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Problem 9(i) of Spivak's Calculus (Chpt 22) asks for the following limit:

$\displaystyle \lim_{n \to \infty}\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}$

The terse solution manual's argument reads as follows:

$\displaystyle \int_0^1 e^x dx = e-1$

Note: My book has not yet covered infinite series

I understand what this argument aims to illustrate, but it seems to me there are several implicit theorems being used here that I do not believe the book has previously addressed (or, at least, not that I am aware of/cannot properly identify). This question is specifically about properly identifying what those theorems are.

Firstly, I see that $\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}$ is an upper sum representation of an $n$-subinterval uniform partition $P_n$ on the closed interval $[0,1]$. As such, given that $e^x$ is integrable on this interval, the $\inf$ of the set of all $U(e^x,P)$ exists (where this notation refers to the upper sum of $e^x$ on all partitions defined on $[0,1]$). Next, I know from previous work (If $S$ is set of lower sums for partitions having $n$-equal subintervals, does $\sup S$ equal the $\sup$ of the set of lower sums for all partitions.) that the infimum of the set of all uniform partitions of $[0,1]$ is equal to the infimum of the set of all partitions of $[0,1]$. It seems to me, then, that all I need to do is show that:

$\displaystyle \lim_{n \to \infty}\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}=\inf\{U(e^x,P_n):\text{$U$ is an upper sum of $e^x$ and $P_n$ is a uniform partition of $[0,1]$}\}$. If I can prove this, then we are good to go because:

\begin{align}e-1=\int_0^1 e^x dx &=\inf\{U(e^x,P):\text{$U$ is an upper sum of $e^x$ and $P$ is a partition of $[0,1]$}\}\\ &=\inf\{U(e^x,P_n):\text{$U$ is an upper sum of $e^x$ and $P_n$ is a uniform partition of $[0,1]$}\}\\ &=\lim_{n \to \infty}\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}\end{align}

So how exactly do I prove that:

$$\displaystyle \lim_{n \to \infty}\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}=\inf\{U(e^x,P_n):\text{$U$ is an upper sum of $e^x$ and $P_n$ is a uniform partition of $[0,1]$}\}$$

Through basic partition arguments, I know that:

$U(f,P_{a^0}) \geq U(f,P_{a^1}) \geq U(f,P_{a^2}) \geq \cdots\geq U(f, P_{a^m}) \geq\cdots$ for some $a \in \mathbb N$.

but I also know that just because a subsequence is non-increasing does not, in general, mean that the parent sequence is non-increasing. Calculating the upper sums of uniform partitions for the piece-wise function $f=\begin{cases} 0 \quad &\text{ if $x \in [0,1/3]$}\\1 \quad &\text{ if $x \in (1/3,2/3)$}\\0 \quad &\text{ if $x \in [2/3,1]$}\end{cases}$ is a good example of this.

So although, for example, the subsequence $U(e^x,P_1),U(e^x,P_2),U(e^x,P_4), \cdots, U(e^x, P_{2^m}), \cdots$ is non-increasing, I am unsure if $U(e^x,P_1),U(e^x,P_2),U(e^x,P_3),U(e^x,P_4),U(e^x,P_5),\cdots,U(e^x,P_m),\cdots$ is non-increasing, as well (if I could confirm this, then we are good to go).

While I could show that:

$$\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n} \geq \frac{\sqrt[n+1]{e^1}+\sqrt[n+1]{e^2}+\cdots\sqrt[n+1]{e^{n+1}}}{n+1} $$

I feel like there must be a more general theorem unrelated to the particular choice of $e^x$ as my function...perhaps if $f$ is continuous then we can say something useful?


Edit

To flesh out some additional details offered by peek-a-boo, Chapter 13's appendix has the following theorem:

Suppose that $f$ is Darboux integrable on $[a,b]$. Then for every $\varepsilon \gt 0$ there is some $\delta \gt 0$ such that, if $P=\{t_0=a,t_1,\cdots,t_{n-1},t_n=b\}$ is any partition of $[a,b]$ with all lengths $t_i-t_{i-1} \lt \delta$, then: \begin{align} \left| \sum_{i=1}^nf(x_i)(t_i-t_{i-1})-\int_a^b f(x)dx\right| \lt \varepsilon\end{align}

As indicated by peak-a-boo (and others), $\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots\sqrt[n]{e^n}}{n}$ is a Riemann sum of $e^x$ on the closed interval $[0,1]$ where $x_i=\frac{i}{n}$. By the aforementioned theorem, we know that for an arbitrary $\varepsilon$:

$$\left| \frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots+\sqrt[n]{e^n}}{n}-\int_0^1 e^xdx\right| \lt \varepsilon$$

where $\frac{1}{n} \lt \delta$.

However, this theorem also tells us that $$\left| \frac{\sqrt[n+j]{e^1}+\sqrt[n+j]{e^2}+\cdots+\sqrt[n+j]{e^{n+j}}}{n+j}-\int_0^1 e^xdx\right| \lt \varepsilon$$

for any $j \in \mathbb N$ because if $1/n \lt \delta$, then $1/(n+j) \lt \delta$.

