Double Integral 91
Hard Changing the Order of Integration

For which values of p,q>0 does the following improper

For which values of $p,q>0$ does the following improper double integral converge? $$ \iint_{|x|+|y|\geqslant1} \frac{dx\,dy}{|x|^p+|y|^q}. $$

Explanation of Method

By symmetry across both axes, it suffices to analyze the integral over the first quadrant, $x,y\geqslant0$, $x+y\geqslant1$. The strategy is to integrate first over one variable across its entire unbounded range for a fixed value of the other, using a scaling substitution to reduce the inner integral to a constant (convergent only for an exponent $>1$) times a power of the outer variable; the remaining single-variable integral then gives the true convergence condition. Carrying this out symmetrically in both orders confirms a single, self-consistent criterion.

  1. Reduce to the first quadrant by symmetry.
  2. Fix $x$ and integrate over $y\in(0,\infty)$ via the scaling substitution $y=x^{p/q}s$.
  3. Integrate the resulting power of $x$ and read off the joint condition on $p,q$.

Step 1 · Reduce to the first quadrant

The integrand $\dfrac1{|x|^p+|y|^q}$ and the region $|x|+|y|\geqslant1$ are both symmetric under $x\to-x$ and $y\to-y$, so:

$$ I = 4\iint_{x,y\geqslant0,\ x+y\geqslant1} \frac{dx\,dy}{x^p+y^q}. $$

Removing the bounded strip near the origin where $x+y<1$ does not affect convergence at infinity, so it suffices to study $\displaystyle\iint_{x,y\geqslant0}\frac{dx\,dy}{x^p+y^q}$ restricted to $x\geqslant x_0>0$ (the behavior near the axes, where the integrand is bounded, is never the obstruction).

Step 2 · Integrate over $y$ for fixed $x$

Fix $x>0$ and substitute $y=x^{p/q}s$, so $dy=x^{p/q}\,ds$ and $y^q=x^p s^q$:

$$ \int_0^\infty \frac{dy}{x^p+y^q} = \int_0^\infty \frac{x^{p/q}\,ds}{x^p+x^ps^q} = x^{p/q-p}\int_0^\infty\frac{ds}{1+s^q}. $$

The remaining constant, $\displaystyle\int_0^\infty\frac{ds}{1+s^q}=\dfrac{\pi/q}{\sin(\pi/q)}$, is finite precisely when $q>1$ (for $q\leqslant1$, $\frac1{1+s^q}$ does not decay fast enough as $s\to\infty$, so the $y$-integral over all of $(0,\infty)$ already diverges for every fixed $x$).

Step 3 · Integrate the resulting power of $x$

Assuming $q>1$, the $x$-integral becomes:

$$ \int_{x_0}^\infty x^{p/q-p}\,dx, $$

which converges if and only if the exponent satisfies $\dfrac pq-p<-1$, i.e.:

$$ p\left(1-\frac1q\right)>1 \quad\Longleftrightarrow\quad \frac1p < 1-\frac1q \quad\Longleftrightarrow\quad \frac1p+\frac1q<1. $$

Step 4 · Confirm symmetrically

Repeating Steps 2–3 with the roles of $x$ and $y$ exchanged (fixing $y$, substituting $x=y^{q/p}s$, requiring $p>1$ for the $x$-integral over $(0,\infty)$ to converge, then integrating in $y$) yields the exponent condition $\dfrac qp-q<-1$, which rearranges to the identical criterion $\dfrac1p+\dfrac1q<1$. The two orders of integration agree, confirming the criterion.


Additional Notes

Result

The integral converges if and only if:

$$ \frac1p+\frac1q<1 \qquad \big(\text{which in particular requires } p>1 \text{ and } q>1\big). $$