Find $\forall a \in R$ for which the integral:
$$ \int_{0}^{1}\frac{1-x^a}{1-x}dx $$
Converges.
My Question
Lets define $f(x)$
$$ f(x) = \frac{1-x^a}{1-x} $$
Why cant we say that $f(x)$ is continuous in the interval except for $x = 1$.
Therefore, we can define:
$$ \forall 1 \neq 0 \in R: g(x) = f(x) $$
And:
$$ x = 1: g(x) = 0 $$
Therefore, both integrals of $g(x)$ and $f(x)$ are the same as the functions are the same except for 1 point.
Now, bby using LHopital
$$ \lim_{x \to 1}g(x) = 1 $$
Therefore, $g(x)$ is continuous therefore integrable in the closed inteval: $[0,1]$ and we can conclude:
$$ \int_{0}^{1}g(x)dx $$
Converges
Therefore our original integral converges.
Why not that way?
You can integrate without worrying about the end-point, as long as the function converges. You need to treat both ends of the interval, especially when $a$ is not positive.