For which values of ''$a$'', does the integral $$\int_{0}^{\infty} \frac{\sin x}{x^a}\;\mathrm dx$$ converges?
I have shown that $$\left| \int_{0}^{\infty} \frac{\sin x}{x^a}\;\mathrm dx \right|\le \lim_{n\to\infty} \int_{0}^{n} \frac 1{x^a}\;\mathrm dx,$$ which converges if $a > 1$. Are there other values of $a$ for which the integral converges?