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Suppose $f(x)$ is a continuous function over $[0,1]$,and $0<a<b$ find the below limit $$\lim_{t\to 0^+}{\int_{at}^{bt}\frac{f(x)}{x}}=?$$ My work is below
$\int_{at}^{bt}\frac{f(x)}{x}=\int_{at}^{bt}f(x)d(\ln(x))$

Using the mean value theorem, and $f\in c^1[0,1]$ we have $$\exists c:a<c<b \ |f(ct)=\frac{\int_{at}^{bt}f(x)d(\ln(x))}{\ln(bt)-\ln(at)}$$ so $$\lim_{t\to 0^+}{\int_{at}^{bt}\frac{f(x)}{x}}=\lim_{t\to 0^+}{\int_{at}^{bt}f(x)d(\ln(x))}=\\ \lim_{t\to 0^+}f(ct)ln(\frac{bt}{at})=f(0)\ln(\frac ba) $$ My questions:
1:Is my working true?
2:Is there another Idea or method to solve the problem?
Thanks in advance

Isaac Browne
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Khosrotash
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1 Answers1

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A couple things. First the assumption only says $f$ is continuous, not that $f\in C^1[0,1]$, so mean value theorem doesn't work.

Second, I believe the bounds in the integrals should be $\ln(at)$ and $\ln(bt)$ when you've switched to $d(\ln(x))$. Though this could just be some convention I am unaware of.

A similar idea is to use inequalities to bound it i.e. $$\int_{at}^{bt} \frac{f(x)}{x} dx \leq \sup_{at \leq x \leq bt} f(x) \int_{at}^{bt}\frac{1}{x}dx = \ln(b/a)\sup_{at\leq x\leq bt}f(x) $$ and $$\int_{at}^{bt} \frac{f(x)}{x} dx \geq \inf_{at \leq x \leq bt} f(x) \int_{at}^{bt}\frac{1}{x}dx = \ln(b/a)\inf_{at\leq x\leq bt}f(x) $$ Since we are taking $t\to 0$ and $f$ is continuous, both the supremum and infimum will become $f(0)$ in the limit.

Isaac Browne
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