[proofplan]
The proof reduces Perron's formula to the Mellin inversion kernel for the indicator of $(1,\infty)$, with half-weight at the endpoint. First we expand the absolutely convergent Dirichlet series on the vertical line $\operatorname{Re}(s)=c$ and justify the finite-height interchange of summation and integration. Then we evaluate the kernel
\begin{align*}
K_T(y)=\frac{1}{2\pi i}\int_{c-iT}^{c+iT}\frac{y^s}{s}\,ds
\end{align*}
as $T \to \infty$. Finally, a dominated convergence argument against the absolutely summable sequence $|a_n|n^{-c}$ passes the kernel limit through the Dirichlet series.
[/proofplan]
[step:Define the Perron kernel and justify termwise integration at finite height]
Let $\mathcal{L}^1$ denote one-dimensional Lebesgue measure on $\mathbb{R}$. For $T \geq 1$, define the truncated Perron kernel
\begin{align*}
K_T:(0,\infty) &\to \mathbb{C} \\
y &\mapsto \frac{1}{2\pi i}\int_{c-iT}^{c+iT}\frac{y^s}{s}\,ds.
\end{align*}
Parametrising the vertical segment by the map
\begin{align*}
\gamma_T:[-T,T] &\to \mathbb{C} \\
t &\mapsto c+it,
\end{align*}
we have $ds=i\,d\mathcal{L}^1(t)$ and therefore
\begin{align*}
K_T(y)
=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{y^{c+it}}{c+it}\,d\mathcal{L}^1(t).
\end{align*}
Since $c>\sigma_a$, the series $\sum_{n=1}^{\infty} |a_n|n^{-c}$ converges. For each fixed $T \geq 1$,
\begin{align*}
\sum_{n=1}^{\infty}
\int_{-T}^{\,T}
\left|
a_n n^{-c-it}\frac{x^{c+it}}{c+it}
\right|\,d\mathcal{L}^1(t)
&=
x^c
\left(\sum_{n=1}^{\infty}|a_n|n^{-c}\right)
\int_{-T}^{\,T}\frac{1}{|c+it|}\,d\mathcal{L}^1(t) \\
&< \infty.
\end{align*}
Thus the sum and the finite-height integral may be interchanged by absolute integrability on $\mathbb{N}\times[-T,T]$. Hence
\begin{align*}
I_T(x)
&=
\sum_{n=1}^{\infty}
a_n
\frac{1}{2\pi i}
\int_{c-iT}^{c+iT}
\frac{(x/n)^s}{s}\,ds \\
&=
\sum_{n=1}^{\infty}a_n K_T(x/n).
\end{align*}
[guided]
Let $\mathcal{L}^1$ denote one-dimensional Lebesgue measure on $\mathbb{R}$. The purpose of introducing $K_T$ is to isolate the part of the integral that depends only on the ratio $x/n$. Define
\begin{align*}
K_T:(0,\infty) &\to \mathbb{C} \\
y &\mapsto \frac{1}{2\pi i}\int_{c-iT}^{c+iT}\frac{y^s}{s}\,ds.
\end{align*}
The vertical path is parametrised by
\begin{align*}
\gamma_T:[-T,T] &\to \mathbb{C} \\
t &\mapsto c+it.
\end{align*}
Under this parametrisation, $ds=i\,d\mathcal{L}^1(t)$, so
\begin{align*}
K_T(y)
=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{y^{c+it}}{c+it}\,d\mathcal{L}^1(t).
\end{align*}
We now justify the interchange of summation and integration. The hypothesis $c>\sigma_a$ says precisely that the Dirichlet series is absolutely convergent on the line $\operatorname{Re}(s)=c$, so
\begin{align*}
\sum_{n=1}^{\infty}|a_n|n^{-c}<\infty.
\end{align*}
For fixed $T\geq 1$, the absolute value of the integrand after expanding $F$ is
\begin{align*}
\left|
a_n n^{-c-it}\frac{x^{c+it}}{c+it}
\right|
=
|a_n|n^{-c}\frac{x^c}{|c+it|}.
\end{align*}
Therefore
\begin{align*}
\sum_{n=1}^{\infty}
\int_{-T}^{\,T}
\left|
a_n n^{-c-it}\frac{x^{c+it}}{c+it}
\right|\,d\mathcal{L}^1(t)
&=
x^c
\left(\sum_{n=1}^{\infty}|a_n|n^{-c}\right)
\int_{-T}^{\,T}\frac{1}{|c+it|}\,d\mathcal{L}^1(t) \\
&<\infty.