As such, for any $\varepsilon$, we have found an element ($N=n-1$) such that if $m \gt N: \left| \frac{\sqrt[m]{e^1}+\sqrt[m]{e^2}+\cdots+\sqrt[m]{e^{m}}}{m}-\int_0^1 e^xdx\right| \lt \varepsilon$ , meaning that $\lim_{n \to \infty}\frac{\sqrt[n]{e^1}+\sqrt[n]{e^2}+\cdots+\sqrt[n]{e^n}}{n}=\int_0^1 e^xdx$

S.C.
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    If $f$ is Riemann integrable on $[0,1]$ then $\lim_{n \to + \infty } \frac{1}{n}\sum_{k = 1}^n {f\big( {\frac{k}{n}} \big)} = \int_0^1 {f(x){\rm d}x} $. – Gary Mar 12 '24 at 04:35
  • It's handled easily by using the sum of a geometric progression. Are you aware of the formula $a+ar+ar^+\dots+ar^{n-1} =\frac{a(r^n-1)}{r-1}$? – Paramanand Singh Mar 12 '24 at 05:07
  • @ParamanandSingh not formally (as in, not within the context of the book...yet). I think that peak-a-boo correctly identified the intentions of the author, so I am content with the answers I have received. Thank you, though! – S.C. Mar 12 '24 at 05:21
  • @S.C. well, if you did all/most of the problems, you’ll see that Spivak does introduce the geometric progression much earlier than chapter 22. For instance, chapter 2, problem 5 (atleast in edition 3). – peek-a-boo Mar 12 '24 at 05:43
  • @peek-a-boo you are correct - your memory is much better than mine. I suppose finite series have been dealt with on several occasions prior to chapter 23 (infinite series). – S.C. Mar 12 '24 at 05:47

2 Answers2

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A relevant property of $e^x$ is that it is an increasing function in the interval $[0,1]$.

So if you study both the lower as well as the upper sums related to the definite integral $I=\int_0^1e^x\,dx$ (and the partition into $n$ equal length subintervals), you will find that for all $n>1$ we have $$ \frac{e^{0/n}+e^{1/n}+\cdots+e^{(n-1)/n}}n\le I\le \frac{e^{1/n}+e^{2/n}\cdots+e^{(n-1)/n}+e^{n/n}}n. $$ Then look at the difference between the lower and upper bounds as $n\to\infty$.


Whenever you have sequences of both lower and upper sums with their difference tending to zero, you can deduce that both sequences must converge to the value of the definite integral (and that the function is integrable).


I am unable to check how much Spivak gets into the finer points of the relation between the Riemann sums as opposed to the upper/lower sums. Judging from the question the latter is used for definitions, so I tailored my answer not to use any result stating that under certain circumstances a sequence of Riemann sums should tend towards the value of the definite integral. After all, such results need extra assumptions about the maximum lengths of the subintervals in the partitions. While easy to verify, those are not needed to settle this.

Jyrki Lahtonen
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  • For monotone functions the uniform partitions work very nicely. – Paramanand Singh Mar 12 '24 at 05:13
  • Thank you for the input - due to peak-a-boo's familiarity with the specific book, I am going to give him the check mark but your comments are nonetheless greatly appreciated. Cheers~ – S.C. Mar 12 '24 at 05:28
  • @S.C. It is strictly your call who should get the checkmark! Appreciate the explanation anyway :-) – Jyrki Lahtonen Mar 12 '24 at 05:30
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If $f(x)=e^x$, then $\frac{\sqrt[n]{e^1}+\cdots+\sqrt[n]{e^n}}{n}=\frac{1}{n}\sum_{k=1}^nf\left(\frac{k}{n}\right)=\sum_{k=1}^nf\left(\frac{k}{n}\right)\cdot \frac{1}{n}$. In other words, it is a Riemann sum on $[0,1]$ for the integrable function $f$. So, the limit equals $\int_0^1f=e-1$.


Edit:

For completeness and context: by this stage, Spivak does introduce the equivalence (in an appendix) of Riemann and Darboux integrability of functions $f:[a,b]\to\Bbb{R}$. To set the notation/terminology,

  • the mesh of a partition $P=\{t_0,\dots, t_k\}$ of $[a,b]$ is defined to be $\max\limits_{i\in\{1,\dots, k\}}|t_i-t_{i-1}|$.
  • a tagged partition of $[a,b]$ is a pair $(P,\tau)$ where $P=\{t_0,\dots, t_k\}$ is a partition of $[a,b]$ and $\tau$ is a tagging relative to $P$, meaning a collection of points $\{\xi_1,\dots, \xi_k\}$ such that for each $i\in\{1,\dots, k\}$, we have $\xi_i\in [t_{i-1},t_i]$ (i.e a partition, and a choice of one point per subinterval).
  • The Riemann sum of $f$ relative to the tagged partition $(P,\tau)$, which we shall denote $\mathcal{R}(f,P,\tau)$ or $\mathcal{R}_f(P,\tau)$ or simply $\mathcal{R}(P,\tau)$ is the sum $\sum_{i=1}^kf(\xi_i)(t_i-t_{i-1})$.

