$\displaystyle \int_0^1 x^p \left ( \ln \dfrac 1 x \right)^q \, dx $
given $f(x) = (-1)^qx^p(\log(x))^q$
if we are able to show that integral f(x) absolutely converges then integral converges
using limit comparison test with $g(x) = 1/x^m$ where $m<1$ since limit $g(x)$ converges for $m<1$.
therefore we have $\lim_{x\to0} f(x)/g(x)$
which is giving me $\lim_{x\to 0} x^{p+m}(\log(x))^q$
for this limit to exist $p+m > q$
and hence $p > q-1$
but I am not sure of my method.
\begin{equation} J=(-1)^{q}\int\limits_{0}^{1} x^{p}\ln(x)^{q} \,dx \end{equation}
Let $x=e^{-u}$, then this implies that: $dx=-e^{-u}du$. In terms of the limits, given that $u=-\ln(x)$, when $u(x=0)\rightarrow +\infty$ and also, when $u(x=1)=0$. If we use the negative sign in $dx$ to inverse the limits of integration, then we have that:
\begin{equation} J=(-1)^{q}\int\limits_{0}^{+\infty} e^{-up}(-u)^{q} \,e^{-u} du =(-1)^{2q}\int\limits_{0}^{+\infty} e^{-u(p+1)}u^{q} \,du \end{equation}
This almost has the form of the gamma function, now consider the susbtitution: $z=u(p+1) \Leftrightarrow \frac{dz}{p+1}=du$. Also, the limits of integration remain the same. Then:
\begin{equation} J=\frac{(-1)^{2q}}{p+1}\int\limits_{0}^{+\infty} e^{-z}\left(\frac{z}{p+1}\right)^{q} \,dz = \frac{(-1)^{2q}}{(p+1)^{1+q}}\underbrace{\int\limits_{0}^{+\infty} e^{-z}z^{q} \,dz}_{\Gamma(q+1)} \end{equation}
Then, we can conclude that:
\begin{equation} J=\frac{(-1)^{2q}}{(p+1)^{1+q}}\Gamma(q+1)=\frac{q!}{(p+1)^{1+q}} \end{equation}
From the result, we can see that the integral will converge as long as $q,p>-1$. In these conditions, the denominator is never zero and therefore, the integral never diverges.