integration - Does $int_{0}^{infty} cos(cosh x) cosh (alpha x) , mathrm dx$ converge for $0 le alpha

I highly suspect that

$$\int_{0}^{\infty} \cos(\cosh x) \cosh (\alpha x) \, \mathrm dx$$ converges for $0\le \alpha <1$

(If true, it obviously also converges for $-1 < a <0$.)

I can show that the integral converges for $\alpha=0$:

$$\int_{0}^{\infty} \cos(\cosh x) \, \mathrm dx= \int_{1}^{\infty} \frac{\cos (u)}{\sqrt{u^{2}-1}} \, \mathrm du$$
which converges by Dirichlet's test

I can also show that the integral doesn't converge for $\alpha=1$:

$$\int_{0}^{\infty} \cos(\cosh x) \cosh(x) \, \mathrm dx = \int_{1}^{\infty} \frac{u \cos (u)}{\sqrt{u^{2}-1}} \, \mathrm du$$
which doesn't converge since $\frac{u \cos (u)}{\sqrt{u^{2}-1}} \sim \cos (u)$ for large values of $u$

For other values of $\alpha$ between $0$ and $1$, I'm not sure what to do. I don't know how to express $\cosh (\alpha x)$ in terms of $\cosh (x)$.

Answer

For $\alpha \in [0, 1)$, let $t = e^x$. Then

$$\int_{0}^{R} \cos(\cosh x)\cosh(\alpha x) \, dx = \int_{1}^{e^R} \cos\left( \frac{t+t^{-1}}{2} \right)\frac{t^{\alpha}+t^{-\alpha}}{2t} \, dt.$$

Noticing that

$$\cos\left( \frac{t+t^{-1}}{2} \right) = \cos\left( \frac{t}{2} \right) + \mathcal{O}\left( \frac{1}{2t} \right) \quad \text{as } t\to\infty,$$

we find that the integral converges as $R\to\infty$ by Dirichlet's test.