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Assume that $f$ is continuous and differentiable. Futher, let $g(r,t)\geq0$ be such that for $t>x$ $$ \lim_{r \to \infty} \frac{g(r,t)}{g(r,x)} = 0. $$

Show that $$ \lim_{r \to \infty} \frac{\int_x^{\infty} (f(x)-f(t)) g(r,t)dt}{\int_x^{\infty} (x-t) g(r,t)dt} = f'(x), $$ where all the functions are also sufficiently integrable for the claim to make sense.

Some notes:

From the assumptions it follows that for $t\geq x$ $$ \lim_{r \to \infty} \frac{g(r,t)}{g(r,x)} = \delta_x, $$ where $\delta_x$ is the Dirac delta. Then we can divide the denominator and the numerator by $g(r,x)$. But I can't immediately see why that would reduce things to be the $f'(x)$ since the integrals are taken separately in the denominator and the numerator. Are some additional assumptions needed?

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  • $\begingroup$ Additional assumptions are definitely needed, because the integrals may not even converge for any value of $r$. No information is given about the behavior of $g(r,t)$ as $t\to\infty$. Also I suggest the substitution $t=x+h$ and multiplying top and bottom by $-1$ to make it more clear where the derivative is supposed to come from. $\endgroup$ Commented Nov 10, 2023 at 12:26
  • $\begingroup$ @SmileyCraft Well I just forgot the state that all the functions in the expressions are sufficiently integrable. Otherwise the whole problem makes no sense at all. But I don’t think that gives any hints how to approach the problem. $\endgroup$ Commented Nov 10, 2023 at 22:24
  • $\begingroup$ For anyone looking for an example of this: Take $g(r,t)=e^{-rt}$, $r,t>0$. In this case the above fraction reduces to $r^2\int_x^\infty(f(t)-f(x))e^{r(x-t)}\mathrm{d}t=r\int_x^\infty f'(t)e^{r(x-t)}\mathrm{d}t=\int_0^\infty f'(x+t)re^{-rt}\mathrm{d}t$ which converges to $f'(x)$ as $r\to\infty$ for well-behaved $f$. $\endgroup$ Commented Nov 11, 2023 at 0:20
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    $\begingroup$ We have $$\frac{\int_{x}^{\infty}(f(x)-f(t))g(r,t)\,\mathrm{d}t}{\int_{x}^{\infty}(x-t)g(r,t)\,\mathrm{d}t}=\int_{x}^{\infty}f'(s)k(r,s)\,\mathrm{d}s $$ where $$k(r,s) = \frac{\int_{s}^{\infty}g(r,t)\,\mathrm{d}t}{\int_{x}^{\infty}\left(\int_{s'}^{\infty}g(r,t)\,\mathrm{d}t\right)\,\mathrm{d}s'}.$$ Hence, the problem boils down to finding the condition on $g$ so that $k(r,s)$ tends to $\delta_x(s)$ in weak sense as $r\to\infty$. $\endgroup$ Commented Nov 13, 2023 at 1:14
  • $\begingroup$ Do you assume that $g$ is non-negative? If yes, it should be specified. $\endgroup$ Commented Nov 13, 2023 at 21:20

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