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$\ds{j = 1,2,3,\ldots}$. Con
$\ds{\epsilon > 0\ \mbox{and}\ \ul{a > 0},\ }$ permite considerar
\begin{align}
&\color{#f00}{\int_{\epsilon}^{\infty}
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k}{\expo{-x^{k +a}} \over x}\,\dd x} =
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k}
\int_{\epsilon}^{\infty}{\expo{-x^{k +a}} \over x}\,\dd x\tag{1}
\end{align}
y
\begin{align}
\fbox{%#%#%} &\
\stackrel{x^{k + a}\phantom{aa}\mapsto\ x}{=}\
\int_{\epsilon}^{\infty}{\expo{-x} \over x^{1/\pars{k + a}}}
\,{1 \over k + a}\,x^{1/\pars{k + a} - 1}\,\dd x =
{1 \over k + a}\int_{\epsilon^{k + a}}^{\infty}{\expo{-x} \over x}\,\dd x
\\[3mm] & =
{1 \over k + a}\bracks{%
-\pars{k + a}\ln\pars{\epsilon}\expo{-\epsilon^{k + a}} +
\int_{\epsilon^{k + a}}^{\infty}\ln\pars{x}\expo{-x}\,\dd x}
\\[3mm] & =
-\ln\pars{\epsilon}\expo{-\epsilon^{k + a}} +
{1 \over k + a}\int_{\epsilon^{k + a}}^{\infty}\ln\pars{x}\expo{-x}\,\dd x
\\[3mm] & =
-\ln\pars{\epsilon}\expo{-\epsilon^{k + a}} +
{1 \over k + a}\ \underbrace{\int_{0}^{\infty}\ln\pars{x}\expo{-x}\,\dd x}
_{\ds{-\gamma}}\ -\
{1 \over k + a}\int_{0}^{\epsilon^{k + a}}\ln\pars{x}\expo{-x}\,\dd x
\end{align}
En el $\ds{\ \int_{\epsilon}^{\infty}{\expo{-x^{k +a}} \over x}\,\dd x\ }$ límite, tendremos
$\ds{\epsilon \to 0^{+}}$
\begin{align}
&\color{#f00}{\int_{0}^{\infty}
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k}{\expo{-x^{k +a}} \over x}\,\dd x} =
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k}\pars{-\,{\gamma \over k + a}}
\tag{2}
\\[3mm] &\
\mbox{because}\quad
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k} = \delta_{j0}\quad
\mbox{and}\quad j \not= 0
\end{align}
$\ds{\pars{~\mbox{see expression }\ \pars{1}~}}$ se convierte en
\begin{align}
&\color{#f00}{\int_{0}^{\infty}
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \choose k}{\expo{-x^{k +a}} \over x}\,\dd x} =
-\gamma\,\pars{-1}^{\,j}\sum_{k = 0}^{j}\pars{-1}^{k}{j \choose k}
\int_{0}^{1}x^{k + a - 1}\,\dd x
\\[3mm] = &\
-\gamma\,\pars{-1}^{\,j}\int_{0}^{1}x^{a - 1}
\sum_{k = 0}^{j}{j \choose k}\pars{-x}^{k}\,\dd x =
-\gamma\,\pars{-1}^{\,j}\int_{0}^{1}x^{a - 1}\pars{1 - x}^{j}\,\dd x
\\[3mm] = &\
-\gamma\,\pars{-1}^{\,j}\,
{\Gamma\pars{a}\Gamma\pars{j + 1} \over \Gamma\pars{a + j + 1}} =
-\gamma\,\pars{-1}^{\,j}\,{j! \over \pars{a}_{j + 1}}
\end{align}
donde $\pars{2}$ es un
Pochammer Símbolo:
$$
\pars{a}_{j + 1} = \pars {+1}\pars {+ 2}\ldots\pars{a + j}
$$
Finalmente,
$$
\color{#f00}{\int_{0}^{\infty}
\sum_{k = 0}^{j}\pars{-1}^{k + j}{j \elegir k}{\expo{-x^{k +a}} \over x}\,\dd x}
=
\color{#f00}{%
-\gamma\,\pars{-1}^{\,j}\,{j! \sobre\pars {+1}\pars {+ 2}\ldots\pars{a + j}}}
$$