Relationship between Partial Harmonic Sum and Logarithm. Let $H_n$ denote the partial harmonic sum
$$H_n = \sum_{j=1}^n \frac{1}{j} \ \ .$$
I saw in some lecture notes that $H_n \approx \ln(n)$ without any explanation given. I tried to understand this approximation using Taylor series. Recall that the Taylor expansion of $\ln(x)$ for $x>0$ is
$$\ln(x) = 2 \sum_{j=1}^{\infty} \frac{ \bigg[ \displaystyle\frac{(x-1)}{(x+1)} \bigg]^{(2j-1)} }{2j-1} \ \ .$$
I tried to use this to obtain the connection, however I was unable to see the relationship between $H_n$ and $\ln(n)$.
I performed some crude numerical calculations and I'm not sure whether the approximation is correct because $H_n$ does not appear to be close to $\ln(n)$ for the values of $n$ that I have tried.
Can someone please help me understand this approximation or confirm my suspicions that there is an error in the notes.
If there is an error in the notes, does a relationship exist between the partial harmonic sum and the logarithm however?
 A: 
Claim:
$$H_n = \ln n + C + O\left(\frac{1}{n}\right)$$
where $C$ is the Euler–Mascheroni constant ($=0.5772156649...$)

Proof: For any natural $k$ and $x$ such that $k-1 \le x < k$, we have $[x] = k-1$. Hence, we also have $$\frac{1}{k} = \frac{1}{[x] + 1}$$
Therefore, $$\frac 1k = \int_{k-1}^k \frac 1k dx = \int_{k-1}^k \frac{dx}{[x]+1}$$
Now, summing the above equality from $1$ to $n$, we get
$$\sum_{k=1}^n\frac 1k = \sum_{k=1}^n\int_{k-1}^k \frac 1k dx = \int_{0}^n \frac{dx}{[x]+1}$$
We subtract the following equality from the above one:
$$\ln(n+1) = \int_0^n \frac{dx}{x+1}$$
to get
$$\sum_{k=1}^n \frac 1k - \ln(n+1) = \int_0^n \left( \frac{1}{[x]+1} - \frac{1}{x+1}\right)dx = \int_0^n \frac{x - [x]}{([x]+1)(x+1)}dx =: C_n$$ We denote $C = \lim C_n$ since $0 \le x-[x] < 1$ implies $$0 \le \frac{x - [x]}{([x]+1)(x+1)} < \frac{1}{x^2}, \ \ x\ge 1$$
which implies the improper integral (note: $\lim C_n$ was an improper integral) is convergent. Now, if we integrate the above inequality from $n$ to $\infty$, we get $$0 \le \int_n^\infty \frac{x - [x]}{([x]+1)(x+1)}dx \le \int_n^\infty \frac{dx}{x^2} = \frac 1n$$
Hence, we have
$$\int_0^n \frac{x - [x]}{([x]+1)(x+1)}dx = C + O\left(\frac 1n\right), \ \ n\in \mathbb N$$
Therefore, we conclude
$$\sum_{k=1}^n \frac{1}{k} = \ln(n+1) + C + O\left(\frac 1n\right)$$ Finally, noting that $\ln(n+1) = \ln n + O(1/n)$ completes the proof. $\square$
A: You may also use creative telescoping by noticing that $\frac{1}{k}$ is pretty close to $\log(k+1)-\log(k)=\log\left(1+\frac{1}{k}\right)$ for any large $k$. Indeed
$$ H_n -\log(n+1) = \sum_{k=1}^{n}\underbrace{\left(\frac{1}{k}-\log\left(1+\frac{1}{k}\right)\right)}_{\Theta(1/k^2)}=O(1) $$
and the approximation can be further improved by noticing that $\frac{1}{k}-\log\left(1+\frac{1}{k}\right)$ is pretty close to $\log\left(\frac{12k+1}{12k-5}\right)-\log\left(\frac{12k+13}{12k+7}\right)$:
$$ H_n = \log(n+1)+\gamma-\sum_{k>n}\left(\frac{1}{k}-\log\left(1+\frac{1}{k}\right)\right) $$
$$ H_n = \log(n+1)+\gamma-\log\left(\frac{12n+13}{12n+7}\right)+\sum_{k>n}\left(\frac{1}{k}-\log\left(1+\frac{1}{k}\right)-\log\left(\frac{12k+1}{12k-5}\right)-\log\left(\frac{12k+13}{12k+7}\right)\right) $$
$$\boxed{H_n=\log(n+1)+\gamma+\log\left(\frac{12n+7}{12n+13}\right)+O\left(\frac{1}{n^3}\right)}$$
where $\gamma$ is the Euler-Mascheroni constant, corresponding to $\sum_{k\geq 1}\left(\frac{1}{k}-\log\left(1+\frac{1}{k}\right)\right)$.
