Combining the conditions from both parts, we find that the integral
\[
\int_{0}^{\infty} \frac{1}{x^{p}} \, dx
\]
is convergent if and only if \(0 < p < 1\).
Thus, there is at least one value of \(p\) such that the integral is convergent.
\[
\boxed{\text{True}}
\]