\end{align*}
This finite quantity is the exact condition needed to exchange the countable sum with the finite vertical integral. After the interchange, the $n$th term becomes
\begin{align*}
a_n
\frac{1}{2\pi i}
\int_{c-iT}^{c+iT}
\frac{(x/n)^s}{s}\,ds
=
a_nK_T(x/n).
\end{align*}
Hence
\begin{align*}
I_T(x)=\sum_{n=1}^{\infty}a_nK_T(x/n).
\end{align*}
[/guided]
[/step]
[step:Evaluate the limiting Perron kernel]
[claim:Kernel limit]
For every $y>0$,
\begin{align*}
\lim_{T\to\infty}K_T(y)
=
\begin{cases}
1, & y>1,\\
\frac{1}{2}, & y=1,\\
0, & 0<y<1.
\end{cases}
\end{align*}
Moreover, there exists a constant $C_c>0$, depending only on $c$, such that
\begin{align*}
|K_T(y)|\leq C_c y^c
\end{align*}
for all $T\geq 1$ and all $y>0$.
[/claim]
[proof]
Write $\lambda=\log y$. If $y=1$, then
\begin{align*}
K_T(1)
&=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{1}{c+it}\,d\mathcal{L}^1(t) \\
&=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{c-it}{c^2+t^2}\,d\mathcal{L}^1(t).
\end{align*}
The odd part integrates to $0$, and hence
\begin{align*}
K_T(1)
=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{c}{c^2+t^2}\,d\mathcal{L}^1(t)
=
\frac{1}{\pi}\arctan(T/c)
\to
\frac{1}{2}.
\end{align*}
Assume next that $y\neq 1$. The function
\begin{align*}
G_y:\mathbb{C}\setminus\{0\} &\to \mathbb{C} \\
s &\mapsto \frac{y^s}{s}
\end{align*}
is holomorphic away from the simple pole at $s=0$, where the residue is $1$. If $y>1$, let $R>0$ and close the segment from $c-iT$ to $c+iT$ by the positively oriented rectangle with left side $\operatorname{Re}(s)=-R$. On that rectangle, $|y^s|=y^{\operatorname{Re}(s)}$, so the left vertical side tends to $0$ as $R\to\infty$. On the horizontal sides, writing $s=\sigma\pm iT$ with $-R\leq \sigma\leq c$, we have $|s|\geq T$ and therefore
\begin{align*}
\int_{-R}^{c}\left|\frac{y^{\sigma\pm iT}}{\sigma\pm iT}\right|\,d\mathcal{L}^1(\sigma)
&\leq
\frac{1}{T}\int_{-R}^{c}y^\sigma\,d\mathcal{L}^1(\sigma) \\
&\leq
\frac{y^c}{T\log y}.
\end{align*}
Thus, after first letting $R\to\infty$ and then $T\to\infty$, the added sides contribute $0$. The enclosed pole at $s=0$ contributes residue $1$ by the [Residue Theorem](/theorems/352), so
\begin{align*}
\lim_{T\to\infty}K_T(y)=1.
\end{align*}
If $0<y<1$, let $R>c$ and close the segment to the right with right side $\operatorname{Re}(s)=R$. Since $y^R\to 0$ as $R\to\infty$, the right vertical side tends to $0$. On the horizontal sides, writing $s=\sigma\pm iT$ with $c\leq \sigma\leq R$, we have $|s|\geq T$ and hence
\begin{align*}
\int_{c}^{R}\left|\frac{y^{\sigma\pm iT}}{\sigma\pm iT}\right|\,d\mathcal{L}^1(\sigma)
&\leq
\frac{1}{T}\int_c^R y^\sigma\,d\mathcal{L}^1(\sigma) \\
&\leq
\frac{y^c}{T|\log y|}.
\end{align*}
The positively oriented right-closing rectangle traverses the original vertical segment downward, from $c+iT$ to $c-iT$, so its vertical contribution is the negative of the segment defining $K_T(y)$. Since the rectangle encloses no pole, because $s=0$ lies to the left of the line $\operatorname{Re}(s)=c>0$, the sum of all four contour integrals is $0$. The added sides vanish after first letting $R\to\infty$ and then $T\to\infty$, and therefore the original upward vertical integral has limit $0$:
\begin{align*}
\lim_{T\to\infty}K_T(y)=0.
