Showing that $\gamma = -\int_0^{\infty} e^{-t} \log t \,dt$, where $\gamma$ is the Euler-Mascheroni constant.

I'm trying to show that

$$\lim_{n \to \infty} \left[\sum_{k=1}^{n} \frac{1}{k} - \log n\right] = -\int_0^{\infty} e^{-t} \log t \,dt.$$

In other words, I'm trying to show that the above definitions of the Euler-Mascheroni constant $\gamma$ are equivalent.

In another post here (which I can't seem to find now) someone noted that

$$\int_0^{\infty} e^{-t} \log t \,dt = \left.\frac{d}{dx} \int_0^{\infty} t^x e^{-t} \,dt \right|_{x=0} = \Gamma'(1) = \psi(1),$$

where $\psi$ is the digamma function. This may be a good place to start on the right-hand side.

For the left-hand side I was tempted to represent the terms with integrals. It is not hard to show that

$$\sum_{k=1}^{n} \frac{1}{k} = \int_0^1 \frac{1-x^n}{1-x} \,dx,$$

but I'm not sure this gets us anywhere.

Any help would be greatly appreciated.

It is easy to prove that the function

$$ f_n(x) = \begin{cases} \left( 1 - \frac{x}{n}\right)^n & 0 \leq x \leq n \\ 0 & x > n \end{cases}$$

satisfies $0 \leq f_n(x) \uparrow e^{-x}$. Thus by dominated convergence theorem,

$$ \int_{0}^{\infty} e^{-x} \log x \; dx = \lim_{n\to\infty} \int_{0}^{n} \left( 1 - \frac{x}{n}\right)^n \log x \; dx. $$

Now by the substitution $x = nu$, we have

$$\begin{align*} \int_{0}^{n} \left( 1 - \frac{x}{n}\right)^n \log x \; dx &= n\int_{0}^{1} \left( 1 - u\right)^n (\log n + \log u) \; du \\ &= \frac{n}{n+1}\log n + n\int_{0}^{1} \left( 1 - u\right)^n \log u \; du \\ &= \frac{n}{n+1}\log n + n\int_{0}^{1} v^n \log (1-v) \; dv \\ &= \frac{n}{n+1}\log n - n\int_{0}^{1} v^n \left( \sum_{k=1}^{\infty} \frac{v^k}{k} \right) \; dv \\ &= \frac{n}{n+1}\log n - n \sum_{k=1}^{\infty} \frac{1}{k(n+k+1)} \\ &= \frac{n}{n+1}\log n - \frac{n}{n+1} \sum_{k=1}^{\infty} \left( \frac{1}{k} - \frac{1}{n+k+1}\right) \\ &= \frac{n}{n+1} \left( \log n - \sum_{k=1}^{n+1} \frac{1}{k} \right). \end{align*}$$

Therefore taking $n \to \infty$ yields $-\gamma$. If you are not comfortable with the interchange of integral and summation, you may perform integration by parts as follows:

$$ \begin{align*} \int_{0}^{1} v^n \log (1-v) \; dv &= \left. \frac{v^{n+1} - 1}{n+1} \log (1-v) \right|_{0}^{1} - \int_{0}^{1} \frac{v^{n+1} - 1}{n+1} \cdot \frac{1}{v - 1} \; dv \\ &= - \frac{1}{n+1} \int_{0}^{1} \frac{1 - v^{n+1}}{1 - v} \; dv \end{align*}$$

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$\ds{\lim_{n \to \infty}\bracks{\sum_{k = 1}^{n}{1 \over k} - \ln\pars{n}}= -\int_{0}^{\infty}\expo{-t}\ln\pars{t}\,\dd t:\ {\large ?}}$

\begin{align} \sum_{k = 1}^{n}{1 \over k} &= \sum_{k = 1}^{n}\int_{0}^{1}t^{k - 1}\,\dd t = \int_{0}^{1}\sum_{k = 1}^{n}t^{k - 1}\,\dd t =\int_{0}^{1}{1 - t^{n - 1} \over 1 - t}\,\dd t =\int_{\infty}^{1}{1 - t^{1 - n} \over 1 - 1/t}\,\pars{-\,{\dd t \over t^{2}}} \\[3mm]&=\int_{1}^{\infty}{t^{-1} - t^{-n} \over t - 1}\,\dd t =\int_{0}^{\infty}{\pars{1 + t}^{-1} - \pars{1 + t}^{-n} \over t}\,\dd t \\[3mm]&=-\int_{0}^{\infty}\ln\pars{t} \bracks{-\pars{1 + t}^{-2} + n\pars{1 + t}^{-n - 1}}\,\dd t \\[3mm]&=\int_{0}^{\infty}{\ln\pars{t} \over \pars{1 + t^{2}}}\,\dd t -\int_{0}^{\infty}\ln\pars{t \over n}\pars{1 + {t \over n}}^{-n - 1}\,\dd t \end{align}

Note that $\ds{\lim_{n \to \infty}\pars{1 + {t \over n}}^{-n - 1} = \expo{-t}}$ and $\ds{\int_{0}^{\infty}\expo{-t}\,\dd t = 1}$: $$\bbox[15px,border:1px dotted navy]{\displaystyle \lim_{n \to \infty}\bracks{\sum_{k = 1}^{n}{1 \over k} - \ln\pars{n}}= -\int_{0}^{\infty}\expo{-t}\ln\pars{t}\,\dd t} $$