matt grime said:
An integral of a function does not converge. It exists. Sequences converge.
"convergence" is pretty standard terminology for an improper integral, at least in my experience.
steven, remember that our integral actually means:
\int_0^\infty\frac{x^{s-1}}{e^x-1}dx=\lim_{\delta\rightarrow 0^{+}}\int_{\delta}^{1}\frac{x^{s-1}}{e^x-1}dx+\lim_{T\rightarrow \infty}\int_{1}^{T}\frac{x^{s-1}}{e^x-1}dx
because the integrand is not actually defined at 0 we needed this delta limit as well. Breaking it up at 1 was an arbitrary choice, you could have used any positive number there. Our integral over (0,infinty) converges (or exists, or our function is integrable here, all mean the same thing) if both of these limits converge (to something finite).
Our function is bounded by a constant times e^{-x} on [1, infinity). I chose this function because the bound is easy enough to prove (can you do this?) and we can show that \int_{1}^{\infty}e^{-x}dx converges, in fact we can find it's value exactly (can you do this?). Since our original integrand was positive, this will prove its integral on (1,infinty) exists, that is:
\lim_{T\rightarrow \infty}\int_{1}^{T}\frac{x^{s-1}}{e^x-1}dx
exists and is finite. The other function will handle the interval (0,1).