Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2009/d/d3/i/a/solution

The function is nonnegative and measurable, so Lebesgue integrability is equivalent to finiteness of its integral. For ,
Letting gives a finite limit exactly when ; at the integral is and diverges. By the monotone convergence theorem for truncations,

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