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I've seen several proofs of Abel's test, but still I'm not sure if the proofs are as precious as they can be, hence I decided to proof the test and add some details whenever it's needed:

Theorem: Assume $\left\{a_{k}\right\}_{k\ge1},\left\{b_{k}\right\}_{k\ge1}$ are two real sequences, if $\sum_{k=1}^{\infty}a_{k}$ is convergent , $\left\{b_{k}\right\}_{k\ge1}$ is monotonic and $\sum_{k=1}^{\infty}b_{k}$ is convergent, then $\sum_{k=1}^{\infty}a_{k}b_{k}$ is also a convergent series.

Proof:

First define $$S_{n}:=\sum_{k=1}^{n}a_{k}\;\;\;\;,\;\;\text{and notice that} \;\;\;\;,\;\;S_0=0$$

and consider the following finite series:

$$\sum_{k=1}^{n}a_{k}b_{k}=\sum_{k=1}^{n}\left(S_{k}-S_{k-1}\right)b_{k}=\sum_{k=1}^{n}S_{k}b_{k}-\sum_{k=1}^{n}S_{k-1}b_{k}$$

Setting $k-1 \mapsto k$ in the right series follows:

$$=\sum_{k=1}^{n}S_{k}b_{k}-\sum_{k=0}^{n-1}S_{k}b_{k+1}=\sum_{k=1}^{n}S_{k}\left(b_{k}-b_{k+1}\right)+S_{n}b_{n+1}$$

Hence we showed that:

$$\bbox[5px,border:2px solid #00A000]{\sum_{k=1}^{n}a_{k}b_{k}=\sum_{k=1}^{n}S_{k}\left(b_{k}-b_{k+1}\right)+S_{n}b_{n+1}}$$


Since $\sum_{k=1}^{\infty}a_{k}$ is convergent we conclude that $\lim_{n \to \infty}S_n$ does exist and is a finite value, from convergent sequences are bounded it follows that there exist a real number $M$ such that $\forall n \in \mathbb N^{+}$: $\left|S_{n}\right|\le M$, now it's the time to use this fact:

$$\sum_{k=1}^{n}\left|S_{k}\left(b_{k}-b_{k+1}\right)\right|=\sum_{k=1}^{n}\left|S_{k}\right|\left|\left(b_{k}-b_{k+1}\right)\right|\le\sum_{k=1}^{n}M\left|\left(b_{k}-b_{k+1}\right)\right|=M\sum_{k=1}^{n}\left|\left(b_{k}-b_{k+1}\right)\right|$$

If $\left\{b_{k}\right\}_{k\ge1}$ is monotone decreasing then we have: $$\sum_{k=1}^{n}\left|\left(b_{k}-b_{k+1}\right)\right|=\sum_{k=1}^{n}\left(b_{k}-b_{k+1}\right)=b_{1}-b_{n+1}$$

Taking the limit of this expression:

$$\sum_{k=1}^{\infty}\left|\left(b_{k}-b_{k+1}\right)\right|=\lim_{n \to \infty}b_{1}-\lim_{n \to \infty}b_{n+1}$$

From term test we conclude: $$\sum_{k=1}^{\infty}\left|\left(b_{k}-b_{k+1}\right)\right|=b_1$$

If $\left\{b_{k}\right\}_{k\ge1}$ is monotone increasing then we have:

$$\sum_{k=1}^{n}\left|\left(b_{k}-b_{k+1}\right)\right|=-\sum_{k=1}^{n}\left(b_{k}-b_{k+1}\right)=-b_{1}+b_{n+1}$$

Again using the previous result yields: $$\sum_{k=1}^{\infty}\left|\left(b_{k}-b_{k+1}\right)\right|=-b_1$$

In either cases it's seen that $\sum_{k=1}^{\infty}\left|\left(b_{k}-b_{k+1}\right)\right|$ is convergent, from Constant Multiple Rule of convergent series we see that $M\sum_{k=1}^{\infty}\left|\left(b_{k}-b_{k+1}\right)\right|$ converges and using comparison test tells us that $\sum_{k=1}^{\infty}\left|S_{k}\left(b_{k}-b_{k+1}\right)\right|$ is also convergent, on the other hand we know that Absolutely Convergent Series is Convergent, so $\sum_{k=1}^{\infty}S_{k}\left(b_{k}-b_{k+1}\right)$ is convergent, besides $S_{n}b_{n+1}$ is fixed value, concludes:

$$\sum_{k=1}^{\infty}a_{k}b_{k} \;\;\;\;\;\;\text{converges}$$

Q.E.D.


