Dell said:
right,
and would it be t^p for small t ?
so would those be my q's?
i still don't really see how this is going to solve my integral for p?
could you please write out the steps, step by step to solving the problem,
you have helped me each step but I am not really seeing them as a whole problem, rather each step as its own
Solving the integral is one thing, finding out for which p it converges is another thing. I'll show how to compte the integral after you find out for which p it converges.
So far you have found that for small t you have that t^p/(1+t^2) is approximately t^p, while for large t it is approximately t^(p-2). Let's write the integral as:
\int_{0}^{\infty}\frac{t^p}{1+t^2} =
\int_{0}^{\epsilon}\frac{t^p}{1+t^2} +\int_{\epsilon}^{R}\frac{t^p}{1+t^2} +\int_{R}^{\infty}\frac{t^p}{1+t^2}
For some small epsilon and large R. Then the middle term is finite, only the first and the last term are potentially divergent. You then investigate these two potentialy problemaic integrals separately.
In case of the first integral, you can use that:
t^p/(1+t^2) < t^p
For p > -1 the integral of t^p fromzero to epsilon converges. So, this means that the integral of t^p/(1+t^2) will also converge for p>-1. But this doesn't prove that the integral of t^p/(1+t^2) doesn't converge for smaller p. All you know is that t^p won't converge if p is minus 1 or smaller, but t^p/(1+t^2) is smaller than t^p, so it doesn't follow that it won't converge.
What you then do is prove that for the special case p = -1 the integral doesn't converge (this is trivial, just do a partial fraction expansion, you get a 1/t term which leads to a logarithmic divergence).
Then for p < -1 you have that:
t^p/(1+t^2) > t^(-1)/(1+t^2)
if we choose epsilon smaller than 1. Then because the integral for p =-1 doesn't converge the intergal for p < -1 won't converge either.
So, this then concludes the first integral.
In case of the last integral, you use that:
t^p/(1+t^2) = t^p/[t^2 (1+t^(-2))] =
t^(p-2) 1/(1+t^(-2)) < t^(p-2)
Then, you already obtained the result that the integral of t^(p-2) will converge for p-2<-1, so for p < 1. It doesn't converge for p = 1, but then since t^p/(1+t^2) < t^(p-2), this fact does not imply that our integral does not converge for p = 1. To show that it indeed does not converge for p = 1, you need to compute the integral of t/(1+t^2) from t = R to infiinty and show that it diverges. Then you use the fact that for p > 1 you have:
t^p/(t+t^2) > t/(1+t^2)
provided R was chosen larger than 1.
So, the final result is that the first integral converges for p > -1, while thelast integral converges for p < 1, therefore the integral from zero to infinity converges when -1<p<1.