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$\ds{I \equiv \int_{0}^{\infty}{\sin\pars{x} \over x^{s}}\,\dd x:\ {\large ?}}$
\begin{align}
I&=\lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}
{1 \over x^{s - 1}}{\sin\pars{x} \over x}\,\dd x
=\lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}{1 \over x^{s - 1}}\bracks{%
\half\Re\int_{-1}^{1}\expo{\ic\verts{k}x}\,\dd k}\,\dd x
\\[3mm]&=\half\Re\int_{-1}^{1}\bracks{\color{blue}{%
\lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}
{\expo{\ic\verts{k}x} \over x^{s - 1}}\,\dd x}}\,\dd k\tag{1}
\end{align}
\begin{align}
&\overbrace{\color{blue}{%
\lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}{\expo{\ic\verts{k}x} \over x^{s - 1}}
\,\dd x}}^{\ds{\ic\verts{k}x = -t\ \imp\ x = {\ic \over \verts{k}}\,t}}
=\lim_{\epsilon \to 0^{+}}\int_{-\epsilon\ic}^{-\infty\ic}\pars{\expo{\ic\pi/2}t \over \verts{k}}^{1 - s}
\expo{-t}\,{\ic \over \verts{k}}\,\dd t
\\[3mm]&=-\,{\expo{-\pi s\ic/2} \over \verts{k}^{2 - s}}
\lim_{\epsilon \to 0^{+}}\int_{-\epsilon\ic}^{-\infty\ic}t^{1 - s}\expo{-t}\,\dd t
\\[3mm]&=-\,{\expo{-\pi s\ic/2} \over \verts{k}^{2 - s}}\times
\\[3mm]&\lim_{\epsilon \to 0^{+}}\bracks{%
-\int^{\epsilon}_{\infty}t^{1 - s}\expo{-t}\,\dd t
-\lim_{R \to \infty}\int_{-\pi/2}^{0}
R^{1 - s}\expo{\ic\pars{1 - s}\theta}\exp\pars{-R\expo{\ic\theta}}R
\expo{\ic\theta}\ic\,\dd\theta}\qquad\pars{2}
\end{align}
$$\!\!\!\!\!\!\!\!\!\!\!\!\!\!\!
\mbox{Si}\quad\epsilon \to 0^{+},\ \mbox{la primera integral converge cuando}\
\Re\pars{1 - s} > -1\ \imp\ \Re\pars{s} < 2\etiqueta{3}
$$
Vamos a estudiar la segunda integral en el límite de $\ds{R \to \infty}$:
\begin{align}
&\verts{\int_{-\pi/2}^{0}
R^{1 - s}\expo{\ic\pars{1 - s}\theta}\exp\pars{-R\expo{\ic\theta}}R
\expo{\ic\theta}\ic\,\dd\theta}
\leq R^{2 - s}\int_{-\pi/2}^{0}\exp\pars{-R\cos\pars{\theta}}\,\dd\theta
\\[3mm]&=R^{2 - s}\int_{0}^{\pi/2}\exp\pars{-R\sin\pars{\theta}}\,\dd\theta
<R^{2 - s}\int_{0}^{\pi/2}\exp\pars{-R\,{2\theta \over \pi}}\,\dd\theta
\\[3mm]&={\pi \over 2}\pars{R^{1 - s} - R^{1 - s}\expo{-R}}
\to 0\ \mbox{when}\ \Re\pars{1 - s} < 0\ \imp\ \Re\pars{s} > 1\tag{4}
\end{align}
$\pars{3}$ $\pars{4}$ muestran que ambos términos en $\pars{2}$ convergen siempre
$\ds{1 < \Re\pars{s} < 2}$:
$$
\color{blue}{\lim_{\epsilon \to 0^{+}}
\int_{\epsilon}^{\infty}{\expo{\ic\verts{k}x} \over x^{m - 1}}\,\dd x}
=-\,{\expo{-\pi s\ic/2} \\verts{k}^{2 - s}}\,\Gamma\pars{2 - s}\,,\qquad\qquad
1 < \Re\pars{s} < 2
$$
donde $\ds{\Gamma\pars{z}}$ es la
La Función Gamma. Este resultado se sustituye en $\pars{1}$ encontrar:
\begin{align}
I&=-\,\half\,\cos\pars{\pi s \over 2}\Gamma\pars{2 - s}
\int_{-1}^{1}\verts{k}^{s - 2}\,\dd k
=-\,\half\,\cos\pars{\pi s \over 2}\Gamma\pars{2 - s}\,{2 \over s - 1}
\end{align}
$$\color{#00f}{\large%
I = \lim_{\epsilon \to 0^{+}}\int_{\epsilon}^{\infty}
{\sin\pars{x} \over x^{s}}\,\dd x = \cos\pars{\pi s \over 2}\Gamma\pars{1 - s}}\,,\qquad
1 < \Re\pars{s} < 2
$$
donde hemos utilizado la Gamma de la Recurrencia de la Fórmula ${\bf\mbox{6.1.15}}$.