Prove that $$\underset{n\rightarrow \infty }{\lim} \ \int_{\epsilon }^{\pi} \frac{\sin(nx)}{nx}dx=0\ ;\ \epsilon>0$$ then use the result to deduce: $$\underset{n\rightarrow \infty }{\lim} \ \int_{0 }^{\pi} \frac{\sin(nx)}{nx}dx=0$$
My Attempt:
Since $\frac{\sin(nx)}{nx} \leq \frac{1}{n \epsilon} \forall x \in [\epsilon, \pi]$ (of course if we choose $\epsilon$ small enough), it converges uniformly to 0.
Solving first part is trivial, however when it comes to the second one: $$\underset{n\rightarrow \infty }{\lim} \ \int_{0 }^{\pi} \frac{\sin(nx)}{nx}dx=\underset{n\rightarrow \infty }{\lim} \ \int_{0 }^{\epsilon} \frac{\sin(nx)}{nx}dx+\underset{n\rightarrow \infty }{\lim} \ \int_{\epsilon }^{\pi} \frac{\sin(nx)}{nx}dx$$ I am stuck with the improper integral $\underset{n\rightarrow \infty }{\lim} \ \int_{0 }^{\epsilon} \frac{\sin(nx)}{nx}dx$. It's obvious that it's equal to 0 but I am facing difficulties in showing that. Help would be appreciated.
Since $$\left\lvert \frac{\sin (nx)}{nx}\right\rvert\leqslant 1,$$
you have
$$\left\lvert \int_0^\epsilon \frac{\sin (nx)}{nx}\,dx\right\rvert \leqslant \epsilon,$$
and therefore
$$\limsup_{n\to\infty} \left\lvert \int_0^\pi \frac{\sin (nx)}{nx}\,dx\right\rvert \leqslant \epsilon.$$