I would like to compute the following integral:
lim
I would like to swap the order of integration because then the integral becomes easier (I could evaluate it by taking its imaginary part as was done Here or i could do a partial integration two times to get that:
\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} \sin(x) e^{-xt}dxdt = \lim_{A \to \infty}\int_0^A\dfrac{1}{1+t^2}dt=\frac{\pi}{2}
In order to do that i need to apply Fubini-Lebesgue, because the function \sin(x)e^{-xt} takes also negative values, but i can't show that
\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} |\sin(x)| e^{-xt}dtdx < \infty
I tried to approximate the function in this way:
|\sin(x)e^{-xt}|\le e^{-xt}
but
\lim_{A \to \infty} \int_0^{A} \int_0^{\infty}e^{-xt}dtdx = \infty
How can i use Fubini-Lebesuge to evaluate (1)? Any hint would be really appreciated, thank you!
I also tried to bound
\lim_{A \to \infty} \int_0^{A} \int_0^{\infty} |\sin(x)| e^{-xt}dtdx \le \lim_{A\to \infty}A
but \lim_{A\to \infty} = \infty hence again this argument does not work
Answer
How about, since x\geq 0 the following holds for all t\geq 0,
|\sin(x)e^{-tx}|\leq xe^{-tx}
then,
\int_0^A\int_0^{\infty}xe^{-tx}dtdx=\int_0^Ax\cdot\frac{1}{x}dx=A
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