For $x \in \mathfrak R^d$,why is $\int_\limits{\{x; |x|\geq 1\}} \frac{1}{|x|^d} dx = \infty$ in Lebesgue integral?
It's hinted to apply Tonelli Theorem (Fubini Theorem) and use the fact that $\frac 1 x$ is not integrable over $[1,\infty)$, but I don't know how.
Hint: Work in polar coordinates, and combine the facts that
the integrand is a radial function
the surface area of the sphere of radius $r$ in $\mathbb{R}^d$ scales like $r^{d - 1}$.