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As the title says, I'm wondering if there is a continuous function such that $f$ is nonzero on $[0, 1]$, and for which $\int_0^1 f(x)x^n dx = 0$ for all $n \geq 1$. I am trying to solve a problem proving that if (on $C([0, 1])$) $\int_0^1 f(x)x^n dx = 0$ for all $n \geq 0$, then $f$ must be identically zero. I presume then we do require the $n=0$ case to hold too, otherwise it wouldn't be part of the statement. Is there ay function which is not identically zero which satisfies $\int_0^1 f(x)x^n dx = 0$ for all $n \geq 1$?

The statement I am attempting to prove is homework, but this is just idle curiosity (though I will tag it as homework anyway since it is related). Thank you!

Srivatsan
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Spyam
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    There are many counterexamples to both your claims. For example, the function $f$ with $f(0)=1$ and $f(x)=0$ for $x \neq 0$. You'll need some additional assumption on $f$ to make them true. – Chris Eagle Jan 08 '11 at 22:04
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    @Chris: I think this is an exercise in Rudin or similar, and I think f is supposed to be continuous. – Qiaochu Yuan Jan 08 '11 at 22:08
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    Just apply your homework problem to $xf(x)$. – Zarrax Jan 08 '11 at 22:13
  • Yes, my apologies, I thought i had stated f need be continuous but evidently I hadn't. If f is in C([0,1]), are the statements then true? Sorry again for my carelessness. – Spyam Jan 08 '11 at 22:20
  • I believe this (the original hw problem) was problem B7 from the 1958 Putnam exam. – Aryabhata Jan 09 '11 at 01:10
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    This maybe related. – timur Jan 09 '11 at 04:14
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    As an aside, the answer is yes if the interval is $(0,\infty)$ instead of $(0,1)$. For example the "Stieltjes ghost function" $f(x) = \exp(-x^{1/4}) \sin x^{1/4}$ satisfies $\int_0^{\infty} f(x) x^n dx = 0$ for all integers $n \ge 0$. – Hans Lundmark Jan 09 '11 at 10:18
  • @Hans: Could you give some details about this function? – vesszabo Jan 10 '11 at 21:06
  • @vesszabo: See the answer that I've added below. (I wrote it as an answer to make it easier to give links and formulas.) – Hans Lundmark Jan 10 '11 at 23:25

5 Answers5

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As an aside, the answer is yes if the interval is $(0,\infty)$ instead of $(0,1)$. For example the "Stieltjes ghost function" $f(x) = \exp(-x^{1/4}) \sin x^{1/4}$ satisfies $\int_0^{\infty} f(x) x^n dx = 0$ for all integers $n \ge 0$.

Stieltjes gave this as an example of a case where the moment problem does not have a unique solution. It appears in Section 55 of his famous paper "Recherches sur les fractions continues" from 1894; see p. 506 in Œuvres Complètes, Vol. II. To compute the moments, use the substitution $x=u^4$ to write $I_n = \int_0^{\infty} f(x) x^n dx = 4 \int_0^{\infty} e^{-u} \sin(u) u^{4n+3} du$; then integrate by parts four times (differentiating the power of $u$, and integrating the rest) to show that $I_n$ is proportional to $I_{n-1}$, and finally check that $I_0=0$.

Hans Lundmark
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(I am turning this into Community wiki, since the original version made an obvious mistake).

The result follows, for example, from the Stone-Weierstrass theorem, once one justifies that the limit of some integrals is the integral of the limit, which can be done (overkill) using Lebesgue's dominated convergence theorem or (more easily) using simple estimates from the fact that $f$ is bounded, since it is continuous.

Below I give full details, which you should probably not read until after your homework is due, since this also solves your homework.


Spoilers:

There is a sequence of polynomials $p_n(x)$ that converges uniformly to $xf(x)$ on ${}[0,1]$. We have $\int_0^1xf(x)p_n(x)dx=0$ for all $n$, by assumption, since $xp_n(x)$ is a sum of monomials the integral of whose integral with $f$ is 0. Now take the limit as $n\to\infty$ to conclude that $\int_0^1x(f(x))^2dx=0$.

This gives us that $f=0$ because if $f(x_0)\ne 0$, continuity ensures a positive $\epsilon>0$ and an interval $(a,b)$ with $a>0$ such that $|f(x)|\ge\epsilon$ for all $x\in(a,b)$. But then $\int_0^1xf(x)^2dx\ge la\epsilon^2>0$, where $l=b-a$ is the length of the interval.

