I'm interested in such a simple question. Well, it was simple until I tried to work with it it quite strictly.
Let's consider an improper integral $\int \limits_{1}^{+\infty} f(x)dx$ and let's assume that:
- $f(x) \to 0, x \to +\infty$;
- $\int \limits_{1}^{+\infty} f(x)dx$ converges (notice that the condition $f(x)\geq 0 \forall x \in [1, +\infty)$ is not required).
Is it true that if we apply a "good" function $\varphi$ to $f(x)$, then $\int \limits_{1}^{+\infty} \varphi(f(x))dx$ will still converge? By "good" I mean such $\varphi(x)$ that, let's say, $1000$ times differentiable in some neighbourhood of $0$ and $\varphi(x) \sim x, x \to 0 $.
For example, is it true that taking into account the conditions above integrals like $\int \limits_{1}^{+\infty} \sin(f(x))dx$ or $\int \limits_{1}^{+\infty} \arctan(f(x))dx$ will still converge?