Bourbaki

Exercise 9, § 2

Functions of a Real Variable, II, 86

Let α\alpha be a number >0> 0 and ff a function defined on the interval ]0,+∞[]0, +\infty[, ≥0\geq 0 and decreasing, and such that the integral ∫0+∞tαf(t) dt\int_0^{+\infty} t^\alpha f(t) \, dt converges. Show that for all x>0x > 0 one has

∫1+∞f(t) dt≤(α(α+1)x)α∫0+∞tαf(t) dt. \int_1^{+\infty} f(t) \, dt \leq \left( \frac{\alpha}{(\alpha+1)x} \right)^\alpha \int_0^{+\infty} t^\alpha f(t) \, dt.
(First prove this when ff is constant on an interval ]0,a]]0, a] and zero for x>ax > a, then for a sum of such functions, and pass to the limit for the general case.)

Solution

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