We will use the following lemma three times.
Lemma. For all k≥1 and all 1≤M≤N we have
n=M∑Nn(n+k)1<k1n=M∑M+k−1n1.
*Proof.* Using n(n+k)1=k1(n1−n+k1) we see that
n=M∑Nn(n+k)1=k1n=M∑N(n1−n+k1)=k1n=M∑M+k−1n1−k1n=N+1∑N+kn1<k1n=M∑M+k−1n1.
If M≤N−k+1 the terms 1/n for M+k≤n≤N cancel out as they appear in both sums. When N<M+k−1, we have introduced extra terms which appear in both sums. In this case, the sum on the right hand side would only need to go up to n=N, but we do not need this stronger inequality. □
We will use this lemma in two special cases:
k=1n=M∑Nn(n+1)1<M1(17)
M=1n=1∑Nn(n+k)1<k1n=1∑kn1(18)
Let now S be a sum of a finite number of terms of the form mn(m+n+1)1.
Let N be such that no term with n>N or with m>N appears in S. For fixed m we obtain from (18) with k=m+1
n=1∑Nmn(m+n+1)1<m(m+1)1n=1∑m+1n1.
Hence
S<m=1∑Nm(m+1)1n=1∑m+1n1.
Instead of summing by row, we can first add along the columns. This gives
m=1∑Nm(m+1)1n=1∑m+1n1=m=1∑Nm(m+1)1+n=2∑N+1n1m=n−1∑Nm(m+1)1.
From (17) with M=1 and with M=n−1 we obtain
m=1∑Nm(m+1)1<1andm=n−1∑Nm(m+1)1<n−11.
Hence, S<1+∑n=2N+1n(n−1)1=1+∑n=1Nn(n+1)1<2 by (17) with M=1.