\end{align*}
It remains to prove the uniform domination. Define
\begin{align*}
H_T:\mathbb{R} &\to \mathbb{C} \\
\lambda &\mapsto \frac{1}{2\pi}\int_{-T}^{\,T}\frac{e^{it\lambda}}{c+it}\,d\mathcal{L}^1(t).
\end{align*}
We prove that there is a constant $C_c>0$, depending only on $c$, such that $|H_T(\lambda)|\leq C_c$ for every $T\geq1$ and every $\lambda\in\mathbb{R}$. Pairing the terms at $t$ and $-t$ gives
\begin{align*}
H_T(\lambda)
=
\frac{1}{\pi}\int_0^{\,T}\frac{c\cos(t\lambda)+t\sin(t\lambda)}{c^2+t^2}\,d\mathcal{L}^1(t).
\end{align*}
The cosine contribution satisfies
\begin{align*}
\left|\frac{1}{\pi}\int_0^{\,T}\frac{c\cos(t\lambda)}{c^2+t^2}\,d\mathcal{L}^1(t)\right|
\leq
\frac{1}{\pi}\int_0^\infty\frac{c}{c^2+t^2}\,d\mathcal{L}^1(t)
=
\frac{1}{2}.
\end{align*}
For the sine contribution, define
\begin{align*}
b_c:[0,\infty)&\to\mathbb{R} \\
t&\mapsto \frac{t}{c^2+t^2}.
\end{align*}
The map $b_c$ is absolutely continuous, increases on $[0,c]$, decreases on $[c,\infty)$, and satisfies
\begin{align*}
\|b_c\|_{L^\infty([0,\infty))}=\frac{1}{2c},
\qquad
\operatorname{Var}_{[0,\infty)}(b_c)=\frac{1}{c}.
\end{align*}
If $|\lambda|\geq1$, [integration by parts](/theorems/2098) on each interval of monotonicity, applied to the absolutely continuous primitive $t\mapsto -\cos(t\lambda)/\lambda$ of $\sin(t\lambda)$, gives
\begin{align*}
\left|\int_0^{\,T} b_c(t)\sin(t\lambda)\,d\mathcal{L}^1(t)\right|
\leq
\frac{2\|b_c\|_{L^\infty([0,\infty))}+\operatorname{Var}_{[0,\infty)}(b_c)}{|\lambda|}
\leq
\frac{2}{c}.
\end{align*}
If $0<|\lambda|<1$, set $u=|\lambda|t$ and $\beta=c|\lambda|$. The sine contribution has absolute value
\begin{align*}
\left|\int_0^{|\lambda|T}\frac{u\sin u}{\beta^2+u^2}\,d\mathcal{L}^1(u)\right|.
\end{align*}
On $[0,1]$ this is at most $1$. On $[1,\infty)$ the function $u\mapsto u/(\beta^2+u^2)$ has total variation at most $2$ uniformly for $0<\beta<c$, and the primitive of $\sin u$ is bounded by $2$ on every interval. The Dirichlet integration-by-parts estimate therefore gives a bound at most $4$ on the part over $[1,|\lambda|T]$. Thus the sine contribution is bounded by $5$ when $0<|\lambda|<1$, and it is $0$ when $\lambda=0$. Hence
\begin{align*}
|H_T(\lambda)|\leq \frac{1}{2}+\frac{1}{\pi}\max\left\{\frac{2}{c},5\right\}=:C_c
\end{align*}
for all $T\geq1$ and all $\lambda\in\mathbb{R}$. Since $K_T(y)=y^cH_T(\log y)$, this proves
\begin{align*}
|K_T(y)|\leq C_c y^c
\end{align*}
for all $T\geq1$ and all $y>0$.
[/proof]
Applying the claim with $y=x/n$ gives, for each $n\in\mathbb{N}$,
\begin{align*}
\lim_{T\to\infty}K_T(x/n)
=
\begin{cases}
1, & n<x,\\
\frac{1}{2}, & n=x,\\
0, & n>x.
\end{cases}
\end{align*}
[guided]
The Perron kernel is designed to behave like a sharp cutoff. The claim says exactly that:
\begin{align*}
K_T(y)\to \mathbb{1}_{(1,\infty)}(y)+\frac{1}{2}\mathbb{1}_{\{1\}}(y).
