I'm trying to show the claim, without knowing integrals.
I start with:
$$\log \left(\frac{n+1}{n}\right)=\frac{1}{n}+\mathcal{o}\left(\frac{1}{n}\right)=\gamma(n)\frac{1}{n}$$
$$\log \left(\frac{n+1}{n}\right)=\log (n+1)-\log (n)=\sum_{k=1}^n\log \left(\frac{k+1}{k}\right)-\log (n)=\sum_{k=1}^n\gamma(k)\frac{1}{k}-\log(n)$$
where $\lim_{n\to\infty}\gamma(n)=1$. Equating the right sides, and writing $\gamma(n)$ as $1+\alpha(n)$, where $\lim_{n\to\infty}\alpha(n)=0$, we have:
$$\gamma(n)\frac{1}{n}=\sum_{k=1}^n\frac{1}{k}+\sum_{k=1}^n\frac{\alpha(k)}{k}-\log(n)$$
$$\sum_{k=1}^n\frac{1}{k}=\log(n)-\sum_{k=1}^n\frac{\alpha(k)}{k}+\gamma(n)\frac{1}{n}$$
Now it remains to show that $\sum_{k=1}^n\frac{\alpha(k)}{k}$ converges to complete the proof, but I can't. Any suggestions?
Thanks in advance.
We have that
$$\log \left(\frac{n+1}{n}\right)=\frac{1}{n}+\mathcal{O}\left(\frac{1}{n^2}\right)$$
then
$$\log \left(\frac{n+1}{n}\right)=\log (n+1)-\log (n)=\sum_{k=1}^n\log \left(\frac{k+1}{k}\right)-\log (n)=$$$$=\sum_{k=1}^n\frac{1}{k}+\sum_{k=1}^n\mathcal{O}\left(\frac{1}{k^2}\right)-\log(n)$$