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I am trying to prove a claim:

Let $a_i \geq 0$ be a sequence, then $\sum_{i = 0}^\infty a_i < \infty$ implies $\prod_{i = 0}^\infty (1 + a_i) < \infty$

We can proceed by writing out the first few products...

$(1+a_0)(1+a_1) = (1 + a_0 + a_1 + a_0a_1)$

$(1+a_0)(1+a_1)(1+a_2) = ((1 + a_0 + a_1) + a_0a_1)(1+a_2) =(1 + a_0 + a_1)(1+a_2) + a_0a_1 + a_0a_1a_2 = 1+a_0+a_1+a_2 + a_0a_2 + a_1a_2 + a_0 a_1 + a_0a_1a_2$

...

So in general, it seems that $\prod_{i = 0}^\infty (1+a_i) = 1 + \sum_{i = 0}^\infty a_i + \text{cross terms} + \prod_{i = 0}^\infty a_i$. However $\prod_{i = 0}^\infty a_i$ blows up so I cannot see how it is bounded.

Does anyone see how to proceed from here?

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