A4.3

Functional Analysis
Part II, 2003

(i) State the Monotone Convergence Theorem and explain briefly how to prove it.

(ii) For which real values of α\alpha is xαlogxL1((1,))x^{-\alpha} \log x \in L^{1}((1, \infty)) ?

Let p>0p>0. Using the Monotone Convergence Theorem and the identity

1xp(x1)=n=01xp+n+1\frac{1}{x^{p}(x-1)}=\sum_{n=0}^{\infty} \frac{1}{x^{p+n+1}}

prove carefully that

1logxxp(x1)dx=n=01(n+p)2\int_{1}^{\infty} \frac{\log x}{x^{p}(x-1)} d x=\sum_{n=0}^{\infty} \frac{1}{(n+p)^{2}}