In preparation for a qualifying exam in Real Analysis, during the summer of 2013, I plan to solve as many problems from Stein & Shakarchi's Real Analysis text as I can. Please feel free to comment or correct me as I make my way through this.
Thursday, June 6, 2013
2.3
Given that f is 2\pi-periodic, i.e. f(x) = f(x + 2n\pi) for any n \in \mathbb{Z}, just as the hint prescribes, observe that, for some k \in \mathbb{Z}, the interval:
I = (a,b] \subset (k\pi, (k+4)\pi]
Define c = (k+2)\pi. Certainly, if c \neq a, then c \in (a,b]. Now,
\int_{(a,b]} f(x)dx = \int_{(a,c]} f(x)dx + \int_{(c,b]} f(x)dx
Since f(x)|_{(c,b]} = f(x - 2\pi)|_{(k\pi,a]}:
\int_{(c,b]} f(x)dx = \int_{(k\pi, a]} f(x)dx
So we can certainly re-write:
\int_{(a,b]} f(x)dx = \int_{(k\pi, c]} f(x)dx = \int_{(k\pi,(k+2)\pi]}f(x)dx
Finally, since we can certainly break up the integral:
\int_{(k\pi,(k+2)\pi]}f(x)dx = \int_{(k\pi,(k+1)\pi]}f(x)dx + \int_{((k+1)\pi,(k+2)\pi]}f(x)dx
... by 2\pi-periodicity, again, it's apparent that:
\int_{(a,b]} f(x)dx = \int_{(k\pi,(k+2)\pi]}f(x)dx = \int_{((k+1)\pi,(k+3)\pi]}f(x)dx
Thus, we can say this equality holds for any integer k, specifically, k= -1. Therefore:
\int_{(a,b]} f(x)dx = \int_{(-\pi, \pi]}f(x)dx
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