I am trying to show the following: $\dfrac{1}{||x||}$ not Lebesgue integrable in $\mathbb {R^d}$ on set $E=\{x\in \mathbb {R^d}: ||x||≥1\}$
I tried to use Fubini's theorem and the fact that $\dfrac{1}{x}$ is not Lebesgue integrable in $\mathbb R$. My problem is in applying Fubini's theorem, i.e., I am not so sure how to apply it here and interchange bounds of integration in this case. I hope I can get some help here. Thanks
You can use Tonelli's theorem to change the order of integration - it does not require integrability, only measurability and positivity.
$$\int_E\frac{dx}{\|x\|} = \int_1^{\infty}r^{d-1}dr\int_{\mathbb S^d}\frac{1}{r}d\sigma =c_d\int_1^{\infty}r^{d-2}dr $$where $c_d$ is the measure of $\mathbb S^d$ - it is finite.
The last integral does not converge (the sufficient and necessary condition is $d-2<-1$, which does not hold).