So my professor talked about one example of improper integrals and I'm having difficulty understanding the general proof outline for proving convergence.
I was given the problem to prove that $$f(x) = \begin{cases} \frac{\sin x}{x}, & x>0 \\ 1, & x=0 \end{cases}$$ converges . The proof then goes like (proof is in blockquotes and my question/comments follow underneath it):
$f$ is continuous at $x \ \forall \ x >0$ and $f$ is continuous at $x=0$.
My question: I know how to show continuity with the epsilon-delta argument, but other than that how can I tell if something is continuous? Specifically for this case, why do we have continuity for all $x>0$ and $x=0$?
Therefore $f$ is RI on $[a,b] \ \forall \ b>0$. In particular, $f$ is RI on $[0,1]$. So $\displaystyle \int_0^{\infty} f(x) dx$ converges iff $\displaystyle \int_1^{\infty} f(x)dx$ converges.
I'm guessing that this is from the comparison test for improper integrals where if $|f(x)| \leq g(x)$ then $\displaystyle \int_a^{\infty} g(x) dx$ converges. Clearly the integral from $1$ to infinity is smaller than the integral from $0$ to infinity.
And so we look at \begin{align*} \lim_{b \rightarrow \infty} \int_1^{b} \frac{\sin x}{x} dx &= \lim_{b \rightarrow \infty} \left[-\frac{1}{x} \cos x\right]_1^{b} - \int_1^{b} \frac{\cos x}{x^2} dx \\ &= \lim_{b \rightarrow \infty} \left(\frac{-\cos b}{b} +\cos(1)\right) - \int_1^{\infty} \frac{\cos x}{x^2} dx. \end{align*}
I understand this is done by integration by parts.
Finally, we have that $\displaystyle \int_1^{\infty} \frac{\cos x}{x^2} dx$ converges because $\displaystyle \left|\frac{\cos x}{x^2}\right| < \frac{1}{x^2}$ and $\displaystyle \int_1^{\infty} \frac{1}{x^2}$ converges.
Does $\displaystyle \int_1^{\infty} \frac{1}{x^2}$ converge from the fact that $\displaystyle \sum \frac{1}{n^p}$ converges if $p>1$?