Bourbaki

Exercise 10, § 6

Integration, V, p. 109

In the interval I=]0,1[I = ]0,1[ of R\mathbf{R}, define the function gg by g(t)=−ng(t) = -\sqrt{n} for 12(1n+1n+1)<t≤1n\frac{1}{2}(\frac{1}{n} + \frac{1}{n+1}) < t \leq \frac{1}{n} and g(t)=ng(t) = \sqrt{n} for 1n+1<t≤12(1n+1n+1)\frac{1}{n+1} < t \leq \frac{1}{2}(\frac{1}{n} + \frac{1}{n+1}) (n=1,2,…n = 1,2,\ldots), and extend gg by 0 in R−I\mathbf{R} - I; gg is integrable for Lebesgue measure. Set

G(x)=∫0xg(t) dt; G(x) = \int_0^x g(t)\,dt;
show that the function ff, equal to 1/x1/\sqrt{x} on [−1,+1][ -1,+1 ] and to 0 elsewhere, which is integrable for Lebesgue measure, is such that t↦f(G(t))g(t)t \mapsto f(G(t))g(t) is not integrable on II.

Solution

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