Bourbaki

Proposition 6

Tag 08FD, permanent. Cite it as [Bourbaki, Tag 08FD].

Functions of a Real Variable, chapter V, § 3. ASYMPTOTIC EXPANSIONS OF FUNCTIONS OF A REAL VARIABLE

Let f\mathbf{f} be a regulated vector function, and gg a regulated function ≥0\geq 0 on [a,+∞[[a, +\infty[.

1. *If the integral ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt converges then the relation f≪g\mathbf{f} \ll g (resp. f∼cg\mathbf{f} \sim c g, where cc is constant) implies that ∫x+∞f(t) dt≪∫x+∞g(t) dt\int_{x}^{+\infty} \mathbf{f}(t) \, dt \ll \int_{x}^{+\infty} g(t) \, dt (resp. ∫x+∞f(t) dt∼c∫x+∞g(t) dt\int_{x}^{+\infty} \mathbf{f}(t) \, dt \sim c \int_{x}^{+\infty} g(t) \, dt).

2. If the integral ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt is infinite then the relation f≪g\mathbf{f} \ll g (resp. f∼cg\mathbf{f} \sim c g) implies that

∫αγf(t) dt≪∫βγg(t) dt(resp. ∫αγf(t) dt∼c∫βγg(t) dt), \int_{\alpha}^{\gamma} \mathbf{f}(t) \, dt \ll \int_{\beta}^{\gamma} g(t) \, dt \quad \text{(resp. } \int_{\alpha}^{\gamma} \mathbf{f}(t) \, dt \sim c \int_{\beta}^{\gamma} g(t) \, dt),
for any α\alpha and β\beta in [a,+∞[[a, +\infty[.

It is enough to prove the proposition for the relation f≪g\mathbf{f} \ll g since, if c≠0c \neq 0, the relation f∼cg\mathbf{f} \sim c g is equivalent to f−cg≪g\mathbf{f} - c g \ll g.

The first part is an immediate consequence of the mean value theorem, since if ∥f(x)∥≤εg(x)\| \mathbf{f}(x) \| \leq \varepsilon g(x) for x≥x0x \geq x_0 one deduces that

∥∫x+∞f(t) dt∥≤∫x+∞∥f(t)∥ dt≤ε∫x+∞g(t) dtfor x≥x0. \left\| \int_{x}^{+\infty} \mathbf{f}(t) \, dt \right\| \leq \int_{x}^{+\infty} \| \mathbf{f}(t) \| \, dt \leq \varepsilon \int_{x}^{+\infty} g(t) \, dt \quad \text{for } x \geq x_0.

In the second place, suppose that ∫a+∞g(t) dt=+∞\int_{a}^{+\infty} g(t) \, dt = +\infty. If ∥f(x)∥≤εg(x)\| \mathbf{f}(x) \| \leq \varepsilon g(x) for x≥x0≥max⁡(α,β)x \geq x_0 \geq \max(\alpha, \beta), one has

∫αx∥f(t)∥ dt=∫αx0∥f(t)∥ dt+∫x0x∥f(t)∥ dt≤∫αx0∥f(t)∥ dt+ε∫x0xg(t) dt=ε∫βxg(t) dt+(∫αx0∥f(t)∥ dt−ε∫βx0g(t) dt). \begin{align*} \int_{\alpha}^{x} \| \mathbf{f}(t) \| \, dt &= \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt + \int_{x_0}^{x} \| \mathbf{f}(t) \| \, dt \\ &\leq \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt + \varepsilon \int_{x_0}^{x} g(t) \, dt \\ &= \varepsilon \int_{\beta}^{x} g(t) \, dt + \left( \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt - \varepsilon \int_{\beta}^{x_0} g(t) \, dt \right). \end{align*}

Now there exists an x1≥x0x_1 \geq x_0 such that for every x≥x1x \geq x_1

∣∫αx0∥f(t)∥ dt−ε∫βx0g(t) dt∣≤ε∫βxg(t) dt \left| \int_{\alpha}^{x_0} \| \mathbf{f}(t) \| \, dt - \varepsilon \int_{\beta}^{x_0} g(t) \, dt \right| \leq \varepsilon \int_{\beta}^{x} g(t) \, dt

whence, for x≥x1x \geq x_1

∥∫αxf(t) dt∥≤∫αx∥f(t)∥ dt≤2ε∫βxg(t) dt \left\| \int_{\alpha}^{x} \mathbf{f}(t) \, dt \right\| \leq \int_{\alpha}^{x} \| \mathbf{f}(t) \| \, dt \leq 2\varepsilon \int_{\beta}^{x} g(t) \, dt

which completes the proof, since ε>0\varepsilon > 0 is arbitrary.

In other words, one can integrate the two terms of a strong relation f≪g\mathbf{f} \ll g, f∼ag\mathbf{f} \sim \mathbf{a}g, when gg is positive on an interval [a,+∞[[a, +\infty[, and the relation persists between the primitives of the two terms, provided one takes care to integrate from xx to +∞+\infty if ∫a+∞g(t) dt\int_{a}^{+\infty} g(t) \, dt converges, and from α\alpha to xx (for any α\alpha in [a,+∞[[a, +\infty[) in the opposite case.

Note that props. 1 (V, p. 228) and 6 (V, p. 230) remain valid when F\mathfrak{F} is a base for the trace filter of the intervals [t,+∞[[t, +\infty[ (where t>at > a) on the complement of a countable set (cf. I, p. 15, th. 2).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

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