(i) State the Monotone Convergence Theorem and explain briefly how to prove it.
(ii) For which real values of α is x−αlogx∈L1((1,∞)) ?
Let p>0. Using the Monotone Convergence Theorem and the identity
xp(x−1)1=n=0∑∞xp+n+11
prove carefully that
∫1∞xp(x−1)logxdx=n=0∑∞(n+p)21