How would someone find the limit of the sequence $a_n = \frac{1^k+2^k+...+n^k}{n^{k+1}}, k \in \mathbb{N}$ as $n$ goes to Infinity? Can someone give me maybe a hint where to start?
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2Have you heard of Riemann sums yet? – Daniel Fischer Sep 18 '14 at 19:37
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1You didn't say what constraints you might be working under, but if one of them is that you're not allowed to use integration methods, see my 23 October 2006 sci.math post for an outline of a proof that involves only mathematical induction and high school algebra (and limits to infinity of rational functions). – Dave L. Renfro Sep 18 '14 at 19:59
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This seems to be a duplicate of this question. – robjohn Sep 18 '14 at 21:43
3 Answers
By definition of the Riemann integral we have: $$\lim_{n\rightarrow\infty} \frac{1}{n}\sum_{i=1}^n \left(\frac{i}{n}\right)^k=\int_0^1 x^k dx=\frac{1}{k+1}$$

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1@YourAdHere: it would be nice to mention that you are using Riemann Sums in the question. – robjohn Sep 18 '14 at 21:45
We will prove that $\lim_{n\to\infty} a_n = \frac{1}{k+1}$ by elementary means by showing that $$1^k + 2^k + \ldots + n^k$$
can be written as a polynomial of degree $k+1$ in $n$ with leading term $\frac{n^{k+1}}{k+1}$.
Define the following polynomial (of degree $k$ in $n$)
$$p_k(n) = {n\choose k}k! = n(n-1)(n-2)\ldots(n-k+1) = n^k + a_{k-1,n}n^{k-1} + \ldots + a_{1,n}n + a_{0,n}$$
We can now choose $b_{i}$ s.t.
$$\sum_{i=0}^{k}b_{i}p_i(n) = n^k$$
This is done by taking $b_{k}=1$ and then choosing $b_{i}$ (from $i=k-1$ down to $i=0$) s.t. the coefficient of the $n^i$ term vanishes.
We can now write
$$ 1^k + 2^k+\ldots + n^k = \sum_{m=0}^n\sum_{i=0}^kb_{i}p_i(m)$$
and by using the identity $\sum_{m=0}^n{m\choose i}={n+1\choose i+1}$ we finally arrive at
$$ 1^k + 2^k+\ldots + n^k = \sum_{i=0}^kb_{i}{n+1\choose i+1}i! = \sum_{i=0}^k\frac{b_{i}p_{i+1}(n+1)}{i+1} = \frac{n^{k+1}}{k+1} + A_kn^k + \ldots + A_1n$$
and the claim follows. I might add that this proof can with some more work be made constructive by deriving the explicit form for all the $A_{i}$ coefficients and thereby giving us an explcit formula for $\sum_{i=1}^n i^k$.

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We have by the Riemann sum
$$\sum_{i=1}^n i^k=n^{k+1}\frac1n\sum_{i=1}^n \left(\frac in\right)^k\sim_\infty n^{k+1}\int_0^1 x^kdx=\frac{n^{k+1}}{k+1}$$ so we see easily that $$\lim_{n\to\infty}a_n=\frac1{k+1}$$