I have the following function: $f:[0,1]\rightarrow \mathbb{R}$ defined as $$f(x)=\int_x^1 \frac{(y-x)^{-\alpha}}{y}dy, \quad x\in [0,1],$$ where $\alpha\in (0,1/2)$ is some fixed parameter.
To me it seems this function is continuous on $(0,1]$ but not at $0$. It diverges. I would like to know the order of such explosion. My guess is:
$$f(x) = x^{-\alpha} g(x),$$ where $$g(x) = x^{\alpha}\int_x^1 \frac{(y-x)^{-\alpha}}{y}dy.$$
If $g$ is bounded then I will have the order of explosion. The question is:
Is $g$ bounded? If not, how could I find out the order of explosion of $\lim_{x\to 0}f(x)$?
Thanks a lot!
Let $y=xt.$ Then
$$f(x) = \frac{1}{x^{a}}\int_1^{1/x}\frac{1}{(t-1)^at}\,dt.$$
Thus $f(x) \sim C/x^a,$ where
$$C = \int_1^\infty\frac{1}{(t-1)^at}\,dt.$$