The question is :
If ∑un is a divergent series of positive real numbers and sn=u1+u2+⋯+un , prove that the series ∑unsn is divergent.
I tried my best. But I failed. Please help me by giving me a hint. Thank you in advance.
My solution :
Let {tn} be the sequence of partial sums of the series ∑unu1+u2+⋯+un. Let sn=u1+u2+⋯+un. If we can prove that {tn} is not Cauchy then our purpose will be served. For this we have to show that ∃ϵ>0 such that ∀n∈N,∃p∈N for which tn+p−tn≥ϵ. Now since ∑un is divergent, then so is {sn}. Hence ∀n∈N,∃q∈N such that sn+q>2sn.
Now, tn+q−tn=un+1sn+1+un+2sn+2+⋯+un+qsn+q>un+1+un+2+⋯+un+qsn>sn+q−snsn>1 which proves that {tn} is not a Cauchy sequence, hence the series ∑ansn is divergent.
Answer
Your idea is nice, unfortunately its very last step has a crucial mistake: the largest of the numbers sn+1,…,sn+q is sn+q (because {sn} increases), so the corect inequality is
un+1sn+1+un+2sn+2+⋯+un+qsn+q>un+1+un+2+⋯+un+qsn+q>sn+q−snsn+q=1−snsn+q
and with this you have reached a dead end, because 1−snsn+q<1, which does not help you.
This question has been asked awfully many times here, just see this instance of it and from there follow the links that take you along a full chain of duplicates, full of various solutions.
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