Split the sine into exponentials. The eiz term closes in the upper half-plane and picks up the pole ia, giving 2πie−a; the e−iz term closes clockwise below and encloses no pole. Jordan's lemma applies to these separate contours. HenceTo pass to a↓0 without an invalid dominated-convergence argument on an infinite interval, pair positive and negative x first: the imaginary part is odd and the real part is 2∫0∞xsinx/(x2+a2)dx. On a bounded interval the limit is harmless, while integration by parts bounds the oscillatory tail uniformly for 0<a≤1. This gives the convergent improper Dirichlet integral ∫−∞∞sinx/xdx=π.
∫−∞∞x−iasinxdx=πe−a,a>0.
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