Let $|F(z)|\leq \frac{M}{R^k}$ for some positive numbers $M$ and $k$, where $z=Re^{i\theta}$. Prove that
$$\lim_{R\to\infty}\int_{|z|=R,\:\mathcal{R}(z)\geq0}e^{imz}F(z)\,dz=0$$
for any constant $m>0$.
The only thing I could think is using Jordan Lemma which I'm not sure how. Is it possible that the question be wrong? I appreciate any hint.
It's very similar to Proving a modified version of Jordan's lemma?. However here we have $e^{imz}$ instead of $e^{mz}$, which in this case, I couldn't prove it.
This time i will show a counter example that fully satisfy your hypothesis, but not the thesis. The main idea is the same of my previous answer. Please, correct me if wrong.
step 1 The real function $ \displaystyle f(x) = \frac{e^{-mx}}{x}$ is summable over $\mathbb{R^+}$ but not summable over $\mathbb{R^-}$, hence $$ \int_{-\infty}^{+\infty} \frac{e^{-mx}}{x} \; dx = - \infty $$
step 2 the complex function $\displaystyle f(z) = \frac{1}{z}$ is such that $\displaystyle |f(R e^{i \theta})| = \frac{1}{R}$.
step 3 We define four curves for $R > 1$ $$ \sigma_{1,R} : \left[ \frac{1}{R}, R \right] \to \mathbb{C} \qquad \sigma_{1,R}(t) = it \qquad \qquad \sigma_{2,R} : \left[ -R, -\frac{1}{R} \right] \to \mathbb{C} \qquad \sigma_{2,R}(t) = it $$ $$ C_{1,R}: \left[ -\frac{\pi}{2}, \frac{\pi}{2} \right] \to \mathbb{C} \qquad C_{1,R}(t) = R e^{it} \qquad \qquad C_{2,R}: \left[ -\frac{\pi}{2}, \frac{\pi}{2} \right] \to \mathbb{C} \qquad C_{2,R}(t) = \frac{e^{it}}{R} $$ To visualize it, the composition of this four path (noticing that $\sigma_{1,R}$ and $\sigma_{2,R}$ need to be reversed) is the boundary of a half donut
step 4 We now compute the integral of $\displaystyle \frac{e^{imz}}{z}$ over $\sigma_{1,R}, \sigma_{2,R}$ and $C_{2,R}$: $$ \int_{\sigma_{1,R}} \frac{e^{imz}}{z} \; dz = \int_{1/R}^R \frac{e^{-mt}}{t} dt \qquad \qquad \int_{\sigma_{2,R}} \frac{e^{imz}}{z} \; dz = \int_{-R}^{-1/R} \frac{e^{-mt}}{t} dt $$ Thus the limit $$ \lim_{R \to \infty} \int_{\sigma_{1,R}} \frac{e^{imz}}{z} \; dz + \int_{\sigma_{2,R}} \frac{e^{imz}}{z} \; dz = \int_{-\infty}^{\infty} \frac{e^{-mt}}{t} \; dt = \infty $$ Where $\infty$ is the complex compactification infinity. The other integral instead, by the small circle lemma - (if you need clarification i can explicitly prove it) is such that $$ \lim_{R \to \infty} \int_{C_{2,R}} \frac{e^{imz}}{z} \; dz = i \pi $$
step 4 Noticing that the composition of the aforementioned paths describe the boundary of a domain $D$ not containing $0$, the function $\displaystyle \frac{e^{imz}}{z}$ is olomorphic in this domain and in particular the integral over $\partial D$ is zero by the cauchy's integral theorem. Hence
$$ \lim_{R \to \infty} \int_{C_{1,R}} \frac{e^{imz}}{z} \; dz = \lim_{R \to \infty} \int_{\sigma_{1,R}} \frac{e^{imz}}{z} \; dz + \int_{\sigma_{2,R}} \frac{e^{imz}}{z} \; dz + \int_{C_{2,R}} \frac{e^{imz}}{z} \; dz = \int_{-\infty}^{+\infty} \frac{e^{-mt}}{t} \; dt + i \pi = \infty $$
In particular the LHS cannot be zero