(The integral of the limit is not the limit of the integrals.) In this
example we consider a sequence of continuous functions, each of which has the same
integral over the domain. For each n∈IN let f_n be defined on [0, 1] as follows:
f_n(0) =0, f_n(1/(2n)) = 2n, f_n(1/n) = 0,
f_n is linear on [0, 1/(2n)] and on [1/(2n), 1/n], and
f_n = 0 on [1/n, 1].
It is easy to verify that f_n -> 0 on [0, 1]. Now, for each n∈ IN,
∫ from 0 to 1 f_n(x) dx =1 But ∫ from 0 to 1 (lim_n f_n(x)) dx =∫ from 0 to 1 0 dx =0
so that the limit of the integrals is not the integral of the limit.
My question is why
∫ from 0 to 1 f_n(x) dx =1 ?
isn't f_n -> 0 like the above said?