\end{align*}
For $y=1$, there is no oscillation, and the computation is direct:
\begin{align*}
K_T(1)
&=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{1}{c+it}\,d\mathcal{L}^1(t) \\
&=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{c-it}{c^2+t^2}\,d\mathcal{L}^1(t).
\end{align*}
The imaginary part is odd as a function of $t$, so it integrates to $0$ over the symmetric interval $[-T,T]$. Thus
\begin{align*}
K_T(1)
=
\frac{1}{2\pi}\int_{-T}^{\,T}\frac{c}{c^2+t^2}\,d\mathcal{L}^1(t)
=
\frac{1}{\pi}\arctan(T/c)
\to
\frac{1}{2}.
\end{align*}
For $y\neq 1$, the sign of $\log y$ determines which side of the vertical line makes the exponential decay. Define
\begin{align*}
G_y:\mathbb{C}\setminus\{0\} &\to \mathbb{C} \\
s &\mapsto \frac{y^s}{s}.
\end{align*}
This function has a single simple pole at $s=0$, and its residue there is $1$ because $y^s=e^{s\log y}=1+O(s)$ as $s\to0$.
If $y>1$, then $y^{\operatorname{Re}(s)}$ decays as $\operatorname{Re}(s)\to-\infty$. Let $R>0$ and close the contour to the left by the rectangle whose left side is $\operatorname{Re}(s)=-R$. The pole $s=0$ lies inside the resulting contour because $c>0$. The left side vanishes as $R\to\infty$ because $y^{-R}\to0$. On a horizontal side $s=\sigma\pm iT$, with $-R\leq\sigma\leq c$, the bound $|s|\geq T$ gives
\begin{align*}
\int_{-R}^{c}\left|\frac{y^{\sigma\pm iT}}{\sigma\pm iT}\right|\,d\mathcal{L}^1(\sigma)
\leq
\frac{1}{T}\int_{-R}^{c}y^\sigma\,d\mathcal{L}^1(\sigma)
\leq
\frac{y^c}{T\log y}.
\end{align*}
Thus the horizontal sides vanish as $T\to\infty$. By the [Residue Theorem](/theorems/352), the limiting vertical integral equals the residue contribution, namely $1$.
If $0<y<1$, the exponential decays to the right. Let $R>c$ and close the contour to the right by the rectangle whose right side is $\operatorname{Re}(s)=R$. The pole $s=0$ is not enclosed, since it lies to the left of the original line $\operatorname{Re}(s)=c$. The right side vanishes as $R\to\infty$ because $y^R\to0$. On a horizontal side $s=\sigma\pm iT$, with $c\leq\sigma\leq R$, the bound $|s|\geq T$ gives
\begin{align*}
\int_c^R\left|\frac{y^{\sigma\pm iT}}{\sigma\pm iT}\right|\,d\mathcal{L}^1(\sigma)
\leq
\frac{1}{T}\int_c^R y^\sigma\,d\mathcal{L}^1(\sigma)
\leq
\frac{y^c}{T|\log y|}.
\end{align*}
For the right-closing rectangle, the positively oriented contour traverses the original vertical segment downward, from $c+iT$ to $c-iT$. Thus the contour integral contains the negative of the vertical integral defining $K_T(y)$. The pole $s=0$ is not enclosed, the added sides vanish as above, and therefore the limiting original vertical integral is $0$.
We also need a domination estimate before passing the limit through the infinite sum. Define
\begin{align*}
H_T:\mathbb{R} &\to \mathbb{C} \\
\lambda &\mapsto \frac{1}{2\pi}\int_{-T}^{\,T}\frac{e^{it\lambda}}{c+it}\,d\mathcal{L}^1(t).
\end{align*}
The estimate to prove is a uniform bound for $H_T(\lambda)$, independent of both $T$ and $\lambda$. Pair the integrand values at $t$ and $-t$. Since
\begin{align*}
\frac{e^{it\lambda}}{c+it}+\frac{e^{-it\lambda}}{c-it}
=
2\frac{c\cos(t\lambda)+t\sin(t\lambda)}{c^2+t^2},
\end{align*}
we have
\begin{align*}
H_T(\lambda)
=
\frac{1}{\pi}\int_0^{\,T}\frac{c\cos(t\lambda)+t\sin(t\lambda)}{c^2+t^2}\,d\mathcal{L}^1(t).
