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I recently read a post on here in which a user asked if there existed a function,

$$\lim_{x\rightarrow\infty}f(x)$$ is convergent, but;

$$\lim_{x\rightarrow\infty}f'(x)$$

does not converge.

I wanted to know if there was any way to generalize this question such that,

$$\lim_{x\rightarrow\infty}f^{(2n)}(x)$$ converges but,

$$\lim_{x\rightarrow\infty}f^{(2n+1)}(x)$$ does not converge.

$\forall n\in\mathbb{R}$

Even if it is that there are special cases in which this holds, I am very curious to see if such a property can exist on a general level.

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    Related (but not sufficient): one can show that if $\lim_{x\to\infty} f(x)$ exists and some derivative satisfies $\lim_{x\to\infty} f^{(k)}(x) = 0$, then $\lim_{x\to\infty} f^{(j)}(x) = 0$ for all intermediate derivatives $1\le j\le k$. (The case $k=3$ was a Putnam problem at some point.) – Greg Martin Oct 11 '23 at 01:02
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    @GregMartin Isn't that enough to answer the question in the negative? If a second derivative converges to a non-zero value, then the function itself diverges necessarily: Say for example the limit is positive, then $f''(x) > c$ for some positive $c$ and $x > a$, for some $a$, then integrate twice to get $f(x) > \frac{c}{2}(x-a)^2+f'(a)(x-a)+f(a)$. So if all the even derivatives converge, their limit must be $0$ and your result applies. – user23571113 Oct 11 '23 at 06:04
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    @user23571113 Great observation! I'll write up an answer. – Greg Martin Oct 11 '23 at 06:43

2 Answers2

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Edit: I forgot to credit user23571113 for their valuable comment on the OP that made this answer possible!

Actually, it turns out that if any two derivatives have limits as $x\to\infty$, that forces all intermediate derivatives to have limits as well. More precisely:

Claim: Let $k\ge2$, and let $f(x)$ be a $k$-times differentiable function. Suppose that $\lim_{x\to\infty} f(x)$ and $\lim_{x\to\infty} f^{(k)}(x)$ both exist. Then $\lim_{x\to\infty} f'(x) = \lim_{x\to\infty} f''(x) = \cdots = \lim_{x\to\infty} f^{(k)}(x) = 0$.

Proof: First we prove that $\lim_{x\to\infty} f^{(k)}(x) = 0$. Suppose that $\lim_{x\to\infty} f^{(k)}(x)$ were positive; then there exists $c>0$ and $x_0$ such that $f^{(k)}(x) > c$ for $x>x_0$. Integrating $k$ times, we conclude that $f(x) > \frac c{k!} (x-x_0)^k + P(x)$ where $P$ is a polynomial of degree at most $k-1$. But this contradicts the assumption that $\lim_{x\to\infty} f(x)$ exists. Therefore $\lim_{x\to\infty} f^{(k)}(x)$ cannot be positive, and a similar argument shows that $\lim_{x\to\infty} f^{(k)}(x)$ cannot be negative either.

Now we prove that $\lim_{x\to\infty} f'(x) = \lim_{x\to\infty} f''(x) = \cdots = \lim_{x\to\infty} f^{(k-1)}(x) = 0$. Let $\varepsilon>0$ be given. Choose $x_0$ such that both $|f(x)-f(x_0)|$ and $|f^{(k)}(x)|$ are less than $\varepsilon$ for all $x>x_0$. For any $u>0$, we can apply Taylor's theorem to $f(x)$ at the point $x+u$: \begin{align*} f(x+u) = f(x) + f'(x)u + \frac12f''(x)u^2 + \cdots + \frac1{(k-1)!} f^{(k-1)}(x)u^{k-1} + \frac1{k!} f^{(k)}(y)u^k \end{align*} for some $y$ in $(x,x+u)$. Applying this with any $x>x_0$ and with $u=1,2,\dots,k-1$, we see that there exist $y_1,\dots,y_{k-1}>x>x_0$ such that \begin{align*} f'(x)1 + \frac12f''(x)1^2 + \cdots + \frac1{(k-1)!} f^{(k-1)}(x)1^{k-1} &= f(x+1) - f(x) - \frac1{k!} f^{(k)}(y_1)1^k \\ f'(x)2 + \frac12f''(x)2^2 + \cdots + \frac1{(k-1)!} f^{(k-1)}(x)2^{k-1} &= f(x+2) - f(x) - \frac1{k!} f^{(k)}(y_2)2^k \\ &\vdots \\ f'(x)(k-1) + \cdots + \frac1{(k-1)!} f^{(k-1)}(x)(k-1)^{k-1} &= f(x+k-1) - f(x) - \frac1{k!} f^{(k)}(y_{k-1})(k-1)^k. \end{align*} Note that the right-hand sides are all less than $k^k \varepsilon$ (say) in absolute value. These are $k-1$ linear equations in the quantities $f'(x),\dots,f^{(k-1)}(x)$; moreover, the matrix of coefficients is a Vandermonde matrix and is thus invertible; moreover the entries of its inverse are all bounded in absolute value by some function of $k$. By applying the inverse matrix to both sides of the associated matrix equation, we conclude that when $x>x_0$, each of $f'(x),\dots,f^{(k-1)}(x)$ is itself bounded by $\varepsilon$ times some constant depending only on $k$. Since this is true for any $\varepsilon>0$, we conclude that $\lim_{x\to\infty} f'(x) = \lim_{x\to\infty} f''(x) = \cdots = \lim_{x\to\infty} f^{(k-1)}(x) = 0$ as claimed.

Greg Martin
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  • This reminds me of https://math.stackexchange.com/q/3867307/42969: If $f \in L^1$ and $f^{(n)} \in L^1$ then $f^{(k)} \in L^1$ for $0 < k < n$. – Martin R Oct 11 '23 at 12:52
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By Taylor's theorem we have that for any $x \in \mathbb{R}$ there is an $a_x \in (x, x+1)$ such that $$ \begin{align} f(x+1) &= f(x) + f'(x) + \frac{f''(a_x)}{2} \\ \implies f'(x) &= f(x+1) - f(x) - \frac{f''(a_x)}{2}. \end{align} $$ Since $\lim\limits_{x \to \infty} a_x = \infty$ and both $f(x)$ (and thus $f(x+1)$) and $f''(x)$ converge, $f'(x)$ must also be convergent. Taking the limit on both sides we see that it converges to $\lim\limits_{x \to \infty}\frac{f''(a_x)}{2}$, which is just $\lim\limits_{x \to \infty}\frac{f''(x)}{2}$.

We can even show that this limit must be $0$:

Assume towards a contradiction that $\lim\limits_{x \to \infty}f(x)$ exists but $c:= \lim\limits_{x \to \infty}f''(x) > 0$ (the case c < 0 follows by replacing $f$ by $-f$). Then there exists an $a \in \mathbb{R}$ such that $$ f''(t) > \frac{c}{2} $$ for $t > a$. Integrating both sides twice from $a$ to $x$ we get $$ f(x) > \frac{c}{4}(x-a)^2 + f'(a)(x-a) + f(a), $$ the RHS of which diverges to $\infty$, contradicting the fact that $\lim\limits_{x \to \infty}f(x)$ exists.

Applying this result inductively to higher derivatives we get for all $n$ that if $f^{(2n)}$ and $f^{(2n+2)}$ converge, $f^{(2n+2)}$ must converge to $0$, and then $f^{(2n+1)}$ also converges to $0$.

user23571113
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