Suppose a1,a2,…∈C and b1,b2,…∈R.
Suppose also that ∑an converges, that bn≤bn+1 for all n≥1, and that lim.
I want to show that
\lim_{N\rightarrow\infty}\dfrac{1}{b_N}\sum_{n=1}^Na_nb_n=0.
My intuition is that: As N gets large, a_n is very small (since its series is convergent), while b_n for n\leq N is bounded by b_N, which appears in the denominator, so \dfrac{a_nb_n}{b_N} is small. How can we actually make the argument?
Answer
Fix \varepsilon\gt 0: there is M such that if m\geqslant M and n\geqslant 0, then
\left|\sum_{j=m+1}^{m+n}a_j\right|\lt\varepsilon.
Define for k\geqslant M: s_k:=\sum_{j=M}^ka_j. We have for N\geqslant M:
\sum_{j=M+1}^Na_jb_j=\sum_{j=M+1}^N(s_j-s_{j-1})b_j=\sum_{j=M+1}^Ns_jb_j-\sum_{j=M}^{N-1}s_jb_{j+1}\\=s_Nb_N-s_Mb_{M+1}+\sum_{j=M+1}^{N-1}s_j(b_j-b_{j+1}),
hence
\left|\frac 1{b_N}\sum_{j=1}^Na_jb_j\right|\leqslant \frac 1{b_N}\left|\sum_{j=1}^Ma_jb_j\right|+|s_N|+\frac{|s_M|\cdot |b_{M+1}|}{b_N}+\varepsilon\frac{b_N-b_{M+1}}{b_N}\\ \leqslant \frac 1{b_N}\left|\sum_{j=1}^Ma_jb_j\right|+2\varepsilon+\frac{|s_M|\cdot |b_{M+1}|}{b_N}.
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