Let \(f\) be Lebesgue integrable on \((0,1)\). For \(x\in (0,1)\) define \[ g(x)=\int _x^1 \frac {f(t)}{t}\,d\lambda . \]
Prove that \(g\) is Lebesgue integrable on \((0,1)\) and that \[ \int _0^1 g(x)\,d\lambda =\int _0^1 f(x)\,d\lambda . \]
Question
Fall 2023 • Question 5
Let \(f\) be Lebesgue integrable on \((0,1)\). For \(x\in (0,1)\) define \[ g(x)=\int _x^1 \frac {f(t)}{t}\,d\lambda . \]
Prove that \(g\) is Lebesgue integrable on \((0,1)\) and that \[ \int _0^1 g(x)\,d\lambda =\int _0^1 f(x)\,d\lambda . \]