I would like to say that this series converges for $p>0.5$ I know that I can use this inequality to compare
$$\frac{1}{n^{2p}}<\frac{\ln n}{n^{2p}}<\frac{n}{n^{2p}}=\frac{1}{n^{2p-1}}$$
where $n\ge 1$ and certainly summing the middle terms, it will diverge if $p\le 0.5$ But the right side, we have convergence if $2p-1>1$ or when $p>1$. So what happens in $(0.5,1)$? What am I not doing?
We have:
If $p\in(1,\infty)$, then $\sum_{n=1}^{\infty}\frac{\ln n}{n^{p}}<\infty$.
If $p\in[0,1],$ then $\sum_{n=1}^{\infty}\frac{\ln n}{n^{p}}=\infty$.
Proof: 1. Let $p\in(1,\infty)$. Let $a=\frac{p-1}{2}>0$. Note that when $n$ is sufficiently large, $\ln n<n^{a}$. (For, by L'Hospital rule, $\lim_{x\rightarrow+\infty}\frac{x^{a}}{\ln x}=\lim_{x\rightarrow+\infty}\frac{ax^{a-1}}{\frac{1}{x}}=\lim_{x\rightarrow+\infty}ax^{a}=+\infty$.) Choose $N\in\mathbb{N}$ such that $\ln n<n^{a}$ whenever $n\geq N$. Then $\sum_{n=1}^{\infty}\frac{\ln n}{n^{p}}=\sum_{n=1}^{N}\frac{\ln n}{n^{p}}+\sum_{n=N+1}^{\infty}\frac{\ln n}{n^{p}}$. Note that $\sum_{n=N+1}^{\infty}\frac{\ln n}{n^{p}}\leq\sum_{n=N+1}^{\infty}\frac{1}{n^{p-a}}<\infty$ because $p-a=\frac{p+1}{2}>1$ (Power Test). It follows that $\sum_{n=1}^{\infty}\frac{\ln n}{n^{p}}<\infty$.