[proofplan]
We first prove that the partial sums of a nonprincipal Dirichlet character are uniformly bounded, using periodicity and the vanishing of the sum over one complete residue system. We then derive Abel summation for the tail $\sum_{M<n\leq N}\chi(n)n^{-s}$ with all boundary terms explicit. The boundedness of the partial sums makes the Abel summation formula uniformly Cauchy on compact subsets of the half-plane $\operatorname{Re}(s)>0$. Finally, the locally uniform limit of the holomorphic partial sums is holomorphic.
[/proofplan]
[step:Define the common half-plane and measure notation]
Throughout the proof, define the open right half-plane $H \subset \mathbb{C}$ by
\begin{align*}
H := \{s\in\mathbb{C}: \operatorname{Re}(s)>0\},
\end{align*}
and let $\mathcal{L}^1$ denote one-dimensional Lebesgue measure on $\mathbb{R}$.
[/step]
[step:Bound the character sums over initial intervals]
Define the complete-period character sum $S_\chi \in \mathbb{C}$ by
\begin{align*}
S_\chi := \sum_{a=1}^{q} \chi(a).
\end{align*}
Because $\chi$ is nonprincipal, there exists an integer $b \in \mathbb{Z}$ with $\gcd(b,q)=1$ and $\chi(b) \neq 1$. Multiplication by $b$ permutes the residue classes modulo $q$, so
\begin{align*}
S_\chi
= \sum_{a=1}^{q} \chi(a)
= \sum_{a=1}^{q} \chi(ba)
= \chi(b)\sum_{a=1}^{q}\chi(a)
= \chi(b)S_\chi.
\end{align*}
Since $\chi(b)\neq 1$, this gives $S_\chi=0$.
Define the partial-sum function
\begin{align*}
A: [1,\infty) &\to \mathbb{C} \\
x &\mapsto \sum_{1\leq n\leq x}\chi(n),
\end{align*}
where the condition $1\leq n\leq x$ means $1\leq n\leq \lfloor x\rfloor$. If $\lfloor x\rfloor = mq+r$ with $m\in \mathbb{N}\cup\{0\}$ and $r\in\{0,1,\dots,q-1\}$, then the contribution of the $m$ complete blocks of length $q$ is $mS_\chi=0$, and therefore
\begin{align*}
A(x)=\sum_{a=1}^{r}\chi(a).
\end{align*}
Since $|\chi(a)|\leq 1$ for every $a\in\mathbb{Z}$, we obtain
\begin{align*}
|A(x)|\leq q
\end{align*}
for every $x\geq 1$.
[guided]
The key input is cancellation over one full period. Let
\begin{align*}
S_\chi := \sum_{a=1}^{q}\chi(a)
\end{align*}
be the sum of $\chi$ over one complete set of residues modulo $q$. Since $\chi$ is nonprincipal, it is not identically $1$ on the reduced residue classes modulo $q$. Hence there is an integer $b$ with $\gcd(b,q)=1$ and $\chi(b)\neq 1$.
Multiplication by such a $b$ is a bijection on the residue classes modulo $q$. Thus reindexing the complete residue sum by $a\mapsto ba$ gives
\begin{align*}
S_\chi
= \sum_{a=1}^{q}\chi(a)
= \sum_{a=1}^{q}\chi(ba).
\end{align*}
Because $\chi$ is multiplicative as a Dirichlet character,
\begin{align*}
\sum_{a=1}^{q}\chi(ba)
= \chi(b)\sum_{a=1}^{q}\chi(a)
= \chi(b)S_\chi.
\end{align*}
Therefore $S_\chi=\chi(b)S_\chi$. Since $\chi(b)\neq 1$, subtracting gives $(1-\chi(b))S_\chi=0$, so $S_\chi=0$.
Now define
\begin{align*}
A: [1,\infty) &\to \mathbb{C} \\
x &\mapsto \sum_{1\leq n\leq x}\chi(n),
\end{align*}
where the finite sum is over integers $n$ with $1\leq n\leq \lfloor x\rfloor$. Write $\lfloor x\rfloor=mq+r$ with $m\in\mathbb{N}\cup\{0\}$ and $r\in\{0,1,\dots,q-1\}$. The first $mq$ terms split into $m$ complete periods, each of which has sum $S_\chi=0$. Only the remaining $r$ terms can contribute:
\begin{align*}
A(x)=\sum_{a=1}^{r}\chi(a).
\end{align*}
Since every value of a Dirichlet character has absolute value at most $1$, this gives
\begin{align*}
|A(x)|\leq \sum_{a=1}^{r}|\chi(a)|\leq r\leq q
\end{align*}
for every $x\geq 1$. Thus the partial sums of $\chi$ are bounded independently of $x$.
