Given a positive function $f(x)$ that diverges as $x \rightarrow \infty$, and an asymptotic expression $\tilde{f}(x)$ for $f$ around $x=+\infty$, an asymptotic expansion for $I(x) = \int_0^x f(u) du$ is given by $\tilde{I}(x) = \int_0^x \tilde{f}(u) du$. But up to what order?
Suppose for instance that $I(x) \sim x^2$. The integral $\tilde{I}(x) $ may yields terms that are $\mathcal{O}(x^2)$ but also $\mathcal{O}(x)$ and $\mathcal{O}(x^0)$. How do we know which terms are part of a correct asymptotic series?
I would expect that terms of order $\mathcal{O}(x^0)$ are not reliable -- because moving the lower bound of integration would change those terms but not the diverging part of the integral. Is that correct? If it is, how would you proceed to compute corrections of order $\mathcal{O}(x^0)$?
EDIT: I can see how to prove that $I(x) \sim \tilde{I}(x)$ (by finding $\forall \epsilon >0$ an $M(δ)$ such that for all $x > M(\delta)$ etc). Where I'm really lost is what to make of the extra terms that are part of $\tilde{I}$.