$f_n(x) = \int_{0}^1 t^{x-1} (1-t)^{n-1} dt$ does not converge uniformly to zero in $(0,\infty)$

real-analysisuniform-convergence

The problem says to show that $f_n(x) = \int_{0}^1 t^{x-1} (1-t)^{n-1} \, dt$ converges pointwise to $0$ but not uniformly for $x > 0$.

To show pointwise convergence, since $\left| (1-t)^{n-1} \right| \leq 1$ then if I define $\phi_n(t) = t^{x-1} (1-t)^{n-1}$ we have that $\left|\phi_n(t) \right| \leq t^{x-1}$ and

$$
\int_{0}^1 t^{x-1} \, dt = \frac{1}{x},
$$

so by the dominated convergence theorem $\lim\limits_{n \to \infty} f_n(x) = \int_{0}^1 \lim\limits_{n \to \infty} \phi_n(t) \, dt = 0$.

I have two problems here:

  1. I would prefer a proof that does not use the dominated convergence theorem, as this is a question from a practice exam that does not assume measure theory.
  2. How to approach uniform convergence? So far what I tried is to show that a particular sequence, like $f_n(1/n)$ does not go to zero, but when I solve the integrals I don't see why it would be true.

Best Answer

Convergence
By IBP, for all $a_n \in (0,1)$ $$\begin{align}f_n(x)&=\frac{n-1}{x} \int_{0}^1 t^x(1-t)^{n-2}dt \le \frac{n-1}{x} \left[ \int_{0}^{a_n} t^xdt +\int_{a_n}^1 (1-t)^{n-2}dt\right]\\ &=\frac{(n-1)a_n^{x+1}}{x(x+1)}+\frac{1}{x}(1-a_n)^{n-1}=:A_n(x) \end{align}$$ Choosing $a_n=(n-1)^{-1/(x/2+1)}$, we can see that $$\lim_n A_n(x)=0$$ Hence the pointwise convergence.

Not uniform
We have $$f_n(x) \ge \int_0^{1/2} t^{x-1} (1/2)^{n-1}dt=\frac{2^{-x-n+1}}{ x}$$ Thus $$f_n(2^{-n}) \ge 2^{-2^{-n}+1} \ge 1$$ Hence the conclusion.

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