I have integral $\int_0^\infty \frac{2a^2}{x^2 + a^2} \frac{\sin x}{x}dx$ after the next transformation $\frac{\sin x}{x} = \frac{1}{x} \int_0^1 x\cos(yx) dy = \int_0^1 \cos(yx) dy$ I get a double integral $\int_0^\infty \frac{2a^2}{x^2 + a^2} (\int_0^1 \cos(yx) dy)dx$.
Am I correct in assuming that I can present it in this form $\int_0^1 dy\int_0^\infty \frac{2a^2}{x^2 + a^2}\cos(yx) dx$ ? where the general function f(x,y) is integrated by x (with appropriate integration bounds) and only then integrated by y? As far as I know I correct, but I am still confused by the fact that the integral $ \int_0^1 \cos(yx) dy $ is inside of this one $\int_0^\infty \frac{2a^2}{x^2 + a^2} dx$ and thats why I can't integrate function $\cos(yx)$ by x until I integrate it by y over [0 1].