I think the answer is 'yes.' I don't have a suitably general reason why this is the case, although surely one exists and is in the literature somewhere.
At any rate, for the problem at hand, we have for s>0
sumfracanns=frac1Gamma(s)inti0nftysumane−ntts−1dt.
Edit: the interchange of limit and sum used here requires justification, and this is done below. Supposing that sumanxnrightarrowsigma, we may write sumane−nt=(sigma+epsilon(t))cdote−t where epsilon(t)rightarrow0 as trightarrow0, and epsilon(t) is bounded for all t. In this case
sumfracanns=sigma+Oleft(sinti0nftyepsilon(t)e−tts−1dtright)
Showing that error term tends to 0 is just a matter of epsilontics; for any epsilon>0, there is Delta so that |epsilon(t)|<epsilon for t<Delta. Hence
left|sinti0nftyepsilon(t)e−tts−1dtright|<sepsilonintD0eltats−1dt+sintDeltainftye−tts−1dt<epsilonDeltas+sintDeltainftye−tt−1dt.
Letting srightarrow0, our error term is bounded by epsilon, but epsilon of course is arbitrary.
Edit: Justifying the interchange of limit and sum above is surprisingly difficult. We will require
Lemma: If for fixed epsilon>0, the partial sums Depsilon(N)=sumNn=1an/nepsilon=O(1), then
(a) A(N)=sumnleqNan=O(nepsilon), and
(b) sumnleqNane−nt=O(t−epsilon),
where the O-constants depend on epsilon.
This, with the hypothesis that suman/ns converges for all s>0, imply the conclusions a) and b) for all positive epsilon.
To prove part a), note that
sumnleqNan=sumnleqNann−epsilonnepsilon=sumnleqN−1Depsilon(n)(nepsilon−(n+1)epsilon)+Depsilon(N)Nepsilon,
which is seen to be O(Nepsilon) upon taking absolute values inside the sum.
To prove part b), note that
tepsilonsumnleqNane−nt=tepsilonsumN−1n=1A(n)(e−nt−e−(n+1)t)+tepsilonA(N)e−Nt=Oleft(sumnleqN(tn)epsilone−nt(1−e−t)+(tN)epsilone−Ntright).
Now, (tN)epsilone−Nt=O(1), and
sumnleqN(tn)epsilone−nt(1−e−t)=2epsilon(1−e−t)sumnleqN(tn/2)epsilone−nt/2e−nt/2=Oleft(frac1−e−t1−e−t/2right)=Oleft(frac11+et/2right)=O(1),
and this proves b).
We use this to justify interchanging sum and integral as follows: note that
sumNn=1fracanns=frac1Gamma(s)inti0nftysumNn=1ane−ntts−1dt,
and therefore
frac1Gamma(s)inti0nftylimNrightarrowinftysumNn=1ane−ntts−1dt=frac1Gamma(s)int10limNrightarrowinftysumNn=1ane−ntts−1dt+frac1Gamma(s)inti1nftylimNrightarrowinftysumNn=1ane−ntts−1dt.
In the first integral, note that for epsilon<s, sumnleqNane−ntts−1=O(ts−epsilon−1) for all N. So by dominated convergence in the first integral, and uniform convergence of etsumNn=1ane−nt for tgeq1 in the second, this is limit is
limNrightarrowinftyfrac1Gamma(s)int10sumNn=1ane−ntts−1dt+limNrightarrowinftyfrac1Gamma(s)inti1nftysumNn=1ane−ntts−1dt=limNrightarrowinftysumNn=1anfrac1Gamma(s)inti0nftye−ntts−1dt.
This is just sumin=1nftyfracanns.
Note then that we do not need to assume from the start that the infinite Dirichlet sum tends to anything as srightarrow0; once it converges for each fixed s, that is implied by the behavior of the power series.
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