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I have to prove that $\lim_{n \to \infty} \frac{1^p+2^p+\cdots+n^p}{n^{p+1}} = \int_{0}^{1} x^p dx.$

I tried to calculate the limit, but I'm going to nowhere. I could prove the first part equals to $\frac{1}{p+1}$ with Stolz-Cesàro and resolved the integral, but can't relate the two of them besides that. Is it only luck or is there a real relation between the two?

Jack D'Aurizio
  • 353,855

1 Answers1

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$x^p$ is a continuous function over $[0,1]$, hence a Riemann-integrable one. That gives:

$$ \frac{1}{p+1}=\int_{0}^{1}x^p\,dx = \lim_{n\to +\infty}\frac{1}{n}\sum_{k=1}^{n}\left(\frac{k}{n}\right)^p. \tag{1} $$

Jack D'Aurizio
  • 353,855