The original range for $p$ is $p>0.$ It obviously converges when $p>1$. If $\frac{1}{2}<p \le 1$, it's not hard to prove the convergence by comparing it with its integral. But it became much harder when $0<p\le \frac{1}{2}$.
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2See https://math.stackexchange.com/questions/2374620 – Anne Bauval Feb 20 '23 at 09:32
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But also https://math.stackexchange.com/help/how-to-ask – Anne Bauval Feb 20 '23 at 09:33