For a Riemann-integrable function $f$, we have that for any sequence of tagged partitions $\{(P_n,\tau_n)\}_{n=1}^{\infty}$, we have \begin{align} \lim_{n\to\infty}\text{mesh}(P_n)=0\implies \lim\limits_{n\to\infty}\mathcal{R}_f(P_n,\tau_n)=\int_a^bf. \end{align} To prove this, let $\epsilon>0$ be given and consider any $\delta>0$ as in the definition of Riemann-integrability. Then, choose $N\in\Bbb{N}$ such that for all $n\geq N$, we have $\text{mesh}(P_n)<\delta$. So, for such $n$, we have $\left|\mathcal{R}_f(P_n,\tau_n)-\int_a^bf\right|<\epsilon$. This proves the claim.

Now, applying this to a uniformly spaced partition shows that $\lim\limits_{n\to\infty}\sum_{i=1}^nf(\xi_i)\cdot\frac{b-a}{n}=\int_a^bf$. Common choices of $\xi_i$’s include (for $i\in\{1,\dots, n\}$)

  • $\xi_i=a+(i-1)\frac{b-a}{n}$, i.e the left-Riemann sum
  • $\xi_i=a+i\frac{b-a}{n}$, i.e the right-Riemann sum
  • the average of the two above, i.e midpoint Riemann sum

In particular, the sum in the question is the right Riemann sum for $f(x)=e^x$ on $[0,1]$, relative to a uniformly-spaced partition. So, with all this theory/preliminaries in mind, this question is indeed a triviality (hence justifying his terse answer).

peek-a-boo
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  • Thank you for the response, but I think you must not have read much of my post (I am aware of the information you have provided). Sorry if I am understanding your comments. – S.C. Mar 12 '24 at 04:30
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    @S.C. this is chapter 22 of Spivak, and I know for a fact (because I studied from his book) he has introduced all the necessary background to answer this question, and what I wrote is definitely covered before. – peek-a-boo Mar 12 '24 at 04:36
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    So, for instance, the equivalence of Riemann-integrability and x integrability is given in an appendix titled Riemann sums, right after chapter 13 on Integration (page 279 in my edition, which is Edition 3). Here he is using a uniformly spaced partition of $[0,1]$. And, the reason I did not fully comment on your use of upper and lower sums is because it is waaaaaaaayyyyy too complicated. The intended solution (and also why he gives such a terse solution) is because this is meant to be an easy problem given everything he’s already introduced. – peek-a-boo Mar 12 '24 at 04:37
  • Would you suggest that I develop a greater familiarity with the Riemann perspective of the integral? As I’m sure you know, the core part of chapter 13 is the darboux integral form (which is the one I work with and is sort of, I think, why I structured my question the way that I did) – S.C. Mar 12 '24 at 04:44
  • read the appendix. Also, look at the appendix to chapter 19 – peek-a-boo Mar 12 '24 at 04:48
  • Also, note that for this very specific function, you can use monotonicity properties as mentioned in Jyrki’s answer (which ok… technically answers your question more directly and very well since you ask about various inequalities with sups and infs). But, you really should familiarize yourself with this answer and appreciate why Spivak wrote such a terse solution. – peek-a-boo Mar 12 '24 at 04:49
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    oh and for a really long exercise, reprove all/most of the theorems in chapter 13 using Riemann’s definition (e.g the sum rule, and integrability of continuous functions, etc, and for proof-based questions, see if you can offer a proof using the Riemann definition of integrability). After all, you know these theorems are true and already have one proof for them, so it definitely won’t hurt to have another variant of proof. – peek-a-boo Mar 12 '24 at 04:56
  • thank you for taking the time to clarify these details - I am sure that you are correct about Spivak's intentions. I wrote an edit section that I think fills in some details of your remarks. If you can give me the nod on that summary, I will accept your answer. – S.C. Mar 12 '24 at 05:19
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    I find the discussion in comments more important than the content of your answer. You may move some comments to your answer if you wish. – Paramanand Singh Mar 12 '24 at 05:23
  • @S.C. the first part seems to already address the question, why did you need the second part with the $j$? – peek-a-boo Mar 12 '24 at 05:23
  • For the purpose of the limit...shouldn't I also show that its not just $n$ that satisfies the expression for the $\varepsilon$ but also any natural number greater than $n$? – S.C. Mar 12 '24 at 05:26
  • @S.C. Given $\epsilon>0$, choose a $\delta>0$ such that for all tagged partitions of mesh less than $\delta$, the Riemann sum minus the integal is less than $\epsilon$. Fix $N$ large enough that $\frac{1}{N}<\delta$. Then, for all $n\geq N$, we have $\frac{1}{n}<\delta$, and so a $\frac{1}{n}$-spaced partition will give Riemann sums $\epsilon$-close to the integral. THis is exactly what it means that the limit as $n\to \infty$ of the uniformly-spaced Riemann sum equals the integral. – peek-a-boo Mar 12 '24 at 05:36
  • Sure - that phrasing works, too - maybe my language is just a tad clunkier. I appreciate the help. Cheers~ – S.C. Mar 12 '24 at 05:39