Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2011/d/d3/b/ii/solution

Use the nonnegative-part convention , where and . The zero-mean assumption gives
For , write the integral over the th period as , where
Both and lie in the interval . Their difference therefore satisfies the stronger estimate
Consequently converges absolutely as a series of numbers, proving the requested limit of integrals over whole periods. This does not assert absolute integrability of the original function: the cancellation took place inside each period.
Indeed, setting , we have
The harmonic series diverges, so is Lebesgue integrable only if . Conversely means almost everywhere on one period, and hence on all periods, so almost everywhere. Therefore
This is an example of integrating a mean-zero periodic function divided by x.

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