Evaluating $\lim\limits_{n\to\infty} \left(\frac{1^p+2^p+3^p + \cdots + n^p}{n^p} - \frac{n}{p+1}\right)$

Evaluate $$\lim_{n\to\infty} \left(\frac{1^p+2^p+3^p + \cdots + n^p}{n^p} - \frac{n}{p+1}\right)$$

The result is more general.

Fact: For any function $f$ regular enough on $[0,1]$, introduce $$ A_n=\sum_{k=1}^nf\left(\frac{k}n\right)\qquad B=\int_0^1f(x)\mathrm dx\qquad C=f(1)-f(0) $$ Then, $$ \lim\limits_{n\to\infty}A_n-nB=\frac12C $$

For any real number $p\gt0$, if $f(x)=x^p$, one sees that $B=\frac1{p+1}$ and $C=1$, which is the result in the question.

To prove the fact stated above, start from Taylor formula: for every $0\leqslant x\leqslant 1/n$ and $1\leqslant k\leqslant n$, $$ f(x+(k-1)/n)=f(k/n)-(1-x)f'(k/n)+u_{n,k}(x)/n $$ where $u_{n,k}(x)\to0$ when $n\to\infty$, uniformly on $k$ and $x$, say $|u_{n,k}(x)|\leqslant v_n$ with $v_n\to0$. Integrating this on $[0,1/n]$ and summing from $k=1$ to $k=n$, one gets $$ \int_0^1f(x)\mathrm dx=\frac1n\sum_{k=1}^nf\left(\frac{k}n\right)-\frac1n\int_0^{1/n}u\mathrm du\cdot\sum_{k=1}^nf'\left(\frac{k}n\right)+\frac1nu_n $$ where $|u_n|\leqslant v_n$. Reordering, this says that $$ A_n=nB+\frac12\frac1n\sum_{k=1}^nf'\left(\frac{k}n\right)-u_n=nB+\frac12\int_0^1f'(x)\mathrm dx+r_n-u_n $$ with $r_n\to0$, thanks to the Riemann integrability of the function $f'$ on $[0,1]$. The proof is complete since $r_n-u_n\to0$ and the last integral is $f(1)-f(0)=C$.

This is a nice little question. I am assuming that $p \in \mathbb{Z}^+$, though same could be said about it when $p \notin \mathbb{Z}^+$. Before getting to the answer lets experiment a bit for small positive integers $p$. To start off, you could try for some values $p$.

For $p=1$, we get $$\lim_{n \rightarrow \infty} \left(\frac{ \dfrac{n(n+1)}{2}}{n} - \frac{n}{1+1} \right) = \lim_{n \rightarrow \infty} \frac12 = \frac12$$

For $p=2$, we get $$\lim_{n \rightarrow \infty} \left(\frac{ \dfrac{n(n+1)(2n+1)}{6}}{n^2} - \frac{n}{2+1} \right) = \lim_{n \rightarrow \infty} \left(\frac{(n+1)(n+1/2)}{3n} - \frac{n}3 \right)\\ = \lim_{n \rightarrow \infty} \left(\frac{n}3 + \frac12 + \frac1{6n} - \frac{n}3 \right)= \frac12$$

For $p=3$, we get $$\lim_{n \rightarrow \infty} \left(\frac{ \dfrac{n^2(n+1)^2}{4}}{n^3} - \frac{n}{3+1} \right) = \lim_{n \rightarrow \infty} \left(\frac{n^2 + 2n + 1}{4n} - \frac{n}4 \right)\\ = \lim_{n \rightarrow \infty} \left(\frac{n}4 + \frac12 + \frac1{4n} - \frac{n}4 \right)= \frac12$$

Hence, we would guess that it is $\dfrac12$ independent of $p$. And this turns out to be right.

Let us denote $1^p + 2^p + \cdots n^p = P_p(n)$. This is a polynomial of degree $p+1$ and is given by $$P_p(n) = \frac1{p+1} \sum_{k=0}^p \dbinom{p+1}{k} B_k n^{p+1-k}$$ where $B_k$ are the Bernoulli numbers. These polynomials are related to the Bernoulli polynomials and there are some really nice results on these polynomials and more can be found here.

Hence, $$\dfrac{P_p(n)}{n^{p}} = \dfrac1{p+1} \sum_{k=0}^p \dbinom{p+1}{k} B_k n^{1-k} = \dfrac1{p+1} \left(B_0 n + (p+1) B_1 + \mathcal{O} \left(\frac1n\right) \right)$$ where $B_0 = 1$ and $B_1 = \frac12$. What you are looking for is $$\lim_{n \rightarrow \infty} \left(\dfrac{P_p(n)}{n^{p}} - \dfrac{n}{p+1} \right) = \lim_{n \rightarrow \infty} \left(\dfrac1{p+1} \left(n + (p+1) B_1 + \mathcal{O} \left(\frac1n\right) \right) - \dfrac{n}{p+1} \right)\\ = \lim_{n \rightarrow \infty} \left(B_1 + \mathcal{O} \left(\dfrac1n \right)\right)= B_1 = \frac12$$ independent of $p$.

