http://www.fileden.com/files/2008/6/...6/Untitled.jpg

This is from my economics class lecture. Can someone explain how the last part (in yellow box) is done? How was the answer obtained?

Since one of the limits of the integration is infinite, this is an improper integral. So, i thought that since [P^(e+1)]/(e+1) approaches infinity when P approaches infinity, the integral diverges and is meaningless.