In this Mathworld article, the following function is defined (equation $[12]$):
$$ F(s) = (1-2^{1-s})\zeta(s), $$
where $\zeta(s)$ is the Riemann Zeta function defined by the usual infinite sum formula $\sum_{n\geq1} n^{-s}$. Then it is claimed that $F(s)$ converges for $\Re(s)>-1$. But I don't see how this can be true, given that $\sum_{n\geq1} n$ clearly diverges.
How can this claim be proven?
For $\Re(s) > 1$ $$(1-2^{1-s}) \zeta(s) = \sum_{n=1}^\infty n^{-s}-2 \sum_{n=1}^\infty (2n)^{-s}= \sum_{n=1}^\infty (-1)^{n+1} n^{-s}\\ = \sum_{n=1}^\infty (\sum_{m=1}^n (-1)^{m+1}) (n^{-s}-(n+1)^{-s}) = \sum_{n=1}^\infty (\frac12+\frac12 (-1)^{n+1}) (n^{-s}-(n+1)^{-s})\\ = \frac12 +\frac12 \sum_{n=1}^\infty (-1)^{n+1} (n^{-s}-(n+1)^{-s}) \qquad (1)$$
Because $$n^{-s}-(n+1)^{-s} = \int_n^{n+1} s t^{-s-1} dt =s n^{-s-1}+\int_n^{n+1} s (t^{-s-1}-n^{-s-1}) dt\\= s n^{-s-1}-s(s+1)\int_n^{n+1} \int_n^t u^{-s-2}du dt$$ $(1)$ converges and is analytic for $\Re(s) > -1$, thus it must be the analytic continuation of $(1-2^{1-s}) \zeta(s)$.