Let {an}n⩾ be a sequence of numbers in (0,1) such that a_n\to 0 but \sum\limits_{n\geqslant 1}a_n=\infty . Is it true that
\lim\limits_{n\to\infty}\ \sum\limits_{i=1}^n\ \prod\limits_{j=n-i+1}^n a_j=0\ \ \ ?
Had a_i's be decreasing, some proceedings could have been done. But right now, I don't know how to proceed.
Answer
Pick some p \in (0,1).
Choose n large enough so that
1) a_k < p for all k > n/4, this is possible since a_k \to 0.
2) p^{n/4}n < p, this is always possible and doesn't depend on the a_k
Now lets look at your sum:
a_n + a_na_{n-1}+a_na_{n-1}a_{n-2} + \dots + a_na_{n-1}a_{n-2}\dots a_1
If we look at the first n/2 terms, since all the a_k are involved are at most p we can bound this part of the sum by p+p^2+p^3+\dots = p/(1-p).
If we look at the remaining n/2 terms they are all divisible by n/4 of the a_k's we assumed to be less than p. So the total contribution is at most p^{n/4}n/2 < p/2 by our second assumption.
So this shows for any p \in (0,1) for all sufficiently large n this sum is bounded by p/(1-p) + p/2. But of course we can then choose p to make this as small as we want.
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