My question regards an integral
$$\int_0^\infty \frac{\sin(x^p)}{x^p}\mathrm{d}x$$ The answer should be $$\frac{1}{p-1}\cos(\frac{\pi}{2p})\Gamma(\frac{1}{p})$$ and I roughly know that I should apply some kind of substitution and the Cauchy theorem, but can't seem to find a way to gain this solution, I am stuck at choosing the right substitution.
First, the obvious substitution is:
$$t=x^p$$
Not thinking about the conditions for convergence for now, we have the integral:
$$I=\int_0^\infty \frac{\sin(x^p)}{x^p}\mathrm{d}x=\frac{1}{p}\int_0^\infty \frac{\sin(t)}{t^{2-1/p} }\mathrm{d}t$$
Now let's put $2-1/p=q$.
The trick is to turn this into a double integral. Notice that:
$$\int_0^{\infty} u^{q-1} e^{-tu}\mathrm{d}u=\frac{\Gamma(q)}{t^q}$$
So we have:
$$I=\frac{1}{p~ \Gamma(q)}\int_0^\infty \int_0^\infty u^{q-1} \sin(t) e^{-tu}\mathrm{d}u ~\mathrm{d}t$$
Now we reverse the order of integration and take the following integral:
$$I_1=\int_0^\infty \sin(t) e^{-tu}\mathrm{d}t$$
This integral is easy to solve integrating by parts two times:
$$I_1=-\sin t \frac{1}{u} e^{-tu}\bigg|_0^\infty+\frac{1}{u}\int_0^\infty \cos(t) e^{-tu}\mathrm{d}t=\frac{1}{u}\int_0^\infty \cos(t) e^{-tu}\mathrm{d}t=$$
$$=-\frac{1}{u^2} \cos (t)~ e^{-tu} \bigg|_0^\infty-\frac{1}{u^2} \int_0^\infty \sin(t) e^{-tu}\mathrm{d}t=\frac{1}{u^2}(1-I_1)$$
$$\left( 1+\frac{1}{u^2}\right)I_1=\frac{1}{u^2}$$
$$I_1=\frac{1}{1+u^2}$$
From this our doulbe integral will turn into:
$$I=\frac{1}{p~\Gamma(q)}\int_0^\infty \frac{u^{q-1}}{1+u^2} \mathrm{d}u $$
Let's put $u^2=v$ and get:
$$I=\frac{1}{2 p~\Gamma(q)}\int_0^\infty \frac{v^{q/2-1}}{1+v} \mathrm{d}v $$
From one of the definitions of the Beta function:
$$\int_0^{\infty} \frac{x^{a-1}}{1+x}dx=B(a,1-a),~~~~1>a>0$$
By the properties of the Beta function:
$$B(a,b)=\frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)}$$
$$B(a,1-a)=\frac{\Gamma(a) \Gamma(1-a)}{\Gamma(1)}=\Gamma(a) \Gamma(1-a)$$
By the reflection formula for the Gamma function:
$$\Gamma(a) \Gamma(1-a)=\frac{\pi}{\sin (\pi a)}$$
Here:
$$a=\frac{q}{2}=\frac{2-1/p}{2}=1-\frac{1}{2p}$$
$$\sin (\pi a)=\sin \left(\pi -\frac{\pi}{2p} \right)=\sin \left(\frac{\pi}{2p} \right)$$
Also by the main property of Gamma function and by the reflection formula:
$$\Gamma(q)=\Gamma \left(2-\frac{1}{p} \right)=\left( 1-\frac{1}{p} \right) \Gamma \left(1-\frac{1}{p} \right)=\frac{p-1}{p}\frac{\pi}{\sin (\pi/p) \Gamma(1/p)}$$
Finally, we obtain:
$$I=\frac{1}{2 p} \frac{p} {p-1} \frac{\sin (\pi/p) \Gamma(1/p)}{\pi} \frac{\pi}{\sin \left( \pi/(2p) \right)}$$
And the answer is indeed: