Since the integrand $\xi \mapsto (1 + |\xi|^2)^{-s}$ is radial, apply the [coarea formula](/theorems/24) with $u(\xi) = |\xi|$ (which satisfies $|\nabla u| = 1$ on $\mathbb{R}^n \setminus \{0\}$, and $\{0\}$ has $\mathcal{L}^n$-measure zero):
\begin{align*}
\int_{\mathbb{R}^n} (1 + |\xi|^2)^{-s}\, d\mathcal{L}^n(\xi) &= \int_0^\infty \int_{\partial B(0, r)} (1 + |\xi|^2)^{-s}\, d\mathcal{H}^{n-1}(\xi)\, d\mathcal{L}^1(r).
\end{align*}
On the sphere $\partial B(0, r)$, every point $\xi$ satisfies $|\xi| = r$, so the integrand $(1 + |\xi|^2)^{-s}$ takes the constant value $(1 + r^2)^{-s}$. The inner integral therefore evaluates as
\begin{align*}
\int_{\partial B(0, r)} (1 + |\xi|^2)^{-s}\, d\mathcal{H}^{n-1}(\xi) = (1 + r^2)^{-s} \cdot \mathcal{H}^{n-1}(\partial B(0, r)).
\end{align*}
By the [surface area formula](/theorems/871), $\mathcal{H}^{n-1}(\partial B(0, r)) = n\omega_n r^{n-1}$. Substituting into the outer integral:
\begin{align*}
\int_{\mathbb{R}^n} (1 + |\xi|^2)^{-s}\, d\mathcal{L}^n(\xi) &= \int_0^\infty (1 + r^2)^{-s} \cdot n\omega_n r^{n-1}\, d\mathcal{L}^1(r) = n\omega_n \int_0^\infty (1 + r^2)^{-s}\, r^{n-1}\, d\mathcal{L}^1(r).
\end{align*}
Split the integral at $r = 1$. On $[0, 1]$, the integrand is bounded by $1$, so $\int_0^1 (1 + r^2)^{-s} r^{n-1}\, d\mathcal{L}^1(r) \le \int_0^1 r^{n-1}\, d\mathcal{L}^1(r) = 1/n < \infty$. On $[1, \infty)$, using $(1 + r^2)^{-s} \le r^{-2s}$ (since $1 + r^2 \ge r^2$):
\begin{align*}
\int_1^\infty (1 + r^2)^{-s}\, r^{n-1}\, d\mathcal{L}^1(r) \le \int_1^\infty r^{n-1-2s}\, d\mathcal{L}^1(r) = \frac{r^{n-2s}}{n - 2s}\bigg|_1^\infty,
\end{align*}
which converges if and only if $n - 2s < 0$, i.e. $s > n/2$. Hence $C_{n,s} < \infty$ precisely when $s > n/2$.
[/proof]