Here are the links to three earlier posts of mine on Prob. 9, Chap. 6, in Baby Rudin here on Math SE.
Prob. 9, Chap. 6, in Baby Rudin: Integration by parts for improper integrals
Prob. 9, Chap. 6, in Baby Rudin: Integration by parts for improper integrals with one infinite limit
Prob. 9, Chap. 6 in Baby Rudin: Integration by parts for an improper integral
Now my question is the following.
Which one of the integrals $\int_0^\infty \frac{ \cos x }{ 1+x } \ \mathrm{d} x$ and $\int_0^\infty \frac{\sin x}{ (1+x)^2 } \ \mathrm{d} x$ converges absolutely, and which one does not?
My Attempt:
For any $b > 0$, and for all $x \in [0, b]$, the following inequality holds:
$$ \left\lvert \frac{ \sin x }{ (1+x)^2 } \right\rvert \leq \frac{1}{(1+x)^2}, $$ which implies (by virtue of Theorem 6.12 (b) in Baby Rudin) that $$ \int_0^b \left\lvert \frac{ \sin x }{ (1+x)^2 } \right\rvert \ \mathrm{d} x \leq \int_0^b \frac{1}{(1+x)^2} \ \mathrm{d} x = - \frac{1}{1+b} - \left( - \frac{1}{1+0} \right) = 1 - \frac{1}{1+b}; $$ moreover, $$ \lim_{b \to \infty} \left( 1 - \frac{1}{1+b} \right) = 1. $$ So we can conclude that $$ \int_0^\infty \left\lvert \frac{ \sin x }{ (1+x)^2 } \right\rvert \ \mathrm{d} x = \lim_{ b \to \infty} \int_0^b \left\lvert \frac{ \sin x }{ (1+x)^2 } \right\rvert \ \mathrm{d} x \leq 1. $$ That is, the improper integral $\int_0^\infty \left\lvert \frac{ \sin x }{ (1+x)^2 } \right\rvert \ \mathrm{d} x $ converges, which is the same as saying that the integral $\int_0^\infty \frac{ \sin x }{ (1+x)^2 } \ \mathrm{d} x $ converges absolutely.
Am I right?
If so, then, as suggested by Rudin, the other integral does not converge absolutely.
But how to show this directly?
Observe that on any interval of the form $[(k-1/3)\pi, (k+1/3)\pi]$ (where $k \in \mathbb Z$), we have $|\cos(x)| \geq 1/2$. Therefore the integral
$$\int_0^{\infty}\left|\frac{\cos(x)}{1+x}\right|\ dx$$ is at least as large as $$\sum_{k=1}^{\infty}\int_{(k-1/3)\pi}^{(k+1/3)\pi} \frac{1}{2(1+x)}\ dx$$ As the integrand is monotonically decreasing for positive $x$, it follows that on the interval $[(k-1/3)\pi, (k+1/3)\pi]$ (with $k > 0$) we have $$\frac{1}{2(1+x)} \geq \frac{1}{2(1 + (k + 1/3)\pi)}$$ and therefore $$\sum_{k=1}^{\infty}\int_{(k-1/3)\pi}^{(k+1/3)\pi} \frac{1}{2(1+x)}\ dx \geq \sum_{k=1}^{\infty} \frac{\pi}{3(1+(k+1/3)\pi)}$$ which diverges by limit comparison with $\sum 1/(3k)$.