Сalculate the integral
$$ \mathrm{PV}\hspace{-0.5ex}\int_{0}^{\infty} \frac{dx}{x^\alpha(x-a)}, $$
where $0<\alpha <1$ and $a>0$.
So we have simple poles $z = 0$ and $z = a$; We can build contour like in this question to exclude these points.
But for example, in the general case $\int_{0}^{\infty} \frac{R(x)}{x^\alpha} \, dx$, where $R(x)$ is a rational function without poles in $\mathbb{R}$ we can apply something like that:src)
\begin{align*}
&\lim_{\substack{\varepsilon \to 0 \\ R \to \infty}} \int_{\partial\mathcal{D}_{R,\varepsilon}} \frac{R(z)}{z^{\alpha}} \, dz
= 2\pi i \cdot \sum_k \mathop{\underset{\substack{z=z_k \\ z_k \neq 0}}{\mathrm{Res}}} \frac{R(z)}{z^{\alpha}} \\
&\hspace{3ex}= \lim_{\substack{\varepsilon \to 0 \\ R \to \infty}} \Biggl[ \,
\underbrace{\int_{\partial\mathcal{C}_{\varepsilon}} \frac{R(z)}{z^{\alpha}} \, dz}_{\to 0 \text{ as } \varepsilon \to 0}
+ \int_{[\varepsilon, R]^+} \frac{R(z)}{z^{\alpha}} \, dz
+ \underbrace{\int_{\partial\mathcal{C}_{R}} \frac{R(z)}{z^{\alpha}} \, dz}_{\to 0 \text{ as } R \to \infty}
+ \int_{[R, \varepsilon]^-} \frac{R(z)}{z^{\alpha}} \, dz \,\Biggr] \\
&\hspace{3ex}= \int_{0}^{\infty} \frac{R(x)}{x^{\alpha}} \, dx
+ \int_{\infty}^{0} \frac{R(x)}{x^{\alpha}e^{2\pi \alpha i}} \, dx \\
&\hspace{3ex}= \int_{0}^{\infty} \frac{R(x)}{x^{\alpha}} \, dx
– \biggl( \int_{0}^{\infty} \frac{R(x)}{x^{\alpha}e^{2\pi \alpha i}} \, dx \biggr) e^{-2\pi \alpha i} \\[1ex]
&\hspace{3ex}= I – I e^{-2\pi \alpha i}
= \bigl(1 – e^{-2\pi \alpha i}\bigr) I \\[2ex]
&\hspace{3ex}\implies \ \bbox[border:1px black solid;padding:5px;]{I = \frac{2\pi i}{1 – e^{-2\pi \alpha i}} \sum_k \mathop{\underset{\substack{z=z_k \\ z_k \neq 0}}{\mathrm{Res}}} \frac{R(z)}{z^{\alpha}}}
\end{align*}
So, my question: How can I avoid long calculations from first answer.
Сan I apply this theorem for my case? (For example use thissrc) instead of $2\pi i \mathop{\underset{z=z_k}{\mathrm{Res}}} \frac{R(z)}{z^\alpha}$ from my calculation above.)
Theorem 9.13. Suppose $f(z)$ has a simple pole at $z_0$. Let $C_r$ be the semicircle $\gamma(\theta) = z_0 + r\mathrm{e}^{i\theta}$, with $0 \leq \theta \leq \pi$. Then
$$\lim_{r \to 0} \int_{C_r} f(z) \, \mathrm{d}z = \pi i \operatorname{Res} (f, z_0). $$
Best Answer
The following result may be useful:
Using this lemma and OP's computation, we have
\begin{align*} \mathrm{PV}\hspace{-0.5ex}\int_{0}^{\infty} \frac{1}{x^{\alpha}(x-a)} \, \mathrm{d}x &= \lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{1}{x^{\alpha}(x-a-i\varepsilon)} \, \mathrm{d}x - \frac{\pi i}{a^{\alpha}} \tag{by lemma} \\ &= \lim_{\varepsilon \to 0^+} \frac{2\pi i}{1-e^{-2\pi\alpha i}} \cdot \frac{1}{(a+i\varepsilon)^{\alpha}} - \frac{\pi i}{a^{\alpha}} \tag{by OP} \\ &= \frac{2\pi i}{1-e^{-2\pi\alpha i}} \cdot \frac{1}{a^{\alpha}} - \frac{\pi i}{a^{\alpha}} \\ &= \frac{\pi \cot(\pi \alpha)}{a^{\alpha}}. \end{align*}
Proof of Lemma. Let $\delta > 0$ be sufficiently small so that the closed disk $\{z\in\mathbb{C} : |z-a|\leq\delta\}$ is contained in $U$, and consider the contour $(0, a-\delta) \cup \gamma_{\delta} \cup (a+\delta, \infty)$ as below:
Then by the Cauchy integration theorem, we can deform the integral path $(0, \infty)$ into the above contour without changing the value of the integral:
\begin{align*} \int_{0}^{\infty} \frac{f(x)}{x-a-i\varepsilon} \, \mathrm{d}x &= \int_{0}^{a-\delta} \frac{f(x)}{x-a-i\varepsilon} \, \mathrm{d}x + \int_{\gamma_{\delta}} \frac{f(z)}{z-a-i\varepsilon} \, \mathrm{d}z + \int_{a+\delta}^{\infty} \frac{f(x)}{x-a-i\varepsilon} \, \mathrm{d}x \end{align*}
Letting $\varepsilon \to 0^+$ and then $\delta \to 0^+$, and then applying the dominated convergence theorem and Theorem 9.13 in OP, we get
\begin{align*} &\lim_{\varepsilon \to 0^+} \int_{0}^{\infty} \frac{f(x)}{x-a-i\varepsilon} \, \mathrm{d}x \\ &\quad= \int_{0}^{a-\delta} \frac{f(x)}{x-a} \, \mathrm{d}x + \int_{\gamma_{\delta}} \frac{f(z)}{z-a} \, \mathrm{d}z + \int_{a+\delta}^{\infty} \frac{f(x)}{x-a} \, \mathrm{d}x \\ &\quad\to \mathrm{PV}\hspace{-0.5ex}\int_{0}^{\infty} \frac{f(x)}{x-a} \, \mathrm{d}x + \pi i f(a) \qquad \text{as } \delta \to 0^+. \end{align*}
This proves the first part of the desired equality. The second part can be proved in a similar manner.