As its told on the title I want to check the convergence/divergence of the improper integral when $a\in \mathbb{R}$: \begin{equation}
\int_{0}^{1}{\frac{\mid{\log(x)}\mid^a}{\sqrt{1-x^2}}}dx
\end{equation}
So, it's improper at $x=0$ and $x=1$, so I split the integral in :
\begin{equation}
\int_{0}^{\frac{1}{2}}{\frac{\mid{\log(x)}\mid^a}{\sqrt{1-x^2}}}dx + \int_{\frac{1}{2}}^{1}{\frac{\mid{\log(x)}\mid^a}{\sqrt{1-x^2}}}dx
\end{equation}
I see, that on the first one the integrals it's like $\int\mid{\log(x)}\mid^a dx $ by the comparison limit test, but I don't know how to prove that $\int\mid{\log(x)}\mid^a dx $ converges.
Hopefully you can help me. Much thanks!
Answer
Note that
$$\int_{0}^{\frac{1}{2}}{\frac{\mid{\log(x)}\mid^a}{\sqrt{1-x^2}}}dx$$
converges $\forall a$ by comparison test with $\frac1{\sqrt x}$.
For the second part
$$\int_{\frac{1}{2}}^{1}{\frac{\mid{\log(x)}\mid^a}{\sqrt{1-x^2}}}dx
$$
let $1-x^2=y^2$
$$\int_{\frac{\sqrt 3}{2}}^{0}{\frac{\mid{\log(\sqrt{1-y^2}}\mid^a}{y}}\cdot \left(\frac{-y}{\sqrt{1-y^2}}\right)dy =
\int_{0}^{\frac{\sqrt 3}{2}}{\frac{\mid{\log(\sqrt{1-y^2}}\mid^a}{\sqrt{1-y^2}}}dy
$$
and note that for $y\to 0$
$$\mid\log\left(\sqrt{1-y^2}\right)\mid\sim \frac{y^2}{2}$$
thus the integral converges for $-2a<1$ that is $a>-\frac12$ and diverges for $-2a\ge1$ that is $a\le-\frac12$ by comparison with $y^{2a}$.
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