Let $\alpha >0$ a real number and $k>0$ an integer. I wolud like to know for which $\alpha$ the multiple series $$\sum_{n_{1}=1}^{\infty}\cdots\sum_{n_{k}=1}^{\infty}\frac{1}{\left(n_{1}^{2}+\dots+n_{k}^{2}\right)^{\alpha}}$$ converges.
My try: I tried to study the following integrals $$\int_{1}^{+\infty}\cdots\int_{1}^{+\infty}\frac{1}{\left(x_{1}^{2}+\dots+x_{k}^{2}\right)^{\alpha}}dx_{1}\cdots dx_{k}$$ even if I'm not sure it is the right thing to do, since I have not found the n-dimentional integral test. Furthermore, analyzing only an integral and making a change of variable, I obtain $$\int_{1+x_{2}^{2}+\dots+x_{k}^{2}}^{+\infty}\frac{1}{v^{\alpha}}\frac{1}{2\sqrt{v-x_{2}^{2}-\dots-x_{k}^{2}}}dv$$ and now I'm stuck again.