I am trying to find a reduction formula for $$\int\frac{\sin ^n(x)}{x} dx .$$ Some numerical calculations seem to indicate a reduction formula should exist, but the usual tricks (break up the $\sin ^n(x)$ etc) don't seem to help.
Any pointers/solutions would be great.
See that: $$ \sin(nx)=\Im\{e^{inx}\}=\Im\{(\cos x+i\sin x)^n\} $$ which is: $$ (\cos x+i\sin x)^n=\sum_{k=0}^n \binom{n}{k}i^k\sin^k{x}\cos^{n-k}x. $$ Let's consider first odd $n$'s: $$ \sin{(2n+1)x}=\sum_{k=0}^n \binom {2n+1}{2k+1}(-1)^k\sin^{2k+1}x(1-\sin^{2}x)^{n-k} $$ Therefore $\sin{(2n+1)x}$ can be written as ${\sum_{k=0}^{n}}{a_k\sin^{2k}x}$ for $a_k$ obtained from the previous relation. Using this the following recursive equation can be obtained relating $I_{2n+1}$ to other $I_{2k+1}$: $$ I_{1}=\int_0^\infty\frac{\sin x}xdx=\int_{0}^\infty \frac{\sin(2n+1)x}{x}dx\\ =\int_{0}^\infty\frac{{\sum_{k=0}^{n}}{a_k\sin^{2k}x}}{x}=\sum_{k=0}^n a_kI_{2k+1}. $$
Even $n$:
First define $$ J_n=\int_0^\infty \frac{\cos^n x}{x}dx. $$ Using a similar argument to above, we can write $\cos(2nx)=\sum_{k=0}^nb_k\cos^{2k}x$ and hence: $$ J_1=\sum_{k=0}^nb_kJ_{2k}. $$ Therefore all $J_{2k}$'s are covergent. Now see that: $$ \int_0^\infty \frac{\sin^{2n}x}{x}dx=\int_0^\infty \frac{(1-\cos^{2}x)^n}{x}dx\\ =\int_{0}^\infty \frac 1xdx+\sum_{k=1}^n\binom{n}{k}(-1)^kJ_{2k}, $$ which is divergenct.