Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2005/analysis/5/ii/solution

Let and integrate around the positively oriented sector from argument zero to , with outer radius . The single pole inside is , with residue . The outward real radial segment contributes ; the return radial segment contributes because .
On the circular arc, , so its integral has modulus at most . Thus the residue theorem yields
Since ,
The ordinary improper integral converges at both endpoints, so no principal-value interpretation is needed here.

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