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If I have a convergent monotonic series $\sum_{n \in \mathbb{N}}a_n = S < \infty$ then I now that the corresponding telescoping series $\sum_{n=0}^{\infty}(a_n-a_{n+1})$ converges too.

How can I demonstrate that another series

\begin{equation} \sum_{n=0}^{\infty}n(a_n-a_{n+1}) \end{equation}

converges and has the same limit as $\sum_{n=0}^{\infty} a_n$?

I tried with the method of differences but I end up with

\begin{align} \lim_{N\to \infty} \sum_{n=0}^{N}n(a_n-a_{n+1}) &= -\lim_{N\to \infty}Na_{N+1} + \lim_{N\to \infty} \sum_{n=0}^{N}a_n\\ &= S -\lim_{N\to \infty}Na_{N+1} \end{align}

$\lim_{N\to \infty}Na_{N+1}$ is now an indeterminate form $\infty \times 0$ and I have to show that it is equal to $0$.

1 Answers1

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Suppose $a_n = \frac{(-1)^n}{n}$. Then,

$$\sum_{n=1}^\infty n(a_n - a_{n+1}) = \sum_{n=1}^\infty n\left(\frac{(-1)^n}{n} - \frac{(-1)^{n+1}}{n+1}\right) = \sum_{n=1}^\infty (-1)^n \left(\frac{2n+1}{n+1}\right)$$

Michael Biro
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