Let us consider the following improper integral:
$$ \int_{0}^\infty \frac{x^\alpha\sinh (\beta x)}{(\sinh (x))^\gamma} dx $$
I have to understand for which parameters $\alpha,\beta,\gamma$ the above integral converges.
Then, we must study the limit for $M \to \infty$ and that for $\epsilon \to 0$ of the integral
$$ \int_{\epsilon}^M \frac{x^\alpha\sinh (\beta x)}{(\sinh (x))^\gamma} dx $$
I know that $\sinh (x)=\sum\limits_{n=0}^\infty \frac{x^{2n+1}}{(2n+1)!}$.
If $x \to 0$, I have that $\sinh(x) \sim x$, therefore I treat the hyperbolic function as $x$ and hence obtain $\beta x^{\alpha+1-\gamma}$ and, the convergence depends on the exponent $\alpha+1-\gamma$ as in the standard examples given in any book. So, I compute the integral and then I study the two limits.
1) Is my argument correct? \ 2) Are there other possible ways to solve the exercise?
Hints:
Your argument is not quite correct: it is an improper integral, because of both bounds, so you have to split the integral in two, say as $$\int_{0}^\infty \frac{x^\alpha\sinh (\beta x)}{(\sinh (x))^\gamma} \mathrm dx=\int_{0}^1 \frac{x^\alpha\sinh (\beta x)}{(\sinh (x))^\gamma} \mathrm dx + \int_{1}^\infty \frac{x^\alpha\sinh (\beta x)}{(\sinh (x))^\gamma} \mathrm dx.$$ As the integrand has a constant sign, we indeed can use equivalents.