Đặt ${I_n} = \int_1^e {{{\left( {\ln x} \right)}^n}dx} ,  n \in {Z^ + }$
$1)$    Tìm hệ thức liên hệ giữa ${I_{n + 1}}\,va  \,{I_n}$. Tính ${I_1},\,{I_2}$.
$2)$    Chứng minh ${I_{n + 1}} \le {I_n} \le \frac{e}{{n + 1}}$ và tính $\mathop {\lim
}\limits_{n \to  + \infty } {I_n}$
$1)$    Đặt  $u = \,\,{\left( {\ln x} \right)^n}\,\,\,\,\, \Rightarrow \,\,\,\,\,du = \,\,\,n{\left( {\ln x}
\right)^{n - 1}}\frac{{dx}}{x}$
 $dv\,\, = \,\,dx\,\,\,\,\, \Rightarrow \,\,\,\,v = x$
 ${I_n} = \left. {x{{\left( {\ln x} \right)}^n}} \right]_1^e - n\int\limits_1^e {{{\left( {\ln x}
\right)}^{n - 1}}dx = e - n} {I_n}$
     Ta có:       ${I_n} = e - n{I_{n - 1}}$ với mọi $n > 1$
   Áp  dụng với số nguyên dương $n + 1$ ta có:
   ${I_{n + 1}} = e - \left( {n + 1} \right){I_n}$      (1)
   Với $n = 1$  ta có:     ${I_1} = \int\limits_1^e {\ln x\,dx} $
   Đặt    $u = \ln x\,\,\, \Rightarrow \,\,\,du = \frac{{dx}}{x}$
             $dv\,\, = \,\,dx\,\,\,\,\, \Rightarrow \,\,\,\,v = x$
   Suy ra  :  ${I_1} = \left. {x\ln x} \right]_1^e - \int\limits_1^e {dx}  = e - \left[ x \right]_1^e =

1$
    Áp dụng (1) với $n = 1$ta có:
          ${I_2} = e - 2{I_1} = e - 2$
$   2)$    Vì $1 \le x \le e\,\,\,\,\, \Rightarrow \,\,\,0 \le \ln x \le 1$
   $\begin{array}{l}
 \Rightarrow \,\,\,\,0 \le {\left( {\ln x} \right)^{n + 1}} \le {\left( {\ln x} \right)^n}\\
 \Rightarrow \,\,\,\,0 \le {I_{n + 1}}\,\,\,\,\,\,\,\,\,\,\, \le \,\,\,{I_n}\\
 \Rightarrow \,\,\,\,0 \le e - \left( {n + 1} \right){I_n}\,\,\,\,\, \Rightarrow \,\,\,\,{I_n} \le
\,\,\,\frac{e}{{n + 1}}
\end{array}$
     Vậy $0 \le \,\,{I_n} \le \,\,\,\frac{e}{{n + 1}}$
    $\mathop {\lim }\limits_{n \to  + \infty } 0 = 0$  và $\mathop {\lim }\limits_{n \to  + \infty }
\frac{e}{{n + 1}} = 0$, suy ra: $\mathop {\lim }\limits_{n \to  + \infty } {I_n} = 0$

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