Deje $\tan^{-1}\frac{x}{\sqrt n} = t$
$\frac{dx}{ 1+ \frac{x}{\sqrt n^2}} \frac{1}{\sqrt n} = dt$
$\frac{dx}{x^2 + n} = \frac{1}{\sqrt n}dt$
Así, $I_n = \int^n_{x=1} \ \frac{1}{\sqrt n} tdt = \frac{1}{\sqrt n}\big[\frac{t^2}{2}\big]^n_{x=1}$
$I_n = \frac{1}{2}\frac{1}{\sqrt n}\big[\tan^{-1}(\frac{x}{\sqrt n}))^2\big]^n_{x=1}$
$I_n = \frac{1}{2}\frac{1}{\sqrt n}\big[\tan^{-1}\sqrt n)^2 - (\tan^{-1}\frac{1}{\sqrt n})^2 \big]$
Para $x>0$, $\tan^{-1}\frac{1}{x} = \cot^{-1}(x)$
$I_n = \frac{1}{2}\frac{1}{\sqrt n}\big[(\tan^{-1}\sqrt n)^2 - (cot^{-1}\sqrt n)^2 \big]$
$I_n = \frac{1}{2}\frac{1}{\sqrt n}\big[(\tan^{-1}\sqrt n)^2 - (\frac{\pi}{2}-\tan^{-1}\sqrt n)^2 \big]$
$I_n = \frac{1}{2}\frac{1}{\sqrt n}\big[ - \frac{\pi^2}{4}+2\frac{\pi}{2}\tan^{-1}\sqrt n \big]$
$\sqrt n I_n = \frac{1}{2}\big[ - \frac{\pi^2}{4}+\pi \tan^{-1}\sqrt n \big]$
$\lim_{n \to \infty}\sqrt n I_n = \frac{1}{2}\lim_{n \to \infty}\big[ - \frac{\pi^2}{4}+\pi \tan^{-1}\sqrt n \big]$
$\lim_{n \to \infty}\sqrt n I_n = \frac{1}{2}\big[ - \frac{\pi^2}{4}+\pi .\frac{\pi}{2} \big] = \frac{1}{2}[\frac{\pi^2}{4}] = \frac{\pi^2}{8}$
Por lo tanto, $$\lim_{n \to \infty}\sqrt n I_n = \frac{\pi^2}{8}$$