Convergence of improper Integral $\int_{0}^{\infty} \cos (x^3)\mathrm{d}x$ I am trying to prove that the improper integral $\int_{0}^{\infty} \cos(x^3)\mathrm{d}x$ is convergent (which seems counterintuitive since the integrand doesn't tend to $0$ as $x$ tends to $\infty$). I've tried integration by parts or looking for an appropriate trigonometric expression, but I don't get successful results. Any ideas?
 A: I address the initial question by proving that the looked for integral is a recognized integral as a certain cosine transform. Working this way, we obtain the exact value of this integral.
Let us start from the expression given by the change of variables $X^3=x \Longleftrightarrow X=x^{1/3}$ suggested by @Joey Zou:
$$\tag{1}I:=\int_0^{\infty}cos(X^3)dX=\frac{1}{3}J \ \ \text{with} \ \ J:=\int_0^{\infty}cos(x)x^{-2/3}dx$$
Let us establish that:
$$\ \tag{2} I=\dfrac{\Gamma(\frac{1}{3})}{2\sqrt{3}}$$
by using the following result, deduced from a table of cosine transforms (classical tables of Gradshteyn and Ryzhik), valid for all $\nu$ such that $0 \leq  \nu \leq 1$.
$$\ \sqrt{\frac{2}{\pi}}\int_0^{\infty}\cos(\xi x)x^{-\nu}dx=\sqrt{\frac{\pi}{2}}\dfrac{1}{\Gamma(\nu)}\dfrac{1}{\cos(\frac{\pi \nu}{2})}\xi^{\nu-1}$$
With $\xi=1$ and $\nu=\frac{2}{3}$, we get 
$$\ \tag{3} J=\int_0^{\infty}\cos(x)x^{-\frac{2}{3}}dx=\dfrac{\pi}{2}\dfrac{1}{\Gamma(2/3)}\dfrac{1}{\cos(\frac{\pi}{3})}=\pi\dfrac{1}{\Gamma(2/3)}$$
Setting $x=1/3$ in the complement's formula 
$$\Gamma(x)\Gamma(1-x)=\dfrac{\pi}{\sin{\pi x}}$$
we have:
$$\tag{4}\Gamma(2/3)=\dfrac{2\pi}{\sqrt{3} \Gamma({1/3})}$$
Taking account of (3) and (4) in the definition of $J$ (relationship (1)) gives (2).
As an additional information, here is a graphical representation of $f$ defined by $f(x)=\cos(x^3)$. The convergence of its integral over $(0,\infty)$ can be understood by a mutual (approximate) annihilation of the positive and negative areas of the increasingly smaller "spikes" of the curve.
For example $\ \int_0^{3}cos(x^3)dx\approx 0.808977$ is rather close to the exact value $\ \int_0^{\infty}cos(x^3)dx=\dfrac{\Gamma(\frac{1}{3})}{2\sqrt{3}}\approx 0.773343$.

