I'm having trouble discussing what values of $\alpha$ make $$\int_{0}^{+\infty}\frac{1-\cos{x}}{x^{\alpha}}dx$$ convergent. The problem explicits that $\alpha \gt 1$.
I've seen that the integral can be written like $$\lim_{a \to 0^+}\int_{a}^{b}\frac{1-\cos{x}}{x^{\alpha}}dx \,\,\,+ \,\,\, \lim_{c \to +\infty}\int_{b}^{c}\frac{1-\cos{x}}{x^{\alpha}}dx,$$ where b $\gt 0$. From this point I don't have a clue on how to continue. Can someone give me a hand? Thank you so much.
Divide it to two improper integrals with one singularity each.
$\int_{0}^{\infty}\displaystyle\frac{1-cos{x}}{x^\alpha} \,dx=\int_{0}^{1}\displaystyle\frac{1-cos{x}}{x^\alpha} \,dx+\int_{1}^{\infty}\displaystyle\frac{1-cos{x}}{x^\alpha} \,dx$
The original integral will converge $\iff$ Both those integrals will converge
$\int_{1}^{\infty}\displaystyle\frac{1-cos{x}}{x^\alpha} \,dx<\int_{1}^{\infty}\displaystyle\frac{2}{x^\alpha} \,dx$
This integral converges for all $\alpha>1$.
Now to the more interesting integral.
Using Taylor's series for $1-cos{x}$ at $x=0$ we get that:
$1-cos{x}$=$\displaystyle\frac{x^2}{2}+R_{2}(x)$
So: $\displaystyle\frac{1-cos{x}}{x^\alpha}=\displaystyle\frac{\frac{x^2}{2}+R_{2}(x)}{x^\alpha}=\displaystyle\frac{\frac{1}{2}+\frac{R_{2}(x)}{x^2}}{x^{\alpha-2}}$
$\int_{0}^{1}\displaystyle\frac{\frac{1}{2}+\frac{R_{2}(x)}{x^2}}{x^{\alpha-2}} \,dx$ converges for $\alpha<3$.
So the final answer is $1<\alpha<3$