Đặt $ I_n = \int\limits_{1}^{e} (\ln x)^n dx, n \in  N$
a) Tìm hệ thức liên hệ giữa $I_n$ và $I_{n+1}$. Tính $I_1,I_2.$
b) Chứng minh rằng : $0 \leq  I_{n+1} \leq  I_n \leq  \frac{e}{n+1}.$
c) Tìm $\mathop \lim I_n.$
a) * Đặt $ \begin{cases}u = (\ln x)^{n+1} \\ dv=dx \end{cases}    \Rightarrow   \begin{cases}du=\frac{n+1}{x}. \ln ^n x \\ v=x \end{cases} $
$\Rightarrow I _{n+1} = ( x(\ln x)^{n+1})\left| \begin{array}{l}
1\\
e
\end{array} \right. - (n+1) \int\limits_{1}^{e} (\ln x)^n dx = e - (n+1)I_n$
$\Rightarrow (n+1)I_n + I_{n+1} = e$         (1)
* $ I _1 = \int\limits_{1}^{e} \ln xdx = (x\ln x - x)\left| \begin{array}{l}
e\\
1
\end{array} \right. = 1 $
* $ I_2 = e - 2I_1 = e -2.$

b) $\forall x  \in  [1;e] \Rightarrow  0 \leq  \ln x \leq  1   \Rightarrow  0 \leq  (\ln x)^{n+1} \leq  (\ln x )^n, \forall n \in  N$
                             $\Rightarrow 0 \leq  I_{n+1} \leq  I_n, \forall n \in  N$     (2)
Từ (1) và (2)   $\Rightarrow   I_{n+1} = e - (n+1) I_n \leq  e - (n+1) I_{n+1}, \forall n \in  N$
                         $\Rightarrow I_{n+1} \leq  \frac{e}{n+2}, \forall n \in  N$
                         $\Rightarrow 0 \leq  I_{n+1} \leq   I_n \leq \frac{e}{n+1}, \forall n \in  N$

c) Theo kết quả câu b) ta có : $ 0 \leq  I_n \leq  \frac{e}{n+1}, \forall n \in  N$
    Mà $\mathop {\lim }\limits \frac{e}{n+1} = 0$   nên  $ \mathop {\lim }\limits I_n = 0.$       
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