Users Did and Ragib Zaman have provided excellent solutions. You might also want to look at Euler–Maclaurin formula which is of significance in this context.

If we draw the graph of $x^p$ from $x=1$ to $x=n,$ divide it into unit length intervals and approximate each segment of area by a trapezium (this is known as the trapezoidal rule) then we see that $$\int^n_1 x^p dx \approx \sum_{k=1}^n k^p - \frac{n^p+1}{2}.$$ The integral on the left is precisely $\displaystyle \frac{n^{p+1} -1}{p+1},$ so for large $n$ (where the major contribution is from the dominant terms) we have $$\sum_{k=1}^n k^p \approx \frac{n^{p+1}}{p+1} + \frac{n^p}{2}$$ so your limit is $1/2.$

For a precise solution, we need the error term along with the trapezoidal rule, which is derived here. It gives : $$\int^b_a f(x) dx = \frac{b-a}{2} ( f(a) + f(b) ) - \frac{(b-a)^3 }{12} f''(\zeta) $$ for some $\zeta \in [a,b].$ For $f(x)=x^p$ we have $f''(x) = p (p-1)x^{p-2}$ which is largest at $x=b$, the right end point. So the sum of the error terms in our application of the trapezoidal rule is at largest $$\frac{p(p-1)}{12} (2^{p-2} + 3^{p-2} + \cdots + n^{p-2}).$$ The sum in the brackets is overestimated by $\int^{n+1}_1 x^{p-2} dx= \frac{(n+1)^{p-1}-1}{p-1},$ so we get that $$\sum_{k=1}^n k^p = \frac{n^{p+1}}{p+1} + \frac{n^p}{2} + E_n$$ where $E_n$ is an error term that satisfies $\displaystyle \lim_{n\to\infty} \frac{E_n}{n^p} = 0$ which proves your limit.

another method, using Stolz–Cesàro theorem: let ${ x }_{ n }=\left( p+1 \right) \left( { 1 }^{ p }+{ 2 }^{ p }+...+{ n }^{ p } \right) -{ n }^{ p+1 },{ y }_{ n }=\left( p+1 \right) { n }^{ p }$ $$\lim _{ x\rightarrow \infty }{ \frac { { x }_{ n+1 }-{ x }_{ n } }{ { y }_{ n+1 }-{ y }_{ n } } = } \lim _{ x\rightarrow \infty }{ \frac { \left( p+1 \right) { \left( n+1 \right) }^{ p }-{ \left( n+1 \right) }^{ p+1 }+{ n }^{ p+1 } }{ \left( p+1 \right) \left( { \left( n+1 \right) }^{ p }-{ n }^{ p } \right) } = } \\ =\lim _{ x\rightarrow \infty }{ \left( \frac { \left( p+1 \right) \left( { n }^{ p }+p{ n }^{ p-1 }+\frac { p\left( p-1 \right) }{ 2 } { n }^{ p-2 }+...+1 \right) }{ \left( p+1 \right) \left( { n }^{ p }+p{ n }^{ p-1 }+\frac { p\left( p-1 \right) }{ 2 } { n }^{ p-2 }+...+1-{ n }^{ p } \right) } \right) + } \\ +\frac { -{ n }^{ p+1 }-\left( p+1 \right) { n }^{ p }-\frac { p\left( p+1 \right) }{ 2 } { n }^{ p-1 }-...-1+{ n }^{ p+1 } }{ \left( p+1 \right) \left( { n }^{ p }+p{ n }^{ p-1 }+\frac { p\left( p-1 \right) }{ 2 } { n }^{ p-2 }+...+1-{ n }^{ p } \right) } $$ let's cobmine all coefficients of n,then divide numerator and denominator by $n^{ p-1 }$ and define sum of the all terms no more -1 power with $o\left( \frac { 1 }{ n } \right) $ $$\\ \\ \lim _{ x\rightarrow \infty }{ \frac { { x }_{ n+1 }-{ x }_{ n } }{ { y }_{ n+1 }-{ y }_{ n } } = } \lim _{ x\rightarrow \infty }{ \frac { \frac { p\left( p+1 \right) }{ 2 } +o\left( \frac { 1 }{ n } \right) }{ p\left( p+1 \right) +\left( \frac { 1 }{ n } \right) } =\frac { 1 }{ 2 } } \\ $$