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Suppose $f\in L^{1}(\mathbb R) $ and $f'\in L^{1}(\mathbb R).$

My Question is:

Can we show, $\lim_{x\to \infty} f(x)=0$ ?

Thanks,

Inquisitive
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3 Answers3

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$f'\in L^1(\Bbb R)$, then $\int_{-\infty}^0|f'(t)|dt$ and $\int_0^{+\infty}|f'(t)|dt$ converges, in particular $\int_{-\infty}^0f'(t)dt$ and $\int_0^{+\infty}f'(t)dt$ converges.

  • The convergence of the integral $\int_0^{+\infty}f'(t)dt$ implies that the function $x\to \int_0^{x}f'(t)dt$ admit a finite limit $l$ (as $x\to +\infty$). But $\int_0^{x}f'(t)dt=f(x)-f(0)$, this implies that $f$ admit a finite limit $M$ (as $x\to +\infty$), if $M\neq 0$ then $|f(x)|\sim |M|$ (in $+\infty$) this is impossible because a constant function $x\to |M|$ is not integrable on $[0,+\infty[$ but $f$ is integrable on this interval . It follow that $M=0$, that is $f\to 0$ as $x\to +\infty$.

  • By the same argument (by working in $]-\infty,0]$) we can show that $f(x)\to 0$ as $x\to -\infty$.

Hamou
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  • thanks; but I could not follow you completely; (I could follow up to this: $\lim_{x\to \infty} f(x)= f(0)+l=M (say);$ But from this how to conclude that, $|f(x)|\sim M$, what does it mean ? Or am I missing something here completely ? ) Thanks, – Inquisitive Sep 04 '14 at 07:42
  • $h(x)\sim_{+\infty} g(x)$ mean that $h$ and $g$ are equivalents (in $+\infty$). – Hamou Sep 04 '14 at 07:46
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    $\frac{f(x)}{g(x)}\to 1$ as $x\to +\infty$. In your case $\frac{f(x)}{M}\to 1$ as $x\to +\infty$ – Hamou Sep 04 '14 at 07:54
  • I know this post is old but my question is exactly the same and if I posted it would be marked as duplicate. I read your answer but one doubt raised. Does $\lim_{n\to\infty}f(x)=0$ hold for $f\in {L_1}{(\mathbb{R})}$, or do we have to admit that $f'$ also belongs to ${L_1}{(\mathbb{R})}$? – Pedro Gomes Apr 28 '18 at 15:01
  • #Pedro Gomes, $f'$is assumed evrywhere differantiable and $f'\in L_1(\Bbb R)$. – Hamou Jul 04 '18 at 10:13
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Yes. Two steps:

Step 1. using the inequality $$y>x>a\Longrightarrow \vert f(x)-f(y) \vert\leq\int_a^\infty\vert f'(t)\vert dt$$ we conclude that $f$ satisfies Cauchy criterion as $x\to\infty$ (because $f'\in L^1$,) and consequently the limit $\lim\limits_{x\to\infty}f(x)=\ell$ does exist.

Step 2. the limit $\ell$ must be zero because otherwise $f$ would not belong to $L^1$, and this is an easy task.

Omran Kouba
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  • Note that the inequality requires proof, or a reference (see e.g. Rudin, Real and Complex Analysis, Theorem 8.21). It would not be true if $f$ was just differentiable almost everywhere, but not absolutely continuous. – Robert Israel Sep 04 '14 at 15:00
  • @RobertIsrael, Of course, this is an excellent reference, thank you. Also, a different question might need a different answer. – Omran Kouba Sep 04 '14 at 19:06
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Suppose $g(x) = x$ and $I_n = [2^n - 3^{-n}, 2^n]$. Let $I = \cup_{n=1}^{\infty} I_n$ and $f(x) = g(x)\chi_{I}(x)$.

Note that $I_n$ has length $3^{-n}$, and on this interval, $g$ is bounded above by $2^n$. Therefore, $$\int_{I_n} g(x) dx \leq \left(\frac{2}{3}\right)^n$$ and so $$\int_{\mathbb{R}} f(x) = \sum_{n=1}^{\infty} \int_{I_n} g(x) dx \leq \sum_{n=1}^{\infty}\left(\frac{2}{3}\right)^n = 2$$ so $f \in L^1$.

Also, $g'(x) = 1$ everywhere, so $$\int_{I_n}g'(x) dx = \left(\frac{1}{3}\right)^n$$ and so $$\int_{\mathbb{R}} f'(x) = \sum_{n=1}^{\infty} \int_{I_n} g'(x) dx =\sum_{n=1}^{\infty}\left(\frac{1}{3}\right)^n = \frac{1}{2}$$ so $f' \in L^1$.

And, of course, $\lim_{x \rightarrow \infty} f(x)$ does not exist.

We have used the fact that $f$ is differentiable almost everywhere, and the set of zero measure on which it is not differentiable (the endpoints of the $I_n$ intervals) has no effect on $\int f'$.

As the comment by Robert Israel notes (and as Omran Kouba proves), if we require that $f$ is differentiable everywhere and not merely almost everywhere, then no counterexample exists.

  • Your example will not work for a smooth function $f$ (or one that is everywhere differentiable with locally $L^1$ derivative), because $f(b) - f(a) = \int_a^b f'(x); dx$ for such a function. So the tiny interval where $f$ goes from $0$ to $g(x)$ contributes at least $|g(x)|$ to $|f'|_1$. – Robert Israel Sep 04 '14 at 07:06
  • @RobertIsrael: Thanks for the correction, serves me right for omitting the details at the end. I'll edit accordingly. –  Sep 04 '14 at 07:08