Let (an)n be a sequence of non-negative real numbers.
Prove that ∞∑n=1an converges if and only if the infinite product ∞∏n=1(1+an) 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 an are nonnegative, we have the inequalities
N∑n=1an≤N∏n=1(1+an)≤exp{N∑n=1an}(N=1,2,…)
where the second inequality follows from the inequality 1+x≤ex for all x≥0.
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