De la Fórmula de Euler-Maclaurin suma, tenemos
$$\begin{align} \sum_{k=1}^K (x^{k^2}-x^{(k+\alpha)^2})&=\int_0^K (e^{y^2\log(x)}-e^{(y+\alpha)^2\log(x)})\,dy\\ &+\frac{e^{-K^2|\log(x)|}-e^{-(K+\alpha)^2|\log(x)|}-(1-e^{-\alpha^2|\log(x)|})}2 \\ &+\log(x)\int_0^K \left(2ye^{-y^2|\log(x)|}-2(y+\alpha)e^{-(y+\alpha)^2|\log(x)|}\right)P_1(y)\,dy \\ &=\int_0^\alpha e^{-y^2|\log(x)|}\,dy-\int_K^{K+\alpha}e^{-y^2|\log(x)|}\,dy\\ &+\frac{e^{-K^2|\log(x)|}-e^{-(K+\alpha)^2|\log(x)|}-(1-e^{-\alpha^2|\log(x)|})}2 \\ &+\log(x)\int_0^K \left(2ye^{-y^2|\log(x)|}-2(y+\alpha)e^{-(y+\alpha)^2|\log(x)|}\right)P_1(y)\,dy \tag 1\\ \end {Alinee el} $$
Tomando el límite como $K\to \infty$ $(1)$ revela
$$\begin{align} \sum_{k=1}^\infty (x^{k^2}-x^{(k+\alpha)^2})&=\int_0^\alpha e^{-y^2|\log(x)|}\,dy -\frac{1-e^{-\alpha^2|\log(x)|}}2 \\ &+\log(x)\int_0^\infty \left(2ye^{-y^2|\log(x)|}-2(y+\alpha)e^{-(y+\alpha)^2|\log(x)|}\right)P_1(y)\,dy \tag 2 \end {Alinee el} $$
Tomando el límite como $x\to 1^-$ $(2)$ rinde fruto codiciado
$$\lim{x\to ^-1}\sum{k=0}^\infty (x^{k^2}-x^{(k+\alpha)^2})=\alpha$$
¡como era de mostrarse!