I want to show that the series $\sum_{n=1}^\infty (-1)^{n+1} n^{-z}$ converges to an analytic function for $\Re z>0$.
For $\Re z>1$ the terms are dominated by $n^{-x}$ so that we have absolute and uniform convergence on compact sets, and by Weierstrass' theorem the sum is analytic there. For $\Re z \leq 1$ however I can't show absolute convergence. I tried splitting into real and imaginary parts: $$\sum_{n=1}^\infty (-1)^{n+1} n^{-z}=\sum_{n=1}^\infty (-1)^{n+1} n^{-x}\cos(-y \ln n)+i\sum_{n=1}^\infty (-1)^{n+1} n^{-x}\sin(-y \ln n),$$ and showing convergence for both using Leibniz's test (or even the more general Dirichlet's test) without success.
I'd love to have any hints about how to do this right.
Hints:
$$\frac1{n^s}-\frac1{(n+1)^s}=s\int\limits_n^{n+1}\frac{dx}{x^{s+1}}$$
and now, putting $\,s=\sigma+it\;,\;\;\sigma\,,\,t\in\Bbb R\,$ and taking into account that $\,\sigma>0\,$:
$$\left|\;\int\limits_n^{n+1}\frac{dx}{x^{s+1}}\;\right|\le\int\limits_n^{n+1}\frac{dx}{\left|x^{s+1}\right|}=\int\limits_n^{n+1}\frac{dx}{x^{\sigma+1}}=\left.-\frac1\sigma x^{-\sigma}\right|_n^{n+1}=-\frac1\sigma\left(\frac1{(n+1)^\sigma}-\frac1{n^\sigma}\right)$$
and now observe that
$$-\frac1\sigma\left(\frac1{(n+1)^\sigma}-\frac1{n^\sigma}\right)<\frac1{n^{\sigma+1}}\iff\left[1-\left(\frac n{n+1}\right)^\sigma\right]<1\iff\left(\frac n{n+1}\right)^\sigma>0$$
and now we just apply the series test...