I am just looking for someone to tell me if my reasoning is correct. Let's look at the integral: $$\int^{\infty}_{0} \frac{x^a}{x + 1}dx$$ where $a$ is a real number. Is it valid to say that the integral will converge when the sum converges: $$ \int^{\infty}_{0} \frac{x^a}{x + 1}dx \sim \sum^{\infty}_{n = 0} \frac{n^a}{n + 1}$$ So:
- for $a < 0$ the first term is undefined
- for $a=0$ the sum diverges
- for $a>1$ the sum diverges
- for $0<a<1$ the sum converges
Is it valid to conclude that the integral converges only for $0<a<1$? Does this reasoning work for other integrals of this type, is there something I should pay attention to?
No it is not a valid method in general, for the convergence we need to show that for some convergent $\sum a_n$
$$0\le \int^{\infty}_{0} \frac{x^a}{x + 1}dx \le\sum^{\infty}_{n = 0} a_n$$
As an alternative note that for $a\ge0$
$$\frac{x^a}{x + 1}\sim x^{a-1}=\frac1{x^{1-a}}$$
and for $a<0$ let $b=-a>0$
$$\frac{x^a}{x + 1}=\frac{1}{x^b(x + 1)}$$
and
as $x\to 0^+ \implies \frac{1}{x^b(x + 1)} \sim \frac1{x^b}$
as $x\to \infty \implies \frac{1}{x^b(x + 1)} \sim \frac1{x^{b+1}}$
then refer to limit comparison test to conclude that the given integral converges for $a\in(-1,0)$.