Answers
Answer:
Let's check separately convergence at 00 and 11, by splitting the integral at c∈(0,1)c∈(0,1).
If α≥0α≥0 there is no question about convergence at 00. If α<0α<0, you can consider
∫c01−xα1−xdx=∫c011−xdx−∫c0xα1−xdx
∫0c1−xα1−xdx=∫0c11−xdx−∫0cxα1−xdx
The first integral is not a problem, so we tackle the second one with the substitution t=1/xt=1/x to get
∫∞1/ctβ−1t−1dt
∫1/c∞tβ−1t−1dt
where β=−α>0β=−α>0. This is asymptotic to tβ−2tβ−2 and we have convergence if and only if β−2<−1β−2<−1, hence α>−1α>−1.
Hence our integral converges at 00 if and only if α>−1α>−1.
Now note that
limx→11−xα1−x=α
limx→11−xα1−x=α
so there is no real problem with convergence at 11.
We can evaluate this limit using the dominated convergence theorem. First, note that the integrand is positive and bounded by 1 for all x ∈ [0, 1]. Therefore, we can apply the dominated convergence theorem if we can show that the integrand converges pointwise to 0 as α → ∞.
Consider the function for fixed x ∈ [0, 1]. As α → ∞, we have:
Therefore, the integrand converges pointwise to the function g(x) = 0 for x ∈ (0, 1] and g(0) = 1. This function is integrable on [0, 1] since it is continuous except at a single point x = 0.
By the dominated convergence theorem, we have:
Therefore, the limit is equal to 1.