Understanding a proof. Why is it necessary that $\alpha<1$?

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I'm reading the following proof from Lang's book of complex analysis. But I don't know why is it necessary that $\alpha<1$?. I don't know where "$\alpha<1$" is used . I don't understand either why $|g_{\epsilon}(s)|\to 0$ as $|s| \to \infty$. Can you help me, please?. I have been stuck for many hours.

Thank you for any help.

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