Let f:[a,b]→R be a continuous function.
(a) Let m=minx∈[a,b]f(x) and M=maxx∈[a,b]f(x). If g:[a,b]→R is a positive continuous function, prove that
m∫abg(x)dx⩽∫abf(x)g(x)dx⩽M∫abg(x)dx
directly from the definition of the Riemann integral.
(b) Let f:[0,1]→R be a continuous function. Show that
∫01/nnf(x)e−nxdx→f(0)
as n→∞, and deduce that
∫01nf(x)e−nxdx→f(0)
as n→∞