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Suppose $g:[0,1]\to\mathbb R$ such that $g\in C^1$ (i.e., $g'$ exists and is continuous). I want to show $$\lim_{n\to+\infty }\int_0^1x^ndg(x)=0.$$ Thanks.

user 1591719
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M.H
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2 Answers2

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This is trivial by Lebesgue dominated convergence theorem.

And pretty straightforward as follows. Let $M$ be the max of $|g'|$ on $[0,1]$. Then $$ |\int_0^1x^ng'(x)dx|\leq M\int_0^1 x^ndx=\frac{M}{n+1}. $$ Conclude by the squeeze theorem.

Julien
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We use this that yields $$\lim_{n\to+\infty }\left(\frac{1}{n}\times n\int_0^1x^ndg(x)\right)=\lim_{n\to+\infty } \frac{g'(1)}{n}=0$$

user 1591719
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