I need a hand with the following exercise:
Prove that $f: (0,2) \to \mathbb{R}$ given by
$f(x) = \begin{cases}
\frac{1}{x} & 0<x\leq 1 \\
\frac{1}{x-2} & 1< x < 2
\end{cases}
$
Is not Lebesgue-integrable.
Here are my thought:
We can write $f$ as $f = f^+ – f^-$ where
$f^+(x) = \begin{cases}
f(x) & \text{if} \ f(x)>0 \\
0 &\text{otherwise}&
\end{cases}
$
$f^-(x) = \begin{cases}
-f(x) & \text{if} \ f(x)\le0 \\
0 &\text{otherwise}&
\end{cases}
$
And by definition $f$ is integrable if and only if $f^+$ and $f^-$ are both integrable, so I just need to prove that $f^+$ or $f^-$ is not Lebesgue integrable.
Now, in this particular case
$f^+(x) = \begin{cases}
\frac{1}{x} & 0<x\leq1 \\
0 & 1<x<2 \\
\end{cases}
$
and $f^-(x) = \begin{cases}
0 & 0<x<1 \\
-\frac{1}{x-2} & 1\leq x<2 \\
\end{cases}
$
So $f = f^+-f^-$ becomes $$ f = \frac{1}{x}\chi_{(0,1]}-\left(-\frac{1}{x-2}\chi_{[1,2)}\right)$$
thus if I proove that, says, $\frac{1}{x}$ is not Lebesgue integrable on $(0,1]$ the problem is solved. But how to prove that?
Best Answer
For any $n$, the simple function $\sum_{k=1}^n \chi_{(0, 1/k]}$ is nonnegative and less than $f^+$, so the integral of $f^+$ is larger than $\sum_{k=1}^n \frac{1}{k}$ for any $n$.
Edit: For $x \in (0,1]$, we have $$\sum_{k=1}^n \chi_{(0,1/k]}(x) = \#\{k \in\{1,\ldots,n\} : k \le 1/x\} = \lfloor 1/x \rfloor \le 1/x = f^+(x)$$ and thus $$\sum_{k=1}^n \frac{1}{k} = \int_0^1 \sum_{k=1}^n \chi_{(0, 1/k]}(x) \, dx \le \int_0^1 f^+(x) \, dx.$$