Remarks on Tauberian theorem of exponential type and Fenchel-Legendre transform (Q1847608): Difference between revisions

The authors examine the following result of \textit{N. Kosugi} [J. Math. Kyoto Univ. 39, No. 2, 331-346 (1999; Zbl 0947.40004)]: Suppose that the following limit exists for every \(s>0\): \[ \varphi(s): =\lim_{\lambda \to \infty} {1\over\lambda} \log\int^\infty_0 e^{-\lambda sx}d U_\lambda(x). \] If \(\varphi(s)\), \(s>0\), is a continuously differentiable strictly convex function satisfying \(\lim_{s\to 0}\varphi'(s)= -\infty\), \(\lim_{s\to\infty} \varphi'(s)= 0\), then \[ \lim_{\lambda \to\infty} {1\over\lambda} \log U_\lambda (x)= \inf_{s>0} \bigl\{\varphi (s)+sx \bigr\}, \text{ for every }x>0.\tag{*} \] It is established that strict convexity of \(\varphi\) is inessential and so can be waved off, whereas the continuity of \(\varphi'\) is indispensible. However, if \(\varphi'\) is discontinuous, then (*) does not hold in general. The paper proves various assertions on the above points and cites some examples in the process of their investigation.