14.14. EXERCISES 353
and so, there is a Borel set of measure zero N such that if x /∈ N,
limn→∞
1m(B(0,rn))
∫B(x,rn)
| f (y)− f (x)|dm(y) = 0
and solimr→∞
1m(B(0,r))
∫B(x,r)
| f (y)− f (x)|dm(y) = 0
which implies for x /∈ N,
limr→0
1m(B(0,r))
∫B(x,r)
f (y)dm(y) = f (x)
27. If you only know that f X[a,b] ∈ L1 (R,m) for all finite intervals [a,b] , show exactlythe same conclusion holds.
28. Use the above result to show that if f X[a,b] ∈ L1 (R,m) for all finite intervals [a,b] ,then for a.e. x,
limh→0
1h
∫ x+h
0f (t)dm = f (x)
which can also be termed the Lebesgue fundamental theorem of calculus.
29. This problem outlines an approach to Stirling’s formula following [24] and [9]. Aneasier approach comes from the traditional Stirling’s formula and Problem 16 onPage 247 From the above problems, Γ(n+1) = n! for n ≥ 0. Consider more gen-erally Γ(x+1) for x > 0. Actually, we will always assume x > 1 since it is thelimit as x→ ∞ which is of interest. Γ(x+1) =
∫∞
0 e−ttxdt. Change variables let-ting t = x(1+u) to obtain Γ(x+1) = xx+1e−x ∫ ∞
−1 ((1+u)e−u)x du Next let h(u) be
such that h(0) = 1 and (1+u)e−u = exp(− u2
2 h(u))
Show the thing which works
is h(u) = 2u2 (u− ln(1+u)). Use L’Hospital’s rule to verify that the limit of h(u)
as u→ 0 is 1. The graph of h is illustrated in the following picture. Verify that itsgraph is like this, with an asymptote at u = −1 decreasing and equal to 1 at 0 andconverging to 0 as u→ ∞.
−1
1
Next change the variables again letting u = s√
2x . This yields, from the original
description of h, Γ(x+1) = xxe−x√
2x∫
∞
−√
x/2exp(−s2h
(s√
2x
))ds. For s < 1,
h
(s
√2x
)> 2−2ln2 = 0.61371
so the above integrand is dominated by e−(2−2ln2)s2. Consider the integrand in the
above for s ≥ 1. The exponent part is −(√
2√
xs− x ln(
1+ s√
2x
)). Now for