Let $A:= \bigcup_{k=0}^{\infty}[2k\pi,(2k+1)\pi]$.
I do not understand why the following holds, it was written in our textbook
$\int_{[0,\infty[}e^{-xy}|\sin{x}|d\lambda(x) \leq 2\int_{A}e^{-xy}\sin{x}d\lambda(x)$
Even reducing it to $\int_{[0,2\pi[}e^{-xy}|\sin{x}|d\lambda(x) \leq 2\int_{[0,2\pi[}e^{-xy}\sin{x}d\lambda(x)$
All I can note is that $e^{-xy}$ is decreasing for a fixed $y$ as $x \to \infty$
and on $[\pi,2\pi]$where $\sin{x} \leq 0$ it is hard to see why $e^{-xy}|\sin{x}|\leq2e^{-xy}\sin{x}$
Surely this cannot be true?
Let $I_k =[(2k+1)\pi,(2k+2)\pi]$ and $J_k =[2k\pi,(2k+1)\pi]$. Then we have $$\begin{eqnarray} \int_{I_k} e^{-xy}|\sin{x}|d\lambda(x) &=&\int_{J_k} e^{-(x+\pi)y}|\sin(x+\pi)|d\lambda(x)\\ &=&\int_{J_k} e^{-(x+\pi)y}\sin(x)d\lambda(x)\\ &\le&\int_{J_k} e^{-xy}\sin(x)d\lambda(x). \end{eqnarray}$$ Thus we have $$\begin{eqnarray} \int_{[0,\infty[}e^{-xy}|\sin{x}|d\lambda(x)&=&\sum_{k\ge 0}\left[\int_{I_k} e^{-xy}|\sin{x}|d\lambda(x)+\int_{J_k} e^{-xy}|\sin{x}|d\lambda(x)\right]\\ &\le&2\sum_{k\ge 0}\int_{J_k} e^{-xy}\sin{x}d\lambda(x)\\ &=&2\int_{\bigcup_{k\ge 0} J_k} e^{-xy}\sin{x}d\lambda(x)=2\int_{A} e^{-xy}\sin{x}d\lambda(x). \end{eqnarray}$$