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Let $\displaystyle\sum_{n=1}^\infty \dfrac{a_n}{n^s}$ be a Dirichlet series. It can be represented as a Riemann-Stieltjes integral as follows:

$$\displaystyle\sum_{n=1}^\infty \dfrac{a_n}{n^s}=\int_1^\infty\dfrac{1}{x^s}d(A(x))=\lim_{x\to\infty}\dfrac{A(x)}{x^s}+s\int_1^\infty \dfrac{A(x)}{x^{s+1}}dx$$

Now, observing that the integral resembles a Laplace transform with $x=e^t$, we have:

$$\displaystyle\sum_{n=1}^\infty \dfrac{a_n}{n^s}=\lim_{t\to\infty}\dfrac{A(e^t)}{e^{st}}+s\int_0^\infty A(e^t) e^{-st}dt$$

However, some texts simplify this expression to:

$$\displaystyle\sum_{n=1}^\infty \dfrac{a_n}{n^s}=s\int_0^\infty A(e^t) e^{-st}dt$$

The question arises regarding why the limit term $\lim_{t\to\infty}\dfrac{A(e^t)}{e^{st}}$ vanishes. While for certain functions like the Chebyshev function this holds true due to $A(x)=O(x)$, What about other Dirichlet series?

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    $\begingroup$ Since you haven't told us what $A$ is, it is hard to say. It certainly would be easier to show the equivalent $\lim_{x\to\infty} A(x)/x^s,$ when true. $\endgroup$ Commented May 2 at 19:33
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    $\begingroup$ It is usually assumed that $A(x)$ is something of polynomial growth and $s$ is some complex number with a large real component. $\endgroup$
    – TravorLZH
    Commented May 3 at 13:34

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Today I found a theorem that answers my question. This can always be guaranteed when the Dirichlet series has a half-plane of convergence with $\sigma > 0$, $s=\sigma + it$. This result is known as Kronecker's lemma and can be checked in Hildebrand's notes on analytic number theory, Page 59.

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