I am trying to solve the following integral: $$\int_0^\infty u^{\sigma-1} \exp\left[-c u^\sigma\right] \mathrm{d}u$$ under the assumptions $\sigma \in (0,1)$ and $c>0$. I know the result is $$\dfrac{1}{c \sigma}.$$ However, using the following code in Mathematica
Integrate[ Power[u, sigma - 1] * Exp[-c*Power[u, sigma]] , {u, 0, Infinity}, Assumptions -> {c > 0 && 0 < sigma && sigma <1 && Element[c, Reals] && Element[sigma, Reals]}]
I obtain
Integrate Integral of e^(-c u^sigma) u^(-1+sigma) does not converge on {0,[Infinity]}.
Surprisingly, deleting just the assumption $\sigma <1$, it works as expected, that is running
Integrate[Power[u, sigma - 1] * Exp[-c*Power[u, sigma]] , {u, 0, Infinity}, Assumptions -> {c > 0 && 0 < sigma && Element[c, Reals] &&Element[sigma, Reals]}]
I obtain
1/(c sigma).
I do not understand why adding a restriction changes the general result, but I do not find my mistake.
Edit: In the version 12.2 of Mathematica both the expressions work correctly. I assume they fixed the bug.
Integrate[u^(s - 1)*Exp[-c*u^s], {u, 0, Infinity}, Assumptions -> {c > 0, s > 0}]
returns the expected result. But this:Integrate[u^(s - 1)*Exp[-c*u^s], {u, 0, Infinity}, Assumptions -> {c > 0, s > 0, s < 1}]
brings the error message you mentioned. I would report it to Wolfram. $\endgroup$