[/guided]
[/step]
[step:Express finite tails by Abel summation]
Let $M,N\in\mathbb{N}$ with $M<N$, and let $s\in H$. Define the function
\begin{align*}
f_s: [M,N] &\to \mathbb{C} \\
x &\mapsto x^{-s}:=\exp(-s\log x),
\end{align*}
where $\log x$ is the real logarithm. Since $f_s$ is continuously differentiable on $[M,N]$ and
\begin{align*}
f_s'(x)=-s x^{-s-1},
\end{align*}
we compute
\begin{align*}
s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x)
&= \sum_{n=M}^{N-1} s A(n)\int_n^{n+1}x^{-s-1}\,d\mathcal{L}^1(x) \\
&= \sum_{n=M}^{N-1} A(n)\bigl(n^{-s}-(n+1)^{-s}\bigr).
\end{align*}
Therefore
\begin{align*}
&A(N)N^{-s}-A(M)M^{-s}
+s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x) \\
&\qquad =
A(N)N^{-s}-A(M)M^{-s}
+\sum_{n=M}^{N-1}A(n)\bigl(n^{-s}-(n+1)^{-s}\bigr) \\
&\qquad =
\sum_{n=M+1}^{N}\bigl(A(n)-A(n-1)\bigr)n^{-s}.
\end{align*}
Since $A(n)-A(n-1)=\chi(n)$ for every integer $n\geq 2$, we obtain the Abel summation identity
\begin{align*}
\sum_{M<n\leq N}\frac{\chi(n)}{n^s}
=
A(N)N^{-s}-A(M)M^{-s}
+s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x).
\end{align*}
[guided]
We want to replace the oscillating tail of $\chi(n)n^{-s}$ by a formula involving the bounded partial sums $A(x)$. Fix integers $M<N$ and a complex number $s\in H$. Define
\begin{align*}
f_s: [M,N] &\to \mathbb{C} \\
x &\mapsto x^{-s}:=\exp(-s\log x),
\end{align*}
where $\log x$ is the real logarithm. This function is continuously differentiable on $[M,N]$, and differentiation gives
\begin{align*}
f_s'(x)=-s x^{-s-1}.
\end{align*}
The function $A$ is constant on each half-open interval $[n,n+1)$ for $n=M,\dots,N-1$, up to endpoints of $\mathcal{L}^1$-measure zero. Hence
\begin{align*}
s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x)
&=
\sum_{n=M}^{N-1}sA(n)\int_n^{n+1}x^{-s-1}\,d\mathcal{L}^1(x).
\end{align*}
Using $f_s'(x)=-s x^{-s-1}$, each integral becomes
\begin{align*}
s\int_n^{n+1}x^{-s-1}\,d\mathcal{L}^1(x)
= n^{-s}-(n+1)^{-s}.
\end{align*}
Therefore
\begin{align*}
s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x)
=
\sum_{n=M}^{N-1}A(n)\bigl(n^{-s}-(n+1)^{-s}\bigr).
\end{align*}
Now add the boundary terms. The expression
\begin{align*}
A(N)N^{-s}-A(M)M^{-s}
+\sum_{n=M}^{N-1}A(n)\bigl(n^{-s}-(n+1)^{-s}\bigr)
\end{align*}
telescopes: the coefficient of $n^{-s}$ for $M<n<N$ is $A(n)-A(n-1)$, the coefficient of $N^{-s}$ is also $A(N)-A(N-1)$, and the $M^{-s}$ terms cancel. Hence the whole expression equals
\begin{align*}
\sum_{n=M+1}^{N}\bigl(A(n)-A(n-1)\bigr)n^{-s}.
\end{align*}
By definition of $A$, we have $A(n)-A(n-1)=\chi(n)$ for every integer $n\geq 2$. Thus
\begin{align*}
\sum_{M<n\leq N}\frac{\chi(n)}{n^s}
=
A(N)N^{-s}-A(M)M^{-s}
+s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x).
\end{align*}
This is Abel summation in the precise form needed for the convergence estimate.
[/guided]
[/step]
[step:Prove compact-uniform convergence in the half-plane]
Let $K\subset H$ be compact. Define
\begin{align*}
\sigma_K := \min_{s\in K}\operatorname{Re}(s),
\qquad
R_K := \max_{s\in K}|s|.
\end{align*}
Since $K\subset H$ is compact, $\sigma_K>0$ and $R_K<\infty$. For $s\in K$ and $M<N$, the Abel summation identity and the bound $|A(x)|\leq q$ give
\begin{align*}
\left|\sum_{M<n\leq N}\frac{\chi(n)}{n^s}\right|
&\leq qN^{-\operatorname{Re}(s)}+qM^{-\operatorname{Re}(s)}
+|s|q\int_M^N x^{-\operatorname{Re}(s)-1}\,d\mathcal{L}^1(x) \\
&\leq qN^{-\sigma_K}+qM^{-\sigma_K}
+R_Kq\int_M^N x^{-\sigma_K-1}\,d\mathcal{L}^1(x) \\
&\leq 2qM^{-\sigma_K}
+\frac{R_Kq}{\sigma_K}M^{-\sigma_K}.
