $(0, 1)$. By the Stone-Weierstrass theorem, we can approximate $\varphi$ by a polynomial w.r.t. the supremum norm. So

$$ \left| \int_{0}^{\infty} (p(e^{-st}) - \varphi(e^{-st})) e^{-st}H(t) \, dt \right| \leq \| p - \varphi\|_{\infty} \int_{0}^{\infty} e^{-st}|H(t)| \, dt. $$

shows that, by taking $p \to \varphi$, we have

$$ \int_{0}^{\infty} \varphi(e^{-st})e^{-st}H(t) \, dt = 0 $$

as well. Now the integrand of the LHS is zero outside some compact interval, hence by an easy modification of the fundamental theorem of calculus of variation shows that $H \equiv 0$. Consequently, $h \equiv 0$ as well.

Sangchul Lee
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  • Appreciate your efforts. I will take some time to understand your proof as I am not pure mathematician. – Real Hilbert Apr 03 '15 at 19:02
  • (+1) Nice application of some useful machinery (Stone-Weierstrass and FTCoV). By finding an explicit approximation to $\delta(x-\alpha)$ that is made up of functions orthogonal to $h(x)$, some of the machinery is not required. – robjohn Apr 03 '15 at 21:54
  • @robjohn, Thank you. I agree that Bernstein polynomial gives a short-cut proof. (Even some versions of Stone-Weierstrass proof exploit this nice family of polynomials, so my proof may be considered indirect.) By the way, depending on what type of integral OP is considering, the technicality I have introduced seems necessary. For example, if $h(x) = e^{x^2} \sin(e^{2x^2})$ then the Laplace transform exists only in improper sense when $s > 0$. – Sangchul Lee Apr 03 '15 at 23:25
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The assumption is equivalent to $$ \int_0^\infty e^{-sx}\left(e^{-s_0x}h(x)\right)\,\mathrm{d}x=0\tag{1} $$ for all $s\gt0$

Since $$ \begin{align} \int_0^\infty\left(e^{-x}-e^{-2x}\right)^n\,\mathrm{d}x &=\int_0^\infty e^{-(n-1)x}\left(1-e^{-x}\right)^n\,\mathrm{d}e^{-x}\\ &=\int_0^1t^{n-1}(1-t)^n\,\mathrm{d}t\\ &=\frac{n!(n-1)!}{(2n)!}\tag{2} \end{align} $$ define $$ f_n(x)=n\binom{2n}{n}\left(e^{-x}-e^{-2x}\right)^n\tag{3} $$ Then $$ \int_0^\infty f_n(x)\,\mathrm{d}x=1\tag{4} $$ Furthermore, for $x\gt0$, $$ 0\lt4\left(e^{-x}-e^{-2x}\right)\le1\tag{5} $$ and if $x\ne\log(2)$, then the right inequality is strict.

According to $(10)$ from this answer, $$ \binom{2n}{n}\le\frac{4^n}{\sqrt{\pi(n+\frac14)}}\tag{6} $$ Combining $(3)$, $(5)$, and $(6)$, we get that for $x\gt0$ $$ 0\lt f_n(x)\le\sqrt{\frac{n}\pi}\,\left[4\left(e^{-x}-e^{-2x}\right)\right]^n\tag{7} $$ so that outside any neighborhood of $\log(2)$, $f_n(x)$ eventually tends monotonically to $0$.

$(4)$ and $(7)$ imply that $\frac{\log(2)}\alpha f_n\left(\frac{\log(2)}\alpha x\right)$ is an approximation of $\delta(x-\alpha)$.

According to the assumption, for any $n$ and $\alpha$, $$ \int_0^\infty\frac{\log(2)}\alpha f_n\left(\frac{\log(2)}\alpha x\right)\left(e^{-s_0x}h(x)\right)\,\mathrm{d}x=0\tag{7} $$ Since $h(x)$ is continuous, $(7)$ implies that $h(x)=0$ for $x\ge0$.

robjohn
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