To see that the limit of the integrals is 0 without using dominated convergence, let $M\ge|f(x)|$ for all $x\in[0,1]$. The, for any $\delta>0$, if $n$ is large enough, we have $$\int_0^1f(x)xp_n(x)dx=\int_0^1f\times(p-xf+xf)dx=\int_0^1xf(x)^2dx+\int_0^1f\times(p-xf)dx,$$ and the second integral is bounded by $\int_0^1|f||p-xf|dx\le M(\delta/M)=\delta$.

In fact, even this is approach is an overkill. (For example, Müntz's theorem gives a more general fact, as already mentioned in another answer.)

(Apologies for the original mistake.)

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    The Stone-Weierstrass theorem doesn't (directly) apply to the question the OP asked, since the subalgebra generated by {x^n | n > 0} doesn't contain a constant function. But Zarrax's comment takes care of this. – Qiaochu Yuan Jan 08 '11 at 22:28
  • I would say Muntz theorem is overkill! (and not your current answer). – Aryabhata Jan 09 '11 at 00:57
  • :-) I meant overkill in the sense that we are using hypothesis that are way too strong for the task at hand. (It would be nice to try to weaken them significantly.) – Andrés E. Caicedo Jan 09 '11 at 02:39
  • Put rigorously it is interesting to notice that we have a constant sequence ${\int_0^1 xf(x)^2 dx}$ but somehow we can only know its limit going to 0, and then conclude that the constant term is actually zero. – er.Zhu Jan 25 '21 at 16:14
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There is a proof, using the Weierstrass approximation theorem, that if $f$ is continuous then $f$ is necessarily zero!

Classical Weierstrass's Theorem : If f is a continuous real valued function on $[a, b]$, then there exists a sequence of polynomials $p_n$ such that $$ \lim_{n\rightarrow+\infty}p_n(x)=f(x)$$ uniformly on $[a, b]$.

By the assumptions of the problem and the linearity of the integral is easy to see that $$ \int_{0}^1f(x)p(x)dx=0 $$ for all polynomials $p(x)$ on $C([0,1])$. Now just apply Theorem!

Srivatsan
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Elias Costa
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The answer is no. Actually I believe the following is a theorem whose name totally escapes me at the moment: assume that $f$ is continuous and let $a_n$ be a sequence of increasing positive integers such that $\int_0^1 f(x) x^{a_n} \, dx = 0$ for $n \ge 1$. If $\sum \frac{1}{a_n}$ diverges, then $f$ is identically zero! (Edit: this is a corollary of the Müntz–Szász theorem - thanks, Moron!)

In other words, the problem isn't phrased the way it is because stronger statements are false; the stronger versions are just harder to prove.

Qiaochu Yuan
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Just for fun, here's a proof in non-standard analysis (Nelson-style IST). I write $a \approx b$ to mean that $a-b$ is infinitesimal.

It's enough to prove the result when $f$ is standard. The Weierstrass approximation theorem gives a polynomial $p$ such that $p(x) \approx x f(x)$ for all $x \in [0,1]$. Note $\int _0 ^1 xfp = 0$, because the integral is linear.

Now estimate the absolute value of $\int xfp - (xf)^2$. Factoring the integrand as $xf(x)\cdot ( p(x) - xf(x) )$, we see that this integral is bounded above by $\operatorname{sup}(xf) \cdot \operatorname{sup}(p-xf)$, where the sup is over all $x \in [0,1]$. This is infinitesimal, since the sup of a standard continuous function on a standard compact interval is limited.

We therefore have $\int (xf)^2 \approx \int xfp = 0$. Since $\int (xf)^2$ is standard, it is equal to zero. Therefore $(xf)^2$ is identically zero, and so is $f$ (being continuous).

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    How does the Weierstraß theorem give a single polynomial of finite degree such that $p \approx xf(x)$? Or is the meaning of a polynomial different in non-standard analysis? – Andrei Kh Apr 25 '19 at 01:28
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    @AndreiKh The degree of $p$ will (in general) be finite but illimited, i.e. it will be a possibly nonstandard natural number. The meaning of "polynomial" is the same in IST as anywhere else: a linear combination of $x^n$s, for $n \in \mathbb{N}$, the only difference is that some elements of $\mathbb{N}$ are now nonstandard. – Matthew Towers Apr 25 '19 at 10:17