 Solution

For $n\le x$, write $F(n)=F(x)-{\int }_n^x{F}^{\prime }(t)dt$, multiply by $f(n)$ and sum. Interchanging a finite sum with the integral gives the Abel summation formulaApply it with $F(t)=t^{-s}$ and $S(t)={\sum }_{n\le t}{a}_n$. If $\sigma >\alpha$, the boundary term is $O(x^{\alpha -\sigma })\to 0$ and ${\int }_1^{\infty }|S(t)t^{-s-1}|dt$ converges. Therefore the Dirichlet series converges andChoose $C$ with $|S(t)|\le C{t}^{\alpha }$ for $t\ge 1$. For $\sigma >\alpha +\delta$,The Weierstrass M-test proves uniform convergence of $\sum I_m$ on this entire open half-plane. For fixed $s$, the same estimate with its actual $\sigma$ gives $I_m(s)=O(m^{\alpha -1-\sigma })$. Each $I_m$ is an entire function, since its integral has bounded positive $t$ range and can be differentiated in $s$ under an integrable bound on each compact set. Thus the locally uniform sum is holomorphic, and so is its product with $s$. This gives holomorphy from polynomial growth of arithmetic partial sums and proves holomorphy of $A$ for $\mathrm{Re}s>\alpha$. Multiplication by the unbounded factor $s$ does not assert uniform convergence of $A$ on a whole unbounded half-plane; local uniform convergence is what the holomorphy argument needs.

With $a_n=\mu (n)$ and the hypothetical bound, $A_{\mu }(s)$ is holomorphic for $\mathrm{Re}s>3/4$. On $\mathrm{Re}s>1$, the Euler product gives $\zeta (s)A_{\mu }(s)=1$. The identity theorem extends this as a meromorphic identity throughout the connected half-plane $\mathrm{Re}s>3/4$. Hence $\zeta$ has no zeros in that half-plane: at any zero, the product with the holomorphic $A_{\mu }$ would be zero. The pole at one is not a zero; $A_{\mu }$ has a compensating zero there.