Let an be a sequence of real numbers (note necessarily positive) such that ∑an converges absolutely. Prove that ∑ean−1 converges absolutely
My attempt: We use Cauchy's criterion. For every p,q∈N, we have that
|q∑n=p+1|ean−1||=q∑n=p+1|ean−1|
Using the power series representation of the exponent, we have that
ean−1=∞∑k=1aknk!
and therefore
q∑n=p+1|ean−1|=q∑n=p+1|∞∑k=1aknk!|=q∑n=p+1|lim
Since the absolute value is continuous, we can take the limit out of the sum, and then use the triangle inequality to get
\sum\limits_{n=p+1}^q\lim\limits_{j\to\infty}\left|\sum\limits_{k=1}^{j}\frac{a_n^k}{k!}\right| \leq \sum\limits_{n=p+1}^q\lim\limits_{j\to\infty}\sum\limits_{k=1}^j\frac{|a_n|^k}{k!}
Since the outer sum is finite, we can switch it with the limit and switch summation order to get
= \lim\limits_{j\to\infty}\sum\limits_{k=1}^j\frac{1}{k!}\sum\limits_{n=p+1}^q|a_n|^k
Since \sum |a_n| converges, then from some N_1, |a_n| < 1, and therefore for all k, we will have that |a_n|^k \leq |a_n|. Let p,q > N_1. Then
\lim\limits_{j\to\infty}\sum\limits_{k=1}^j\frac{1}{k!}\sum\limits_{n=p+1}^q|a_n|^k \leq\lim\limits_{j\to\infty}\sum\limits_{k=1}^j\frac{1}{k!}\sum\limits_{n=p+1}^q|a_n|
Let \varepsilon > 0. Since \sum|a_n| converges, then it satisfies Cauchy's criterion, and therefore there exists N_2 such that for all p,q > N_2,
\sum\limits_{n=p+1}^q|a_n| < \frac{\varepsilon}{e-1}
To finish, we pick N = \max(N_1,N_2), and then for all p,q>N, we have
\left|\sum\limits_{n=p+1}^q|e^{a_n} - 1|\right| = \sum\limits_{n=p+1}^q|e^{a_n}-1| \leq \lim\limits_{j\to\infty}\sum\limits_{k=1}^j\frac{1}{k!}\frac{\varepsilon}{e-1} = (e-1)\frac{\varepsilon}{e-1} = \varepsilon
as needed.
How is the proof? Can someone come up with a shorter, less complicated proof for this?
Answer
Your proof is fine, just a bit verbose. As mentioned in the comments, the key inequality is
|e^t-1|\le c|t|\tag{*}
for |t|\le1. But you can get to (*) using your power series approach as well: If |t|\le1, then
|e^{t}-1|=\left|\sum_{k=1}^\infty\frac{t^k}{k!}\right|\le \sum_{k=1}^\infty\frac{|t|^k}{k!}\le|t|\sum_1^\infty\frac1{k!}=(e-1)|t|.
Once you've established (*), you can continue with the Cauchy criterion: If N_1 is such that |a_n|<1 whenever n>N_1, then if p,q>N_1
\sum_{n=p+1}^q|e^{a_n}-1|\le\sum_{p+1}^qc|a_n|,
or just use (*) directly in the Comparison test.
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