It is given that
$M_{g}:=\{(x,y,z) \in \mathbb R^{3}:z \in ]1,\infty[, x^{2}+y^{2}=g(z)^{2}\}$
Let $\alpha > 0$ and $g(z):=z^{-\alpha}$
I have been able to determine that $\lambda_{M_{g}}(M_{g})=2\pi\int_{]1,\infty[}g(z)\sqrt{1+(g^{'}(z))^{2}}dz$
Question: Dependending on $\alpha$, determine wheter $\lambda_{M_{g}}(M_{g})$ is finite or indeed infinite.
My starting point: $2\pi\int_{]1,\infty[}g(z)\sqrt{1+(g^{'}(z))^{2}}dz=2\pi\int_{]1,\infty[}z^{-\alpha}\sqrt{1+\alpha^{2}z^{-2(\alpha+1)}}dz$
I have attempted substitution to no avail, and I cannot find a clear trend in terms of the $\alpha$ select, for example if $\alpha=1$, we get:
$2\pi\int_{]1,\infty[}\frac{1}{z}\sqrt{1+\frac{1}{z^{4}}}dz\geq 2\pi\int_{]1,\infty[}\frac{1}{z}dz =\infty$
First of all, notice that $\lambda_{M_g} (M_g) \ge 0$ because the integrand is positive.
From now on, I shall drop the factor $2 \pi$ for convenience, since it doesn't change anything.
If $\alpha > 1$ then, assuming that your formula for $\lambda_{M_g} (M_g)$ is correct (I haven't checked it), you have that $z > 1$ implies $z^{-2(\alpha+1)} < 1$ (because $\alpha> -1$), therefore $\sqrt{1 + z^{-2(\alpha+1)}} < \sqrt 2$, so it follows that
$$\lambda_{M_g} (M_g) \le \sqrt 2 \int _1 ^\infty z^{-\alpha} \ \mathrm d z = \sqrt 2 \frac {z^{-\alpha + 1}} {-\alpha + 1} \Bigg|_1 ^\infty = \frac {\sqrt 2} {\alpha - 1}$$
which is finite, therefore in this case the integral is between $0$ and $\frac {\sqrt 2} {\alpha - 1}$, therefore finite.
If $\alpha = 1$ then
$$\lambda_{M_g} (M_g) = \int _1 ^\infty z^{-1}\sqrt{1+z^{-4}} \ \mathrm d z \ge \int _1 ^\infty z^{-1}\sqrt{1+0} \ \mathrm d z = \log z \big| _1 ^\infty = \infty \ ,$$
therefore the integral is infinite in this case.
Finally, if $\alpha \in (0,1)$, then
$$\lambda_{M_g} (M_g) = \int _1 ^\infty z^{-\alpha} \sqrt{1 + z^{-2(\alpha + 1)}} \ \mathrm d z \ge \int _1 ^\infty z^{-\alpha} \sqrt{1 + 0} \ \mathrm d z = \frac {z^{-\alpha + 1}} {-\alpha + 1} \Bigg| _1 ^\infty = \infty \ ,$$
therefore the integral is infinite in this case, too.
To conclude, the integral is finite for $\alpha > 1$ and infinite for $\alpha \in (0,1]$.