Bourbaki

Exercise 2, § 2

Functions of a Real Variable, II, 84

a) Let f\mathbf{f} be a regulated function on an interval [0,a][0, a] such that the integral ∫0af(t)t dt\int_0^a \frac{\mathbf{f}(t)}{t}\, dt is convergent. Show that the integral g(x)=∫0xf(t) dtg(x) = \int_0^x \mathbf{f}(t)\, dt is convergent and that gg admits a right derivative at the point x=0x = 0 (integrate suitably by parts).

b) Give an example of a real function ff such that the integral g(x)=∫0xf(t) dtg(x) = \int_0^x f(t)\, dt is convergent and admits a right derivative at the point 0, and yet f(t)/tf(t)/t does not have an integral on ]0, a] (take for f(x)/xf(x)/x the derivative of a function of the form cos⁡φ(x)\cos \varphi(x), where φ\varphi tends to +∞+\infty as xx tends to 0).

Solution

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Transcribed from the printed volume. Not translated.