Friday, May 29, 2015

Indian Statistical Institute B.Math & B.Stat : Integration

Indian Statistical Institute B.Math & B.Stat Let $\alpha$ and $\beta$ be two positive real numbers. For any integer $n>0$, define \( a_n = \int_{\beta}^{n} \frac{\alpha}{u(u^\alpha+2+u^{-\alpha})}du\). Then find \( \lim_{n \to \infty} a_n \). $$$$ Multiplying $u^{\alpha-1}$ to the numerator and denominator of the integrand, we have \( a_n = \int_{\beta}^{n} \frac{\alpha u^{\alpha-1}}{u\times u^{\alpha-1}(u^\alpha+2+u^{-\alpha})}du\) $$$$ Substituting $u^{\alpha}=t$ we get the transformed integral as \(a_n = \int_{\beta^\alpha}^{n^\alpha}\frac{dt}{(t+1)^2}dt = \frac{n^\alpha-\beta^\alpha}{(1+\beta^\alpha)(1+n^\alpha)}\) $$$$ Therefore,\( \lim_{n \to \infty} a_n = \lim_{n \to \infty} \frac{n^\alpha-\beta^\alpha}{(1+\beta^\alpha)(1+n^\alpha)}= \lim_{n \to \infty} \frac{1-\big({\frac{\beta}{n}}\big)^\alpha}{(1+\beta^\alpha)(1+\frac{1}{n})}=\frac{1}{1+\beta^\alpha}\)

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