Problem:
Let {an} be a decreasing sequence of non-negative real numbers. Suppose that lim Also, assume that the partial sum sequence \{B_n\} of the series \sum_{n=1}^\infty b_n is bounded. Show that the series \sum_{n=1}^\infty a_nb_n converges.
My attempt:
To show that the series \sum_{n=1}^\infty a_nb_n converges, I tried to show that sequence of partial sums \{\sum_{i=1}^n a_ib_i\}_{n\in \mathbb{N}} converges. I tried to do this by showing that this sequence of partial sums is Cauchy.
Let \varepsilon > 0. Let M be the bound on \{B_n\}. Since \displaystyle\lim_{n\to \infty} a_n = 0 we have that there exists N\in \mathbb{N} such that for all n > N we have |a_n| < \dfrac{\varepsilon}{2M}. Let m,n > N. We have that
\begin{align*} \left|\sum_{i=1}^n a_ib_i - \sum_{i=1}^m a_ib_i\right| &= \left|\sum_{i=1}^N a_i b_i - \sum_{i=N+1}^n a_i b_i -\sum_{i=1}^N a_i b_i + \sum_{i=N+1}^m a_ib_i \right|\\ &=\left| \sum_{i=N+1}^m a_ib_i - \sum_{i=N+1}^n a_i b_i\right|\\ &\leq \left| \sum_{i=N+1}^m a_ib_i\right| + \left|\sum_{i=N+1}^n a_i b_i\right|\\ &\leq \text{ something }\\ &\leq |a_N|M + |a_N|M \\ &<\varepsilon \end{align*}
My problem is the middle step/s labeled "something". I'm not sure how to relate the bound M to \sum_{i=N+1}^n a_i b_i. I'd appreciate any help. Is this the right idea for the problem?
Thanks in advance!
Answer
There is a formula called 'partial summation' formula or Abel's transformation which is useful in this case.
It basically states that:
\sum_{i=1}^na_nb_n=\sum_{i=1}^{n-1}A_n(b_n-b_{n+1})+A_nb_n
where
A_n=\sum_{i=1}^na_n
You have
\lim_{n\to\infty}b_n=0such that b_n>b_{n+1},\forall n
and that |A_n|\le Mfor some M\in\mathbb{R}
If you apply the formula to the series, then notice that A_nb_n\to0
And, you have
|A_n(b_n-b_{n+1})|\le M(b_n-b_{n+1})
so that the series \sum_1^\infty A_n(b_n-b_{n+1}) is convergent(the series of terms on the right side of the inequality is telescoping,so convergent. Hence the comparison test is used).
Your claim now follows.
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