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Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.

8 votes
2 answers
889 views

Differentiating an integral that grows like log asymptotically

Suppose I have a continuous function $f(x)$ that is non-increasing and always stays between $0$ and $1$, and it is known that $$ \int_0^t f(x) dx = \log t + o(\log t), \qquad t \to \infty.$$ Unfortu …
random_person's user avatar
10 votes
2 answers
340 views

A moment problem

Suppose $X, Y$ are two positive random variables such that $\mathbb{E}[X^\alpha] = \mathbb{E}[Y^\alpha]$ for all $\alpha \in (0, 1/2)$. It is also known that the first moment exists for each of them, …
random_person's user avatar