Proving Theorem: "If a Sequence Converts...

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SUMMARY

The theorem states that if a sequence \( a_1 + a_2 + ... \) converges and \( b_1, b_2, ... \) is a bounded monotonic sequence, then the series \( \sum_{v=1}^{\infty} a_v b_v \) converges. The proof utilizes the concept of partial sums \( s_n \) and the error term \( \xi_n = s_n - s \). The key step involves rewriting the sum \( \sum_{v=n}^m a_v b_v \) using summation by parts, leading to a bound that confirms convergence. This method is essential for understanding the relationship between the two sequences.

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Homework Statement



I recently posted a question asking to prove the following theorem:

"If a sequence a_1 + a_2 + ... converges and if b_1, b_2, ... is a bounded monotonic sequence of numbers, then (a_1)(b_1) + (a_2)(b_2) + ... converges"

Here is a proof that I came across for it:

Let s_n denote the partial sums of \sum_{v=1}^n a_v, s the sum, and let \xi_n = s_n - s. Then \sum_{v=n}^m a_v b_v = \sum_{v=n}^m (\xi_v - \xi_{v-1}) b_v = \sum_{v=n}^m \xi_v(b_v - b_{v+1}) - \xi_{n-1} b_n + \xi_m b_{m+1}.

For every sufficiently large v, |\xi_v| < \epsilon, and

\sum_{v=n}^m a_v b_v < \epsilon \sum_{v=n}^m |b_v - b_{v+1}| + \epsilon |b_n| + \epsilon |b_{m+1}| < \epsilon |b_n - b_{m+1}| + \epsilon |b_n| + \epsilon |b_{m+1}|.

This is in turn less than 4B \epsilon, where B is a bound for |b_v|, and the series \sum_{v=1}^{\\infty} a_v b_v converges


Homework Equations





The Attempt at a Solution



I understand the proof and everything. I was wondering though, how did the writer of the proof know to rewrite the sum as this: \sum_{v=n}^m a_v b_v = \sum_{v=n}^m (\xi_v - \xi_{v-1}) b_v = \sum_{v=n}^m \xi_v(b_v - b_{v+1}) - \xi_{n-1} b_n + \xi_m b_{m+1} ?

It just seems so random, something that I never would've thought about. If you could, could you please explain the thought processes he went through to realize he had to rewrite the sum in that form?

Thanks
 
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That formula is called "summation by parts." It is the discrete analog of integration by parts.
 
Ah, thanks! The wiki article on it isn't loading properly for whatever reason. I'll wait until tomorrow to give it another look. If I can't find what I'm looking for on the formula, I'll be back!

Thanks
 

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