grandes-ecoles 2016 QII.A

grandes-ecoles · France · centrale-maths2__psi Indefinite & Definite Integrals Integral Inequalities and Limit of Integral Sequences
Let $f \in \mathcal{S}$. We assume that $\mathcal{F}(f)$ is integrable on $\mathbb{R}$. For every positive natural number $n$, we set
$$I_{n} = \int_{-\infty}^{+\infty} \mathcal{F}(f)(\xi) \theta\left(\frac{\xi}{n}\right) \mathrm{d}\xi \quad J_{n} = \int_{-\infty}^{+\infty} f\left(\frac{t}{n}\right) \mathcal{F}(\theta)(t) \mathrm{d}t$$
Show that $\lim_{n \rightarrow +\infty} I_{n} = \int_{-\infty}^{+\infty} \mathcal{F}(f)(\xi) \mathrm{d}\xi$.
Let $f \in \mathcal{S}$. We assume that $\mathcal{F}(f)$ is integrable on $\mathbb{R}$. For every positive natural number $n$, we set

$$I_{n} = \int_{-\infty}^{+\infty} \mathcal{F}(f)(\xi) \theta\left(\frac{\xi}{n}\right) \mathrm{d}\xi \quad J_{n} = \int_{-\infty}^{+\infty} f\left(\frac{t}{n}\right) \mathcal{F}(\theta)(t) \mathrm{d}t$$

Show that $\lim_{n \rightarrow +\infty} I_{n} = \int_{-\infty}^{+\infty} \mathcal{F}(f)(\xi) \mathrm{d}\xi$.