Friday, 7 April 2017

real analysis - If $sumlimits_{n=1}^infty na_n$ converges , does $sumlimits_{n=1}^infty na_{n+1}$ converge?



I ask for some help with this question:



Prove or provide counter example:



If $\sum\limits_{n=1}^\infty na_n$ converges then $\sum\limits_{n=1}^\infty na_{n+1}$ also converges.




I tries this way:



If $\sum\limits_{n=1}^\infty na_n$ converges then $na_n \to 0$, therefore $a_n \to 0$.



There are 3 possible cases:



1) If $a_n >0 $ and $a_n$ is monotonic decreasing sequence then $na_{n+1}

2) If $a_n >0 $ and $a_n$ is not monotonic decreasing sequence : it is not possible that $a_{n+1}>a_n$ because in this case $a_n \to \infty$, therefore it must be $a_{n+1} \le a_n$ and $\sum_{n=1}^\infty na_{n+1}$ converges by Comparison Test.




3) If $a_n$ is sign-alternating series. There I have a problem to find a solution.



Thanks.


Answer



Yes. Put $b_n=na_n$, so the question is now (see my comment on the question):




If $\displaystyle\sum_{n=1}^\infty b_n$ converges, does $\displaystyle\sum_{n=1}^\infty\frac{b_n}{n}$ converge?





Let $s_n=\sum_{k=1}^n b_n$. We get (partial summation)
$$
\sum_{k=1}^n\frac{b_k}{k}
=\sum_{k=1}^n\frac{s_k-s_{k-1}}{k}
=\sum_{k=1}^n\Bigl(\frac1k-\frac1{k+1}\Bigr)s_k+\frac{s_n}{n+1}
=\sum_{k=1}^n\frac1{k(k+1)}s_k+\frac{s_n}{n+1}
$$
which converges as $n\to\infty$, because $s_k$ is bounded, so the sum is absolutely convergent.


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