I really don't want spoilers for this problem, but I am wondering if my approach is correct. (I am of course looking for a solution based on "standard" stuff regarding series, not relying on some exotic theorem from which it may follow immediately.)
Let an>0 for all n=1,2,3,… and suppose ∞∑n=1an converges. Let σn=nn+1.
To show that ∞∑n=1aσnn converges, first observe that
lim sup
so since \sum a_n converges, \limsup \sqrt[n]{a_n^{\sigma_n}} \leq 1 .
If \limsup (\sqrt[n]{a_n^{\sigma_n}}) < 1 , the result follows (by the Root test). Suppose \limsup (\sqrt[n]{a_n^{\sigma_n}}) = 1 intsead. Then (this part may be totally wrong) since a_n > 0 and a_n \to 0 , \lim\limits_{n \to \infty} \sqrt[n]{a_n^{\sigma_n}} = 1 , which means
\lim\limits_{n \to \infty} \dfrac{1}{\sqrt[n]{a_n}} = \liminf\limits_{n \to \infty} \dfrac{1}{\sqrt[n]{a_n}} = 1.
Hence one can find N \in \mathbf{N} such that for all n \geq N , (i) 0 < a_n < 1 and (ii) 1 < \dfrac{1}{a_n^{1/(n+1)}} < 2 . Then
|a_n^{\sigma_n}| = \left|a_n^{1 - \tfrac{1}{n+1}}\right| = |a_n| \cdot \left|\dfrac{1}{a_n^{1/(n+1)}}\right| \leq 2|a_n|
so \sum\limits_{n=1}^{\infty} a_n^{\sigma_n} must converge by the Comparison test.
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