Evaluate the limit $\lim_{n\rightarrow \infty}\frac{1}{\sqrt{n}}\left(1+\frac{1}{\sqrt{2}}+\frac{1}{\sqrt{3}}+\ldots+\frac{1}{\sqrt{n}}\right)$

By Cesaro-Stolz

$$\ldots = \lim_{n \to \infty} \frac{\sum_{k=1}^{n+1} \frac{1}{\sqrt{k}}- \sum_{k=1}^{n} \frac{1}{\sqrt{k}} }{\sqrt{n+1}-\sqrt{n}} = \lim_{n \to \infty} \frac{\frac{1}{\sqrt{n+1}}}{\sqrt{n+1}-\sqrt{n}} = \lim_{n \to \infty} \frac{\frac{1}{\sqrt{n+1}}(\sqrt{n+1} + \sqrt{n})}{n+1 - n} = 2 $$

Also, there is another approach using the squeeze theorem that parallels your argument without appealing to the integral.

Since $\sqrt{k} + \sqrt{k-1} < 2\sqrt{k} < \sqrt{k} + \sqrt{k+1}$ we find the bounds

$$2(\sqrt{k+1} - \sqrt{k})=\frac{2}{\sqrt{k+1} + \sqrt{k}} \leqslant \frac{1}{\sqrt{k}} \leqslant \frac{2}{\sqrt{k} + \sqrt{k-1}} = 2(\sqrt{k} - \sqrt{k-1}).$$

As sums of the LHS and RHS are telescoping, we have

$$2(\sqrt{n+1} - 1) \leqslant \sum_{k=1}^n \frac{1}{\sqrt{k}} \leqslant 2\sqrt{n},$$

and

$$2(\sqrt{1+1/n} - 1/\sqrt{n}) \leqslant \frac{1}{\sqrt{n}}\sum_{k=1}^n \frac{1}{\sqrt{k}} \leqslant 2.$$

Now apply the squeeze theorem.

Notice that:

$$\frac1{\sqrt n}\sum_{k=1}^n\frac1{\sqrt k}=\frac1n\sum_{k=1}^n(k/n)^{-1/2}$$

As $n\to\infty$, we get a Riemann sum:

$$\lim_{n\to\infty}\frac1n\sum_{k=1}^n(k/n)^{-1/2}=\int_0^1x^{-1/2}~\mathrm dx=2x^{1/2}\bigg|_0^1=2$$

From the Euler-Maclaurin Summation Formula, we have

$$\begin{align} \frac{1}{\sqrt{n}}\sum_{k=1}^n\frac{1}{\sqrt{k}}&=\frac{1}{\sqrt{n}}\left(1+\int_1^n \frac{1}{\sqrt{x}}\,dx+\frac12\left(\frac{1}{n^{1/2}}-1\right)+O(1)\right)\\\\ &=2+O\left(\frac{1}{n^{1/2}}\right)\\\\ &\to 2\,\,\text{as}\,\,n\to \infty \end{align}$$