Question 7.T.15: Let the functions f and g be differentiable on [a, ∞) and su...

Let the functions f and g be differentiable on [a, ∞) and suppose

\underset{x→∞}{\lim } f(x) = \underset{x→∞}{\lim } g(x) = 0,

g^{′}(x) ≠ 0  for all x > a.

If \underset{x→∞}{\lim }  \frac {f^{′}(x)} {g^{′}(x)} exists in \bar{\mathbb{R}}, then

\underset{x→∞}{\lim }  \frac {f(x)} {g(x)} = \underset{x→∞}{\lim }  \frac {f^{′}(x)} {g^{′}(x)}.

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Clearly, we can take a > 0. Define the functions F and G on (0, 1 / a] by

F(x) = f \left(\frac{1}{x}\right) ,  G(x) = g\left(\frac{1}{x}\right).

This means

f(x) = F\left(\frac{1}{x}\right),  g(x) = G\left(\frac{1}{x}\right) ,  x ∈ [a, ∞),

and so the limit we have to evaluate is

\underset{x→∞}{\lim }  \frac{F(1/x)}{G(1/x)}.

But since x → ∞ if and only if t = 1/x → 0^{+}, this is the same as the limit

\underset{t→0^{+}}{\lim }  \frac{F(t)}{G(t)}.

By the chain rule,

F^{′}(t) = f^{′} \left(\frac{1}{t}\right)· \left(− \frac{1}{t^{2}}\right),

G^{′}(t) = G^{′} \left(\frac{1}{t}\right)· \left(− \frac{1}{t^{2}}\right).

Hence

\underset{t→0^{+}}{\lim }  \frac{F(t)}{G(t)} = \underset{t→0^{+}}{\lim }  \frac{f^{′}(1/t)}{g^{′}(1/t)} = \underset{x→∞}{\lim }  \frac {f^{′}(x)} {g^{′}(x)} .

To complete the proof, we need to show that

\underset{t→0^{+}}{\lim }  \frac{F(t)}{G(t)} = \underset{t→0^{+}}{\lim }  \frac{F^{′}(t)}{G^{′}(t)}        (7.12)

The functions F and G are differentiable on (0, 1 / a), and they may be extended as continuous functions to [0, 1 / a) by the definitions

F(0) = \underset{t→0^{+}}{\lim } F(t) = \underset{x→∞}{\lim } f(x) = 0,

G(0) = \underset{t→0^{+}}{\lim } G(t) = \underset{x→∞}{\lim } g(x) = 0,

This allows us to apply Theorem 7.14 and obtain (7.12).

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