\end{align*}
The final expression tends to $0$ as $M\to\infty$, independently of $N$ and $s\in K$. Hence the partial sums
\begin{align*}
S_N: K &\to \mathbb{C} \\
s &\mapsto \sum_{n=1}^{N}\frac{\chi(n)}{n^s}
\end{align*}
form a uniformly [Cauchy sequence](/page/Cauchy%20Sequence) on $K$. Therefore the Dirichlet series converges uniformly on $K$. Since $K\subset H$ was arbitrary, the convergence is locally uniform on $H$.
[guided]
Fix a compact set $K\subset H$. To prove locally [uniform convergence](/page/Uniform%20Convergence), it is enough to prove that the tails are uniformly small for all $s\in K$. Define
\begin{align*}
\sigma_K := \min_{s\in K}\operatorname{Re}(s),
\qquad
R_K := \max_{s\in K}|s|.
\end{align*}
The compactness of $K$ and the inclusion $K\subset H$ imply $\sigma_K>0$. Also $R_K<\infty$.
Take $s\in K$ and integers $M<N$. Abel summation gives
\begin{align*}
\sum_{M<n\leq N}\frac{\chi(n)}{n^s}
=
A(N)N^{-s}-A(M)M^{-s}
+s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x).
\end{align*}
We now estimate each term. Since $|A(x)|\leq q$ and $|x^{-s}|=x^{-\operatorname{Re}(s)}$ for $x>0$,
\begin{align*}
|A(N)N^{-s}|\leq qN^{-\operatorname{Re}(s)},
\qquad
|A(M)M^{-s}|\leq qM^{-\operatorname{Re}(s)}.
\end{align*}
For the integral term, the triangle inequality for Lebesgue integrals gives
\begin{align*}
\left|s\int_M^N A(x)x^{-s-1}\,d\mathcal{L}^1(x)\right|
\leq
|s|q\int_M^N x^{-\operatorname{Re}(s)-1}\,d\mathcal{L}^1(x).
\end{align*}
Since $\operatorname{Re}(s)\geq \sigma_K$ and $|s|\leq R_K$ for every $s\in K$, we get
\begin{align*}
\left|\sum_{M<n\leq N}\frac{\chi(n)}{n^s}\right|
&\leq qN^{-\sigma_K}+qM^{-\sigma_K}
+R_Kq\int_M^N x^{-\sigma_K-1}\,d\mathcal{L}^1(x).
\end{align*}
Because $N>M$, the first boundary term satisfies $N^{-\sigma_K}\leq M^{-\sigma_K}$. Also
\begin{align*}
\int_M^N x^{-\sigma_K-1}\,d\mathcal{L}^1(x)
\leq
\int_M^\infty x^{-\sigma_K-1}\,d\mathcal{L}^1(x)
=
\frac{1}{\sigma_K}M^{-\sigma_K}.
\end{align*}
Thus
\begin{align*}
\left|\sum_{M<n\leq N}\frac{\chi(n)}{n^s}\right|
\leq
\left(2q+\frac{R_Kq}{\sigma_K}\right)M^{-\sigma_K}.
\end{align*}
The right-hand side tends to $0$ as $M\to\infty$ and does not depend on $N$ or on $s\in K$. Hence the partial sums are uniformly Cauchy on $K$, so the series converges uniformly on $K$. Since every compact subset of $H$ can be used as $K$, the convergence is locally uniform on $H$.
[/guided]
[/step]
[step:Pass holomorphy to the locally uniform limit]
For each $N\in\mathbb{N}$, define
\begin{align*}
S_N: H &\to \mathbb{C} \\
s &\mapsto \sum_{n=1}^{N}\chi(n)\exp(-s\log n).
\end{align*}
Each summand $s\mapsto \chi(n)\exp(-s\log n)$ is entire, so each $S_N$ is holomorphic on $H$. The preceding step shows that $(S_N)$ converges locally uniformly on $H$ to
\begin{align*}
L(\cdot,\chi): H &\to \mathbb{C} \\
s &\mapsto \sum_{n=1}^{\infty}\frac{\chi(n)}{n^s}.
\end{align*}
By the Weierstrass theorem on locally uniform limits of holomorphic functions, applied on the [open set](/page/Open%20Set) $H$ to the holomorphic functions $(S_N)$ and using the locally uniform convergence established above, the limit function $L(\cdot,\chi)$ is holomorphic on $H$. This proves both the asserted compact-uniform convergence and the holomorphy of the Dirichlet $L$-series in the half-plane $\operatorname{Re}(s)>0$.
[/step]