Denote by (lambda) one-dimensional Lebesgue measure. Prove that (i) (int_{(1, infty)} e^{-x} ln (x) lambda(d x)=lim _{k
Question:
Denote by \(\lambda\) one-dimensional Lebesgue measure. Prove that
(i) \(\int_{(1, \infty)} e^{-x} \ln (x) \lambda(d x)=\lim _{k ightarrow \infty} \int_{(1, k)}\left(1-\frac{x}{k}ight)^{k} \ln (x) \lambda(d x)\),
(ii) \(\int_{(0,1)} e^{-x} \ln (x) \lambda(d x)=\lim _{k ightarrow \infty} \int_{(0,1)}\left(1-\frac{x}{k}ight)^{k} \ln (x) \lambda(d x)\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: