I am trying to determine for which p > 0 the improper integral $\int_{0}^{1}dx/x^p$ converges. The first step I have taken for these improper integrals was to set them in a form of a limit, but I am having a hard time doing this... Can anybody help?
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http://math.stackexchange.com/questions/33637/for-1p2-prove-the-p-series-is-convergent-without-concerned-with-integral-an – JavaMan Dec 05 '11 at 02:01
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The problem lies at $x=0$, so by definition we have that $$\int_0^1\frac{1}{x^p}\,dx = \lim_{a\to 0^+}\int_a^1\frac{1}{x^p}\,dx.$$
Now, if $p\neq 1$, then
$$\int\frac{1}{x^p}\,dx = \int x^{-p}\,dx = \frac{1}{1-p}x^{1-p} + C,$$
so
$$\begin{align*}
\int_0^1\frac{1}{x^p}\,dx &= \lim_{a\to 0^+}\int_a^1\frac{1}{x^p}\,dx\\
&= \lim_{a\to 0^+}\left( \frac{1}{1-p}x^{1-p}\Bigm|_{a}^1\right)\\
&= \lim_{a\to 0^+}\left( \frac{1}{1-p} - \frac{a^{1-p}}{1-p}\right).
\end{align*}$$
Now you have to be careful: if $1-p\gt 0$, then something happens
; if $1-p\lt 0$, then something else happens
.
Of course, you should deal with the case of $p=1$ separately. I'll leave that to you.

Arturo Magidin
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