This is a question from my textbook in an applied mathematics class:
On $\mathbb{R}$ with fixed $\alpha >0$, consider the sequences of nonegative continuous functions $$f_k(x) = k^\alpha H(x)xe^{-kx},$$ where $H(x)$ is the Heaviside function.
Part (a) and (b) where to show that $f_k$ converges pointwise (for any $\alpha$) and uniformly (for $\alpha < 1)$ to 0 as $k \rightarrow \infty$, which I have done. Now, in part (c) we have to calculate the integral of the above function from $-\infty$ to $\infty$.
I've entered the formula into Wolfram Alpha to see that the final value is $k^{\alpha-2}$, but unfortunately it doesn't show the actual step-by-step calculation.
For any function $f$ $$ \int_{-\infty}^{+\infty}H(x)f(x)\,dx=\int_0^{+\infty}f(x)\,dx, $$ since $$ H(x)= \begin{cases} 1 & x>0\\ 0 & x<0. \end{cases} $$ Hence, your integral equals $$ k^\alpha\int_0^{+\infty}xe^{-kx}\,dx. $$