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I'm trying to solve the following problem:

If $\left(\, a_{n}\,\right)$ is a positive monotonically increasing and diverging sequence of real numbers and $\left(\, c_{n}\,\right)$

is a summable sequence, then $\lim_{\, n \to \infty}\, \left(\, a_{n}^{-1}\sum_{k = 1}^{n}a_{k}\, c_{k}\,\right) = 0$.

I can't figure out how to proceed or to use the given assumptions on divergence and summability. I'd appreciate some help.

Felix Marin
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adrija
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    Does summable sequence mean $\sum c_n<\infty$? – Learnmore Nov 17 '16 at 10:30
  • Yes, that's what I meant. – adrija Nov 17 '16 at 10:38
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    "Summable sequence" usually means (for real or complex sequences, it's different in infinite-dimensional spaces or general topological groups) that $\sum \lvert c_n\rvert < +\infty$. So we may assume $c_n \geqslant 0$ to avoid writing absolute value signs. If you split at a fixed $m$, for $n > m$ you have $$0 \leqslant a_n^{-1}\sum_{k = 1}^n a_k c_k = a_n^{-1}\sum_{k = 1}^m a_k c_k + \sum_{k = m+1}^n \frac{a_k}{a_n}c_k \leqslant a_n^{-1}\sum_{k = 1}^m a_kc_k + \sum_{k = m+1}^n c_k.$$ Does that give you an idea? – Daniel Fischer Nov 17 '16 at 11:29

2 Answers2

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If "summable sequence" is to be understood in the sense of general summability (see also), then $\sum_{k = 1}^\infty \lvert c_k\rvert < +\infty$, and we have a short proof by splitting at a fixed index $m$:

$$\Biggl\lvert\, a_n^{-1}\sum_{k = 1}^n a_kc_k\Biggr\rvert \leqslant a_n^{-1} \sum_{k = 1}^m a_k\lvert c_k\rvert + \sum_{k = m+1}^n \frac{a_k}{a_n}\lvert c_k\rvert \leqslant a_n^{-1}\sum_{k = 1}^m a_k\lvert c_k\rvert + \sum_{k = m+1}^n \lvert c_k\rvert,$$

and since $a_n \to +\infty$, we have

$$\lim_{n\to\infty} a_n^{-1}\sum_{k = 1}^m a_k\lvert c_k\rvert = 0,$$

from which we deduce

$$\limsup_{n\to\infty}\; \Biggl\lvert\, a_n^{-1}\sum_{k = 1}^n a_k c_k\Biggr\rvert \leqslant \sum_{k = m+1}^\infty \lvert c_k\rvert.$$

That holds for all $m$, and therefore

$$\limsup_{n\to\infty}\; \Biggl\lvert\, a_n^{-1}\sum_{k = 1}^n a_k c_k\Biggr\rvert \leqslant \lim_{m\to\infty} \sum_{k = m+1}^\infty \lvert c_k\rvert = 0.$$

If "summable sequence" is to be understood merely as the existence of

$$\lim_{n\to\infty} \sum_{k = 1}^n c_k,$$

i.e. possibly conditional convergence of the series $\sum c_k$, then we must argue more carefully. Since $(a_n)$ is monotonic, summation by parts leads to the goal. For $n \geqslant 1$, we define

$$r_n := \sum_{k = n}^\infty c_k\qquad \text{and}\qquad s_n := \sup \{ \lvert r_k\rvert : k \geqslant n\}.$$

The (conditional) convergence of $\sum_{k = 1}^\infty c_k$ ensures that $r_n$ is well-defined, and $r_n \to 0$, which also entails $s_n \to 0$. Then for an arbitrary $m \in \mathbb{N}$ and $n > m$, we have

\begin{align} \sum_{k = m+1}^n a_k c_k &= \sum_{k = m+1}^n a_k(r_k - r_{k+1}) \\ &= \sum_{k = m+1}^n a_k r_k - \sum_{k = m+2}^{n+1} a_{k-1} r_k \\ &= a_{m+1} r_{m+1} - a_n r_{n+1} + \sum_{k = m+2}^n (a_k - a_{k-1})r_k, \end{align}

and therefore

\begin{align} \Biggl\lvert \sum_{k = m+1}^n a_k c_k\Biggr\rvert &\leqslant a_{m+1}\lvert r_{m+1}\rvert + a_n\lvert r_{n+1}\rvert + \sum_{k = m+2}^n (a_k - a_{k-1})\lvert r_k\rvert \\ &\leqslant a_{m+1}s_{m+1} + a_ns_{n+1} + \sum_{k = m+2}^n (a_k - a_{k-1})s_k \\ &\leqslant s_{m+1}\cdot\Biggl(a_{m+1} + a_n + \sum_{k = m+2}^n (a_k - a_{k-1})\Biggr)\\ &= 2s_{m+1}a_n. \end{align}

Then we estimate

$$\Biggl\lvert\, a_n^{-1}\sum_{k = 1}^n a_kc_k\Biggr\rvert \leqslant a_n^{-1} \sum_{k = 1}^m a_k\lvert c_k\rvert + a_n^{-1}\Biggl\lvert\sum_{k = m+1}^n a_k c_k\Biggr\rvert \leqslant a_n^{-1} \sum_{k = 1}^m a_k\lvert c_k\rvert + 2s_{m+1}$$

and conclude

$$\limsup_{n\to\infty}\; \Biggl\lvert\, a_n^{-1}\sum_{k = 1}^n a_k c_k\Biggr\rvert = 0$$

as above.

Daniel Fischer
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Since $\sum c_n<\infty \implies \lim c_n=0$

Now the $n^{th}$ term of the given sequence

$u_n=\dfrac{a_1c_1+a_2c_2+\ldots +a_nc_n}{a_n}=(\dfrac{a_1}{a_n})c_1+(\dfrac{a_2}{a_n})c_2+\ldots +(\dfrac{a_n}{a_n})c_n=\sum _{k=1}^nb_kc_k$

where $b_k=(\dfrac{a_k}{a_n})<1$

So $\lim_{n\to \infty}u_n=\lim_{n\to \infty}\sum _{k=1}^nb_kc_k=\sum_{k=1}^\infty b_kc_k$

Since $a_n$ is unbounded so for each $n\in \Bbb N\exists a_n$ such that $a_n\ge n^2\implies \dfrac{1}{a_n}\le \dfrac{1}{n^2}$

Also $\lim c_n=0\implies \exists p\in \Bbb N$ such that $|c_n|\le \frac{1}{n}\forall n\in \Bbb N$

Combining two we have $\lim_{n\to \infty} u_n=0$

Learnmore
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