I'm not sure if I've used the theorems properly, so can someone verify my proof?

Note

There is a little difference between this theorem and the theorem used in Wikipedia, because Wikipedia claims that the sequence $\left\{b_{k}\right\}_{k\ge1}$ must be bounded, but I replaced this condition to "$\sum_{k=1}^{\infty}b_{k}$ is convergent", if we just consider the Wiki's condition, then the proof won't change that much, I will show that my theorem implies Wiki's theorem but the converse is not true:

$\sum_{k=1}^{\infty}b_{k}$ is convergent then nth term test implies $$\lim_{k \to \infty}b_{k}=0 \iff \forall \epsilon >0, \exists N \in \mathbb N^{+}:\forall k\left(k\ge N \implies \left|b_{k}\right|<\epsilon\right)$$ So it's shown that the sequence $\left\{b_{k}\right\}_{k\ge N}$ is bounded.

Now I'm going to show that the converse is not true, a classic example is Harmonic series, because $\forall k \in \mathbb N^{+}$:

$$\frac{1}{k}\le1$$

However the sequence $\sum_{k=1}^{n}\frac{1}{k}$ is not convergent.

  • I believe you missed the term for $k = 0$ in the equation in the green box. – vonbrand Apr 21 '20 at 12:38
  • @vonbrand, I have not, since $S_0=0$ then it's equals to zero and I prevented of mentioning that –  Apr 21 '20 at 12:48

1 Answers1

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Your argument is sound (well done!) except for one detail at the end, where you say "besides $S_nb_{n+1}$ is fixed value". Since $S_nb_{n+1}$ depends on $n$, it does affect what happens when $n\to\infty$ in your green box. Fortunately the sequence $(S_n)$ is bounded, and by your hypothesis $b_n\to0$, so $\lim S_nb_{n+1}=0$, and you can properly conclude that $\sum a_kb_k$ converges.

Note that your theorem has the condition that $\sum b_k$ converges. This makes your theorem less general than the Wiki version. It is true that "$\sum b_k$ converges" implies "$(b_k)$ bounded", but this means that your condition is harder to satisfy, so your theorem is not usable in as many situations as the Wiki version. For example, you cannot apply your theorem to the case where $b_k$ is identically $1$ to conclude the obvious fact that $\sum a_k \cdot 1$ converges.

grand_chat
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  • You are totally true, but let me ask you some questions to make sure that I got your point, you proved $\lim S_nb_{n+1}=0$ because $S_n$ is bounded and since $\sum b_k$ converges using nth term test implies that $\lim_{n \to \infty} b_n=0$, and you (I guess ) have used squeeze theorem, now assume we are working on Wiki's theorem, I'm not sure how to prove $\lim S_nb_{n+1}=0$, but at least I know their limit is a finite value , since both $S_n$ and $b_n$ are bounded, can you help me to prove $\lim S_nb_{n+1}=0$ based on Wiki'ss theorem? –  Apr 22 '20 at 16:51
  • I think even without proving $\lim S_nb_{n+1}=0$ we still are able to prove that $\sum a_kb_k$ converges (in Wiki's theorem) , because it equals to $$\sum_{k=1}^{n}S_{k}\left(b_{k}-b_{k+1}\right)+S_{n}b_{n+1}$$ I already showed that the series on the left is convergent and also in the previous comment I showed that $S_{n}b_{n+1}$ always has a finite value, so a convergent series plus a finite value is convergent again and hence $\sum a_kb_k$ converges. –  Apr 22 '20 at 16:57
  • @user715522 To your second point: To prove that $\sum a_kb_k$ converges you need to show that $S_nb_{n+1}$ converges. It is not enough to show that $S_nb_{n+1}$ has a finite value for each $n$. For example the quantity $(-1)^n$ always has a finite value but it does not converge. – grand_chat Apr 22 '20 at 17:10
  • @user715522 To your first point: The Wiki proof will show that $S_nb_{n+1}$ converges, and that is all we need. In the Wiki version the limit is not necessarily zero, but in your version the limit is known to be zero. – grand_chat Apr 22 '20 at 17:11
  • Thanks, I got it, can you just show that how in Wiki version we can show that $S_nb_{n+1}$ converges? –  Apr 22 '20 at 17:15
  • @user715522 In the Wiki version $S_n$ is convergent (same as in your proof) and $b_n$ is convergent (because it is monotone and bounded). Finally the product of two convergent sequences is convergent. – grand_chat Apr 22 '20 at 17:17