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Prove that if $\displaystyle \sum_{n=1}^ \infty na_n$ converges, then $\displaystyle\sum_{n=1}^ \infty a_n$ converges.

No, $a_n$ are not necessarily positive numbers.

I've been trying summation by parts.

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  • Think about what the summation converges to. If it converges to some real number then what would the sum of $n*a_n$ converge to? – Connor James Feb 03 '16 at 03:04
  • I'd suggest writing $n=\sum_{k=1}^n 1$, then interchanging the order of summation on the partial sums. It should be clear what's happening to the terms to allow convergence. – Chappers Feb 03 '16 at 03:05
  • @A.S. You can for the partial sums, since they're finite. – Chappers Feb 03 '16 at 03:09
  • @Chap Then I get $\sum_{j=1}^N S_N-S_{j-1}$. I don't see how this is a simplification. – A.S. Feb 03 '16 at 03:51

2 Answers2

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Let $S_n = \sum_{k=1}^n ka_k$ with $S_0 = 0$ and $T_n = \sum_{k=1}^n a_k$ then we have $$T_n = \sum_{k=1}^n \dfrac{S_k - S_{k-1}}{k} = \dfrac{S_n}{n} + \sum_{k=1}^{n-1}(\dfrac{1}{k} - \dfrac{1}{k+1})S_k = \dfrac{S_n}{n} + \sum_{k=1}^{n-1}\dfrac{1}{k(k+1)}S_k$$

Then it's clear that $T_n$ converges since $S_n$ converges and $\sum_{n=1}^\infty\dfrac{1}{n(n+1)}$ is finite

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Dirichlet's Test with {$na_n$} and {$1/n$}?

  • Since $\sum_{n=1}^\infty na_n$ converges, the partial sums $\sum_{n=1}^\infty na_n$ are bounded.
  • $\lim \frac {1}{n} = 0$.
  • The sequence $\frac {1}{n}$ is monotone, therefore the series $\sum_{n=1}^\infty \left\lvert \frac {1}{n+1} - \frac {1}{n}\right\rvert$ converges and the conditions hold for the test.
    So, $\sum_{n=1}^\infty (\frac {1}{n})(na_n)$=$\sum_{n=1}^\infty a_n$ converges.