For each $0<\alpha<1$ the series $$\sum_{n=1}^{\infty}\frac{\sin(nx)}{n^{\alpha}}$$ converges for every $x$ but is not the Fourier series of a Riemann integrable function.
a) If the conjugate Dirichlet kernel is defined by
$$\bar {D}_{N}(x)=\sum_{|n|\le N}\operatorname{sign}(x)e^{inx} \quad \text{where } \operatorname{sign}(x)=\begin{cases} 1 & \text{if } n>0 \\ 0 & \text{if } n=0 \\ -1\ & \text{if } n<0.\end{cases}$$ then show that $$\bar {D}_{N}(x)=\frac{\cos(x/2)-\cos((N+1/2)x)}{\sin(x/2)},$$ and $$\int_{-\pi}^{\pi}|\bar{D}_{N}(x)|dx\le c\log(N).$$ b) As as result, if $f$ is a Riemann integrable, then $$(f*\bar{D}_{N})(0)=O(\log N).$$ c) In the present case, this leads to $$\sum_{n=1}^{N}\frac{1}{n^\alpha}=O(\log N),$$
which is a contradiction.
I proved that $$\bar {D}_{N}(x)=\frac{\cos(x/2)-\cos((N+1/2)x)}{\sin(x/2)},$$ by using: $$D_{N}(x)=\sum_{n=-N}^{N}e^{inx}=\frac{\sin((N+1)x)}{\sin(x/2)}$$ But I don't know how to prove $$\int_{-\pi}^{\pi}|\bar{D}_{N}(x)|dx\le c\log(N).$$