I am slightly confused by the last part of my work here. For $x>0$ and for $\alpha > \frac{1}{2}$,
$$\left |\frac{x}{(1+nx^2)n^{\alpha}}\right |$$
$$=\left |\frac{1}{(\frac{1}{x}+nx)n^{\alpha}}\right |$$
$$\le\left |\frac{1}{(nx)n^{\alpha}}\right |$$
$$\le \frac{1}{xn^{1+\alpha}}$$
and now I claim that
$$\sum_{n=1}^{\infty}\frac{1}{xn^{1+\alpha}}<\infty$$
by the p-series / integral tests, and so
$$\sum\frac{x}{(1+nx^2)n^{\alpha}}$$ converges uniformly (to a continuous function of $x$ >0) by the Weierstrass M-test.
Is my claim correct? The $\large \frac{1}{x}$ factor in the summand confuses me a little bit; but, it is fixed, so I don't think it affects the convergence of the p-series.
Any comments are welcome.
Thanks,
Edited to point out that we actually have uniform convergence on all of $\mathbb R$, not just $(0,\infty)$.
Observe that $$0 \leq (\sqrt{n}|x| - 1)^2 = nx^2 - 2\sqrt{n}|x| + 1$$ so $$1 + nx^2 \geq 2\sqrt{n}|x|$$ and therefore, $$\frac{|x|}{1 + nx^2} \leq \frac{1}{2\sqrt{n}}$$ Consequently, for all $x \in \mathbb R$ we have $$\left|\frac{x}{(1+nx^2)n^{\alpha}}\right| = \frac{|x|}{(1+nx^2)n^{\alpha}} \leq \frac{1}{2n^{\alpha + 1/2}}$$ Now, observe that the right hand side does not depend on $x$, and its sum converges since $\alpha > 1/2$. So you can conclude from the Weierstrass $M$-test that $$\sum_{n=1}^{\infty}\frac{x}{(1+nx^2)n^{\alpha}}$$ converges uniformly for all $x \in \mathbb{R}$. Among other things, this allows us to conclude that the limit function $$F(x) = \sum_{n=1}^{\infty}\frac{x}{(1+nx^2)n^{\alpha}}$$ is continuous everywhere.