Convergence of $\int_0^\infty $sin$ (x^p) dx$ 
Consider the $\displaystyle \int_0^\infty $sin$ (x^p) dx$. Does it converge when $p<0$? Does it converge when $p>1$? 

My Work:
Let $x^p=y$, then $\displaystyle \int_0^\infty $sin$ \displaystyle (x^p) dx=\frac{1}{p}\sum_{n=1}^\infty \int_{(n-1)\pi}^{n\pi} \frac{\text{sin}  \; y}{y^r} dy$ , where $r=\frac{p-1}{p}>1 $when $p<0$ and $0<r=\frac{p-1}{p}\leq 1 $when $p>1$. I know that $\displaystyle \int_0^\infty $sin$ (\frac{1}{x}) dx$ diverges which is a special case of first case. But failed to show it generally. Can anyone please give me a hint to preceed?
 A: If $p<0$, then $\sin(x^p)$ behaves like $x^p$ for $x\to +\infty$, so the integral is converging iff $p<-1$.
On the other hand, if $p>0$ then:
$$\int_{0}^{+\infty}\sin(x^p)\,dx = \frac{1}{p}\int_{0}^{+\infty}u^{\frac{1}{p}-1}\sin(u)\,du $$
is converging iff $p>1$ in virtue of the integral version of Dirichlet's test - in such a case $\sin u$ is a function with a bounded primitive and $u^{\frac{1}{p}-1}$ is a continuous function decreasing towards zero.
By putting together these two cases, we have that $\sin(x^p)$ is Riemann integrable over $\mathbb{R}^+$ iff $|p|>1$.
A: We can establish convergence using Cauchy's Theorem.  For $p \gt 0$, consider the integral
$$\oint_C dz \, e^{i z^p} $$
where $C$ is the boundary of a circular sector of radius $R$ and angle $\pi/(2 p)$,in the upper right of the complex plane, with one segment along the positive real axis.  The contour integral is then
$$\int_0^R dx \, e^{i x^p} + i R \int_0^{\pi/(2 p)} d\theta \, e^{i \theta} \, e^{i R^p e^{i p \theta}} + e^{i \pi/(2 p)} \int_R^0 dt \, e^{-t^p}$$
The second integral vanishes in the limit as $R \to \infty$ when $p \gt 1$.  We can see this by bounding the magnitude of this integral, which is less than or equal to
$$R \int_0^{\pi/(2 p)} d\theta \, e^{-r^p \sin{p \theta}} = \frac{R}{p} \int_0^{\pi/2} d\phi \, e^{R^p \sin{\phi}} \le \frac{R}{p} \int_0^{\pi/2} d\phi \, e^{2 R^p \phi/\pi} \le \frac{\pi}{2 p} \frac1{R^{p-1}}$$
Thus, when $p \gt 1$, we have in this limit
$$\int_0^{\infty} dx \, e^{i x^p} = e^{i \pi/(2 p)} \int_0^{\infty} dx \, e^{-x^p} $$
The integral on the RHS clearly converges, so that the integral on the LHS converges and its imaginary part.  Thus, when $p \gt 1$, the integral in question converges and is equal to
$$\int_0^{\infty} dx \, \sin{x^p} = \sin{\left (\frac{\pi}{2 p}\right )} \int_0^{\infty} dx \, e^{-x^p} = \frac1{p} \Gamma \left ( \frac1{p} \right ) \sin{\left (\frac{\pi}{2 p}\right )} $$
The integral does not converge for $0 \lt p \lt 1$.  Cauchy's Theorem is unable to say anything about convergence when $p=1$.
Note that the question of convergence for $p \lt 0$ may be answered by subbing $u=1/x$ in the original integral to get
$$\int_0^{\infty} du \frac{\sin{u^{|p|}}}{u^2} $$
From the analysis above and the behavior at $u=0$, we may establish that the integral converges when $|p| \gt 1$.
A: The integral does converge when $p>1$. Try this:
Let $$S_n = \int_{(n\pi)^{\frac{1}{p}}}^{((n+1)\pi)^{\frac{1}{p}}}\text{sin}(x^p)\, \mathrm{d}x $$
This sequence changes signs every time, so we can apply leibniz criterion.
So we want to prove the following:


*

*$S_n$ is decreasing

*Its limit equals zero.
This should get you going.

