Tuesday, October 6, 2015

calculus - Equivalence of convergence of a series and convergence of an infinite product




Let $(a_n)_n$ be a sequence of non-negative real numbers.



Prove that $\sum\limits_{n=1}^{\infty}a_n$ converges if and only if the infinite product $\prod\limits_{n=1}^{\infty}(1+a_n)$ converges.




I don't necessarily need a full solution, just a clue on how to proceed would be appreciated.




Could any convergence test like the ratio or the root test help?


Answer



Hint: Since the $a_n$ are nonnegative, we have the inequalities



$$\sum_{n=1}^N a_n \le \prod_{n = 1}^N (1 + a_n) \le \exp\left\{\sum_{n = 1}^N a_n\right\}\quad (N = 1,2,\ldots)$$



where the second inequality follows from the inequality $1 + x \le e^x$ for all $x \ge 0$.


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