[Math] Does the improper integral exist

definite integralsimproper-integralsintegrationlimits

I need to find a continuous and bounded function $\mathrm{f}(x)$ such that the limit
$$ \lim_{T\to\infty} \frac{1}{T}\, \int_0^T \mathrm{f}(x)~\mathrm{d}x$$
doesn't exist.

I thought about $\mathrm{f}(x) = \sin x$ but I am not sure if the fact that we divide by $T$ may some how make it converge to zero.

What do you think ?

Best Answer

$ \sin(x) $ won't do, but it's only a tad trickier. $$ f(x) = \sin\left(\ln(x)\right) $$ should do the job (you can integrate it exactly by elementary techniques and then show it is $ \mathcal{O}(T) $).

Note that the function is bounded and continuous in $ (0,+\infty) $.