Tuesday, October 6, 2015

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




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



Nn=1anNn=1(1+an)exp{Nn=1an}(N=1,2,)



where the second inequality follows from the inequality 1+xex for all x0.


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