I'm trying to prove that $\displaystyle\int_{0}^{\infty}\frac{\sin^{2}x}{x^{1+\alpha}}dx$ is convergent when $\alpha\in(0,2).$
Split the integral in $\displaystyle\int_{0}^{1}\frac{\sin^{2}x}{x^{1+\alpha}}dx+\displaystyle\int_{1}^{\infty}\frac{\sin^{2}x}{x^{1+\alpha}}dx$ and check the cases when $\alpha\in(0,1)$ and $\alpha\in[1,2)$ are the cases that I've proved the convergence of the integral except the next:
I'm stuck proving the case $\alpha\in[1,2)$ for $\displaystyle\int_{0}^{1}\frac{\sin^{2}x}{x^{1+\alpha}}dx.$ I can't find a way to bound that integral with another convergent.
Any kind of help is thanked in advanced.
The sine function satisfies $|\sin x| \le |x|$ for all $x$; as such,
$$\int_0^1 \frac{\sin^2 x}{x^{1 + \alpha}} \, dx \le \int_0^1 x^{2 - 1 - \alpha} \, dx$$
converges whenever $1 - \alpha > -1$. That is, whenever $\alpha < 2$.