\end{align*}
The cosine part is uniformly bounded because
\begin{align*}
\left|\frac{1}{\pi}\int_0^{\,T}\frac{c\cos(t\lambda)}{c^2+t^2}\,d\mathcal{L}^1(t)\right|
\leq
\frac{1}{\pi}\int_0^\infty\frac{c}{c^2+t^2}\,d\mathcal{L}^1(t)
=
\frac{1}{2}.
\end{align*}
For the sine part, define the absolutely continuous amplitude
\begin{align*}
b_c:[0,\infty)&\to\mathbb{R} \\
t&\mapsto \frac{t}{c^2+t^2}.
\end{align*}
It has $\|b_c\|_{L^\infty([0,\infty))}=1/(2c)$ and total variation $1/c$. When $|\lambda|\geq1$, [integration by parts](/theorems/210) against the primitive $t\mapsto-\cos(t\lambda)/\lambda$ of $\sin(t\lambda)$ gives
\begin{align*}
\left|\int_0^{\,T} b_c(t)\sin(t\lambda)\,d\mathcal{L}^1(t)\right|
\leq
\frac{2\|b_c\|_{L^\infty([0,\infty))}+\operatorname{Var}_{[0,\infty)}(b_c)}{|\lambda|}
\leq
\frac{2}{c}.
\end{align*}
When $0<|\lambda|<1$, the substitution $u=|\lambda|t$ gives
\begin{align*}
\left|\int_0^{\,T} b_c(t)\sin(t\lambda)\,d\mathcal{L}^1(t)\right|
=
\left|\int_0^{|\lambda|T}\frac{u\sin u}{c^2|\lambda|^2+u^2}\,d\mathcal{L}^1(u)\right|.
\end{align*}
The part over $[0,1]$ is at most $1$, using $|\sin u|\leq u$. On $[1,\infty)$ the amplitude $u\mapsto u/(c^2|\lambda|^2+u^2)$ has uniformly bounded total variation, and the primitive of $\sin u$ is uniformly bounded; the same integration-by-parts estimate bounds this tail by a universal constant. Thus there is a constant $C_c>0$, depending only on $c$, such that $|H_T(\lambda)|\leq C_c$ for all $T\geq1$ and all $\lambda\in\mathbb{R}$. Since
\begin{align*}
K_T(y)
=
y^cH_T(\log y),
\end{align*}
we obtain
\begin{align*}
|K_T(y)|\leq C_c y^c.
\end{align*}
Substituting $y=x/n$ now gives
\begin{align*}
\lim_{T\to\infty}K_T(x/n)
=
\begin{cases}
1, & n<x,\\
\frac{1}{2}, & n=x,\\
0, & n>x.
\end{cases}
\end{align*}
[/guided]
[/step]
[step:Pass the kernel limit through the absolutely convergent Dirichlet series]
From the previous steps,
\begin{align*}
I_T(x)=\sum_{n=1}^{\infty}a_nK_T(x/n).
\end{align*}
The kernel bound gives
\begin{align*}
|a_nK_T(x/n)|
\leq
C_c x^c |a_n|n^{-c}.
\end{align*}
The dominating series
\begin{align*}
\sum_{n=1}^{\infty}C_c x^c |a_n|n^{-c}
\end{align*}
converges because $c>\sigma_a$. Therefore the [Dominated Convergence Theorem](/theorems/4) applied to the [measure space](/page/Measure%20Space) $(\mathbb{N},2^{\mathbb{N}},\#)$, where $\#$ denotes counting measure, yields
\begin{align*}
\lim_{T\to\infty}I_T(x)
&=
\sum_{n=1}^{\infty}a_n\lim_{T\to\infty}K_T(x/n) \\
&=
\sum_{n<x}a_n+\frac{1}{2}\mathbb{1}_{\mathbb{N}}(x)a_x.
\end{align*}
If $x\notin\mathbb{N}$, there is no integer $n$ with $n=x$, and the condition $n<x$ is equivalent to $n\leq x$ for $n\in\mathbb{N}$. Hence
\begin{align*}
\lim_{T\to\infty}I_T(x)=\sum_{n\leq x}a_n.
\end{align*}
If $x\in\mathbb{N}$, the term $n=x$ contributes exactly $\frac{1}{2}a_x$, so
\begin{align*}
\lim_{T\to\infty}I_T(x)=\sum_{n<x}a_n+\frac{1}{2}a_x.
\end{align*}
This is the asserted Perron formula.
[/step]