Essentially, I would like to prove
$$ \sum_k f(k) \to \int f(k) \rho dE \tag{1}$$
where
$$ \rho = \frac{dk}{dE} \tag{2}$$
is the density of states and $k \to \infty$.
The model is that there is a system with $k$ energy levels with energies $E_k$. We consider a limit with infinitely many energy levels ($k \to \infty$). We can assume that in this limit $f(k)$ becomes a continuous function.
I know that Riemann sums converge to the integral, for example
$$ \sum_i f(x_i) (x_{i+1} - x_i) \to \int f(x) dx \tag{3}$$
for sufficiently good function $f(x)$ and properly chosen partition (i.e., $\max(x_{i+1} - x_i) \to 0$). But I can't reduce my equation $(1)$ to Riemann integral definition.