Putnam Exam – Limit of a Cosine Integral

calculuscontest-mathdefinite integralsintegrationreal-analysis

I am trying to evaluate$$
\lim_{n\to \infty} \int_0^1 \int_0^1…\int_0^1 \cos^2\big(\frac{\pi}{2n}(x_1+x_2+…x_n)\big)dx_1 dx_2…dx_n.
$$
This is from an old Putnam mathematics competition. Either 1965 or 1987 I forget. Should we re-write the $\cos^2$ term first or how should we approach it? Thanks

Best Answer

Using $$ \cos^2(x)=\frac{1+\cos(2x)}{2} $$ we get that $$ \begin{align} &\int_0^1\int_0^1\cdots\int_0^1\cos^2\left(\frac{a\pi}{2n}(x_1+x_2+\dots+x_n)\right)\,\mathrm{d}x_1\,\mathrm{d}x_2\dots\,\mathrm{d}x_n\\ &=\frac12+\frac12\mathrm{Re}\left(\int_0^1\int_0^1\cdots\int_0^1e^{\frac{ia\pi}{n}(x_1+x_2+\dots+x_n)}\,\mathrm{d}x_1\,\mathrm{d}x_2\dots\,\mathrm{d}x_n\right)\\ &=\frac12+\frac12\mathrm{Re}\left(\left[\int_0^1e^{\frac{ia\pi}{n}x}\,\mathrm{d}x\right]^n\right)\\ &=\frac12+\frac12\mathrm{Re}\left(\left[\frac{n}{ia\pi}\right]^n\left[e^{\frac{ia\pi}{n}}-1\right]^n\right)\\ &=\frac12+\frac12\mathrm{Re}\left(\left[\frac{2n}{a\pi}\sin\left(\frac{a\pi}{2n}\right)\right]^ne^{\frac{ia\pi}{2}}\right)\\ &=\frac12+\frac12\left[\frac{2n}{a\pi}\sin\left(\frac{a\pi}{2n}\right)\right]^n\color{#C00000}{\cos\left(\frac{a\pi}{2}\right)}\\ &\to\frac12+\frac12\cos\left(\frac{a\pi}{2}\right)\\ &=\cos^2\left(\frac{a\pi}{4}\right) \end{align} $$ If $a=1$, $\color{#C00000}{\cos\left(\frac{a\pi}{2}\right)}$ is $0$, so the integral is $\frac12$ for all $n$.

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