For which $p \in (0,\infty)$ is
$$\int_{y=1}^{\infty}\int_{x=1}^{x=\sqrt{y}}\left|\cos x\sin y \right|^p\frac{1}{y^2}dxdy<\infty.$$
I was thinking for all $p \in (0,\infty)$ since $|\sin x \cos y |\leq1$.
But I'm not sure about this.
For which $p \in (0,\infty)$ is
$$\int_{y=1}^{\infty}\int_{x=1}^{x=\sqrt{y}}\left|\cos x\sin y \right|^p\frac{1}{y^2}dxdy<\infty.$$
I was thinking for all $p \in (0,\infty)$ since $|\sin x \cos y |\leq1$.
But I'm not sure about this.
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As you said, for every $p\in(0,+\infty)$ we get
$$ \begin{split} \int_{1}^{\infty}\int_{1}^{\sqrt{y}}\left|\cos x\sin y \right|^p\frac{1}{y^2}\mathrm dx\mathrm dy &\le \int_{1}^{\infty}\int_{1}^{\sqrt{y}} \frac{1}{y^2}\mathrm dx\mathrm dy \\ &=\int_{1}^{\infty}\frac{1}{y^2}\int_{1}^{\sqrt{y}} \mathrm dx\mathrm dy\\ &=\int_{1}^{\infty}\frac{\sqrt y -1}{y^2}\mathrm dy \\ &=\int_{1}^{\infty}\left(\frac{1}{y^{3/2}}-\frac{1}{y^2}\right)\mathrm dy \\ &= \lim_{R \to +\infty} \left( \frac{1}{R}-\frac{2}{\sqrt R}\right)+1 = 1 \end{split} $$
Actually with the same proof we could demonstrate a more general result: