I have to find $\lim \limits_{x\to +\infty} \sqrt(x)F(x)$ ?
First I noticed that $\lim \limits_{x \to +\infty} \frac{1}{\sqrt(t)(1+xt)}=0$. Then I proved that the function is continuous on $\mathbb{R}^+$.
I was wondering if it was a good idea to cut the integral $F$ in two part. Let $R>0$ and $\int_{1}^{+\infty} \frac{\mathrm{d}t}{\sqrt(t) (1+xt)}=\int_{1}^{R} \frac{\mathrm{d}t}{\sqrt(t) (1+xt)}+ \int_{R}^{+\infty} \frac{\mathrm{d}t}{\sqrt(t) (1+xt)}$ because the problem seems to be in the second part.
Thanks in advance !
By making the sustitution $t=u^2$ we get
\begin{align*} \int_1^{\infty}\frac{dt}{\sqrt{t}(1+xt)}&=\int_1^{\infty}\frac{2udu}{u(1+xu^2)}\\ &=\int_1^{\infty}\frac{2du}{1+xu^2}\\ &=\frac{2}{x}\int_1^{\infty}\frac{du}{\frac1x+u^2}\\ &=\frac2x\sqrt{x}\left[\tan^{-1}\left(u\sqrt{x}\right)\right]_1^{\infty}\\ &=\frac2{\sqrt x}\left[\frac{\pi}2-\tan^{-1}(\sqrt x)\right] \end{align*} Then, $$\lim_{x\to\infty}\sqrt xF(x)=\lim_{x\to\infty}\left[\pi-2\tan^{-1}(\sqrt{x})\right]=\pi-2\lim_{x\to\infty}\tan^{-1}(\sqrt{x})=\pi-2\left(\frac{\pi}2\right)=0$$