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?