TITLE: expansion of $\int_0^\infty\left(\frac{\sin t}t\right)^p\mathrm dt$ in inverse powers of $p$
QUESTION [9 upvotes]: This question relates to this answer I gave to a question about the integral
$$\int_0^\infty\left(\frac{\sin t}t\right)^p\mathrm dt\;.$$
I derived an expansion in inverse powers of $p$ and then realized that I don't know how to justify it rigorously or how to determine its radius of convergence. I substituted $u=\sqrt pt$ and applied 
$$\left(1+\frac xn\right)^n=\mathrm e^x\left(1-\frac{x^2}{2n}+\frac{x^3(8+3x)}{24n^2}+\dotso\right)$$
to
$$
\left(\frac{\sin t}t\right)^p=\left(1+\frac1p\left(-\frac16u^2+\frac1{120}\frac{u^4}p-\dotso\right)\right)^p$$
to obtain
$$
\begin{align}
\sqrt p\int_0^\infty\left(\frac{\sin t}t\right)^p\mathrm dt
&=
\int_0^\infty\mathrm e^{-u^2/6}\left(1-\frac1{180}\frac{u^4}p+\dotso\right)\mathrm du
\\
&=
\sqrt{\frac{3\pi}2}\left(1-\frac{3}{20}\frac1p+\dotso\right)\;.
\end{align}
$$
(For more details, see the answer.) With the help of Wolfram|Alpha, I worked out further terms:
$$\sqrt p\int_0^\infty\left(\frac{\sin t}t\right)^p\mathrm dt
=
\sqrt{\frac{3\pi}2}\left(1-\frac{3}{20}\frac1p-\frac{13}{1120}\frac1{p^2}+\frac{27}{3200}\frac1{p^3}+\frac{52791}{3942400}\frac1{p^4}+\dotso\right)\;.
$$
I believe all the intermediate series are well-defined and convergent; the problem is that I don't know how to justify interchanging integration and summation at the end. I doubt that the dominated convergence theorem can be applied, since the integrand is $\operatorname{sinc}^p(u/\sqrt p)$, whose expansion I would expect to oscillate about as badly as the power series for $\sin x$, whose partial sums are unbounded.
The last three coefficients given above are roughly of the same order of magnitude, which might indicate that if the series converges at all, it might converge for $p\gtrsim1$. However, while plugging in $p=10$ gives the right result up to six decimal places, the result for $p=2$ is off in the first decimal place, much worse than might be expected from the given terms. That makes me wonder whether this is perhaps just an asymptotic expansion.
So my questions are:

How can I justify interchanging integration and summation in the last step?
Is the series that I obtained convergent? Or is it just an asymptotic expansion?
If it converges, how might I determine the radius of convergence?

REPLY [4 votes]: Let's first take care of the "tail" of this integral.  We have $|\sin(t)/t| \le 1/t$ for $t > 0$, so $$\int_2^\infty |\sin(t)/t|^p \ dt \le \int_{2}^\infty t^{-p}\ dt = \frac{2^{1-p}}{p-1} = O(p^{-k}) \ \text{as} \ p \to \infty$$ for any fixed $k$.
Now for the integral from $0$ to $2$, we write
$ \sin(t)/t = e^{-U^2(t)/6}$ where $U(t)$ is analytic in $|t| \le 2$ (in fact the closest singularities to the origin are at $t = \pm \pi$) and increasing on $[0,2]$ 
with $$U(t) = t+{\frac {1}{60}}{t}^{3}+{\frac {139}{151200}}{t}^{5}+{\frac {83}{
1296000}}{t}^{7}+O \left( {t}^{9} \right) $$
We then have $$\int_0^2 (\sin(t)/t)^p\ dt = \int_0^2 e^{-p U^2(t)/6}\ dt$$
Apply the change of variables $U(t)=u$, where $t = V(u)$ is the inverse function defined in a neighbourhood of $[0,U(2)]$:
$$ \int_0^2 (\sin(t)/t)^p\ dt = \int_0^{U(2)} e^{-p u^2/6} V'(u)\ du$$
where
$$ V(u) = u-{\frac {1}{60}}{u}^{3}-{\frac {13}{151200}}{u}^{5}+{\frac {1}{336000}}{u}^{7}+O \left( {u}^{9} \right) $$
We can approximate $V'(u)$ by its Maclaurin polynomial $P_k(u)$ of degree $k$, with error bounded by some $K u^{k+1}$ for $u \in [0,U(u)]$.  The corresponding error in our
integral is then bounded by $\int_0^\infty K e^{-p u^2/6} u^{k+1}\ du = O(p^{-k/2-1})$.
And we can approximate $\int_0^{U(2)} e^{-p u^2/6} P_k(u)\ du$ by $\int_0^\infty  e^{-pu^2/6} P_k(u)\ du$ with error $O(p^{-k})$ (in fact $O(e^{-\epsilon p})$ for some $\epsilon > 0$).  So finally we conclude that an asymptotic expansion of our integral is given by $$\sum_{j=1}^\infty c_{2j} \int_0^\infty e^{-p u^2/6} u^{2j}\ du = \sum_{j=1}^\infty \frac{c_{2j}}{2} \Gamma(j+1/2) \left(\frac{6}{p}\right)^{j+1/2}$$ 
where $c_{2j}$ are the Maclaurin series coefficients of $V'(u)$.
Here are a few more terms:
$$\eqalign{ \int_0^\infty \left(\frac{\sin(t)}{t}\right)^p\ dt = \sqrt  {{\frac {6 \pi }{p}}} &\left( \frac{1}{2} -{\frac {3}{40}}\,{p}^{-1}-{
\frac {13}{2240}}\,{p}^{-2}+{\frac {27}{6400}}\,{p}^{-3}+{\frac {52791
}{7884800}}\,{p}^{-4}\right.\cr 
& +{\frac {482427}{133120000}}\,{p}^{-5}-{\frac {
124996631}{20070400000}}\,{p}^{-6}-{\frac {5270328789}{272957440000}}
\,{p}^{-7}\cr &\left. -{\frac {7479063506161}{536923340800000}}\,{p}^{-8}+{\frac {
6921977624613}{113036492800000}}\,{p}^{-9} + \ldots\right)\cr}$$
Yes, this should be an asymptotic series.