TITLE: An improper integral with parameter $\int_{1}^{+\infty}\frac{\ln(1+x^p)}{\sqrt{x^2-1}}$
QUESTION [5 upvotes]: I have to analyse the convergence of this integral:
$$\int_{1}^{+\infty}\frac{\ln(1+x^p)}{\sqrt{x^2-1}}$$ where $p\in \mathbb{R}$.
I have thought to write:
$$\int_{1}^{c}\frac{\ln(1+x^p)}{\sqrt{x^2-1}}+\int_{c}^{+\infty}\frac{\ln(1+x^p)}{\sqrt{x^2-1}}$$
For the second integral, I know that $\frac{\ln(1+x^p)}{\sqrt{x^2-1}}<\frac{(1+x^p)}{\sqrt{x^2-1}}$ so I can study the second one: 
if p>0:
$1+x^p\sim x^p$, $\sqrt{x^2-1}\sim x$, so I obtain: $\frac{(1+x^p)}{\sqrt{x^2-1}}\sim \frac{1}{x^{1-p}}$ that converges if p<0. But I have said that p must be >0, so I don't obtain solutions.
If p<0 the intergral function that I use to compare it with the mine, diverges. So, for the theorem on asymptotic comparision, my integral diverges. 
But I don't know how to bring out something about the first integral....

REPLY [5 votes]: Assume $p \in \mathbb{R}$. Let's consider three cases.

$\color{blue}{\text{Case 1.}}$  $\quad p> 0.$
We have, as $x \to +\infty$,

$$
\frac{\ln(1+x^p)}{\sqrt{x^2-1}} \sim p\frac{\ln x}{x}
$$ 
and the initial integral is divergent by comparison to the divergent integral $\displaystyle \int_b^{\infty} \frac{\ln x}{x} dx \quad (b>0).$

$\color{blue}{\text{Case 2.}}$  $\quad p=0.$
We have, as $x \to +\infty$,

$$
\frac{\ln(1+x^p)}{\sqrt{x^2-1}} \sim \frac{\ln 2}{x}
$$ 
and the initial integral is divergent by comparison to the divergent integral $\displaystyle \int_b^{\infty} \frac{1}{x} dx \quad (b>0).$

$\color{blue}{\text{Case 3.}}$  $\quad p<0.$
We have, as $x \to +\infty$,

$$
\ln(1+x^p) \sim \frac1{x^{|p|}}
$$
$$
\frac{\ln(1+x^p)}{\sqrt{x^2-1}} \sim \frac1{x^{|p|+1}}
$$ 
and $\displaystyle \int_b^{\infty} \frac{\ln(1+x^p)}{\sqrt{x^2-1}} dx \quad (b>0)$ is convergent by comparison to the convergent integral $\displaystyle \int_b^{\infty} \frac1{x^{|p|+1}} dx.$
We have, as $x \to 1^+$,
$$
\frac{\ln(1+x^p)}{\sqrt{x^2-1}} \sim \frac{\ln 2}{\sqrt{2} }\frac{1}{\sqrt{x-1}}
$$ 
and $\displaystyle \int_1^{a} \frac{\ln(1+x^p)}{\sqrt{x^2-1}} dx \quad (a \to 1^+)$ is convergent by comparison to the convergent integral $\displaystyle \int_1^{a} \frac{1}{\sqrt{x-1}} dx.$

Thus your initial integral is convergent if and only if $p<0$.