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$$f(x) = \displaystyle\lim_{n\to\infty}{\cos(x)\over1+(\arctan(x))^n},$$ find integral the $\int_0^\infty f(x)\,dx$.

I tried to put $\arctan(x)=t$ and transformed limits to 0 to $\pi/2$ and numerator became derivative of $\sin(\tan(t))$. Then I applied integration by parts but that leads me nowhere.Please help.

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up vote 0 down vote accepted

Very bad idea. You can't exchange freely lim and integral (without uniform convergence). Start calculating $$\lim_{n\to->\infty}{\cos(x)\over1+(\arctan(x))^n}.$$

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Thanks...Now I did it. But please elaborate why my method was incorrect – evil999man Feb 5 '14 at 14:20
There's a theorem called dominated convergence theorem read it – Thomas Produit Feb 5 '14 at 14:28

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