I'm trying to show $$\sum_{n \leq x}\sigma_{\alpha}=\frac{\zeta(\alpha+1)}{\alpha + 1}x^{\alpha+1}+O(x^{\alpha})$$
I have come to a step where I need to prove that $$\sum_{n \leq x}=\frac{x^{\alpha +1}}{\alpha+1}+O(x^{\alpha})$$ I'm unsure how to show this part, the most I have done is saw that, $$1+2^{\alpha}+ \cdots + x^{\alpha} \leq xx^{\alpha}=x^{\alpha+1}$$ Any help with this would be greatly appreciated thanks!
the key to the approximation you wish to derive is an elementary but powerful summation formula due to Euler. this states that for a function $f \in C^1([y,x])$
$$ \sum_{y \lt n \le x} f(n) = \int_y^x f(t)dt +\int_y^x (t-\lfloor t \rfloor)f'(t)dt +f(x)(\lfloor x\rfloor -x) - f(y)(\lfloor y \rfloor-y) \tag{E} $$ i will append the short proof, but for the moment, assuming this statement (E), and considering a particular application with $y=1$ and $f(t)=t^{\alpha}$ this gives, for $\alpha \gt 0$: $$ \sum_{n \le x} n^{\alpha} =1+\sum_{1 \lt n \le x} n^{\alpha} \\ = \int_1^x t^{\alpha} dt + \bigg(1 +\int_1^x(t-\lfloor t \rfloor)\alpha t^{\alpha-1}dt +x^{\alpha}(\lfloor x \rfloor - x) \bigg)\\ = \frac{x^{\alpha+1}}{\alpha+1} + O(x^{\alpha}) $$ which is the result you need. (because $\alpha \gt 0$ the constant term $1-\frac1{\alpha+1}$ may be absorbed into the $O(x^{\alpha})$)
to prove Euler's summation formula, we note that for all $n$ satisfying $y \le n-1$ and also $n \le x$ we have: $$ \begin{align} \int_{n-1}^n \lfloor t \rfloor f'(t)dt &= (n-1)(f(n)-f(n-1) \\ &=nf(n) -(n-1)f(n-1) -f(n) \\ \end{align} $$ summing from $n=\lfloor y \rfloor +1$ to $\lfloor x \rfloor$ we obtain: $$ \int_{\lfloor y \rfloor }^{\lfloor x \rfloor} \lfloor t \rfloor f'(t)dt = \lfloor x \rfloor f(\lfloor x \rfloor) -\lfloor y \rfloor f(\lfloor y \rfloor) - \sum_{y \lt n \le x}f(n) $$ and, therefore, $$ \int_{ y}^{ x} \lfloor t \rfloor f'(t)dt = \lfloor x \rfloor f( x ) -\lfloor y \rfloor f( y) - \sum_{y \lt n \le x}f(n) \tag{1} $$ but integration by parts also gives us: $$ \int_y^x tf'(t)dt = xf(x|) -yf(y) - \int_y^x f(t)dt \tag{2} $$ now subtracting (1) from (2) and rearranging gives us (E)