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Section 4.6 Euler Summation

Proof.

Observe that \(\lfloor t \rfloor\) is a step function with jump \(1\) at each integer, so
\begin{equation} \sum_{y \lt n \leq x} f(n) = \int_y^x f d\lfloor t \rfloor\text{.}\tag{4.6.2} \end{equation}
We apply linearity of the Riemann-Stieltjes integral with respect to \(t = \lfloor t \rfloor + \{t\}\text{,}\) so that \(dt = d\lfloor t \rfloor + d\{t\}\text{.}\) This gives
\begin{equation} \sum_{y \lt n \leq x} f(n) = \int_y^x f dt - \int_y^x f d\{t\}\text{.}\tag{4.6.3} \end{equation}
By integration by parts,
\begin{equation} \int_y^x f d\{t\} = \left. f(t)\{t\} \right|_y^x - \int_y^x \{t\} f'(t) dt\tag{4.6.4} \end{equation}
and the result follows.