Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2007/d/d4/ii/solution

At each , eventually , and the stipulated power limit gives . At nonpositive the functions vanish. On their positive support,
The supplied integrable exponential therefore dominates the sequence. Dominated convergence gives
The final improper integral is absolutely convergent, so agrees with its Lebesgue integral.

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