I need to calculate the integral: $$\int\limits_{\mathbb{R}^n} \frac{dx}{(1+|x|^2)^p}$$ (That's all the question asks, so I believe that I also should determine the values of $p$ for which this integral converges).
My attempt is using the co-area formula with $\Phi(x)=|x|$ (which has $|\nabla\Phi|=1$):
$$\int\limits_{\mathbb{R}^n} \frac{dx}{(1+|x|^2)^p}= \int\limits_{0}^{\infty} \left ( \int\limits_{S_r} \frac{1}{(1+r^2)^p}dS(x) \right ) dr=\int\limits_{0}^{\infty} \frac{1}{(1+r^2)^p}vol_{n-1}(S_r) dr= \\ \omega \int\limits_{0}^{\infty} \frac{r^{n-1}}{(1+r^2)^p} dr$$ where $S_r$ is the $0$-centered $(n-1)$-dimentional sphere of radius $r$, and $\omega$ is the $(n-1)$-volume of $S_1$.
Now I'm stuck with that last improper integral. Any ideas/alternative methods will be welcomed. Thank you!
The integral of interest, $\int_0^\infty \frac{r^{n-1}}{(1+r^2)^p}\,dr$, converges for $n<2p$ and diverges otherwise.
Enforcing the substitution $r\to r^{1/2}$ reveals
$$\begin{align} \int_0^\infty \frac{r^{n-1}}{(1+r^2)^p}\,dr&=\frac12\int_0^\infty \frac{r^{n/2-1}}{(1+r)^p}\,dr\\\\ &=\frac12B\left(n/2,p-n/2\right)\\\\ &=\frac12\frac{\Gamma(n/2)\Gamma(p-n/2)}{\Gamma(p)} \end{align}$$