How do I go about testing for the convergence of the following improper integral: $$\int_{0}^{+\infty} \frac{x^4}{e^{\sqrt{x}}} dx$$
I don't suppose it's possible (or practical) to evaluate its antiderivative. I tried testing around for an asymptotically equivalent function in the neighbourhood of $+\infty$, I've also tried to look for a fitting function to make the comparison test; both to no avail.
You may split your integral in two, one from $0$ to $1$ and other from $1$ to $\infty$. It is obvious the first one is finite due to continuity of the integrand.
Furthermore, when $x\to\infty$, $\dfrac{x^4}{e^{\sqrt{x}}}$ is way smaller than, for example, $\dfrac{1}{x^2}$, as the exponential 'takes over'.
More formally, $$\lim_{x\to\infty}\dfrac{\dfrac{x^4}{e^{\sqrt{x}}}}{\dfrac{1}{x^2}}=\lim_{x\to\infty}\dfrac{x^6}{e^\sqrt{x}}=0$$
Then, by comparison, as $$\int_{1}^{\infty} \dfrac{1}{x^2}<\infty,$$
we have that $$\int_{1}^{\infty} \dfrac{x^4}{e^\sqrt{x}}<\infty$$ and so the original integral, from $0$ to $\infty$, converges.