Let { a n } n ≥ 1 , { b n } n ≥ 1 be sequences of positive numbers with { b n } n ≥ 1 non-decreasing, such that i = 1 ∑ ∞ a i b i < + ∞ . Is it true that k = 1 ∑ ∞ a 1 + ⋯ + a k b 1 + … + b k < + ∞ .
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We prove that k = 1 ∑ ∞ a 1 + … a k b 1 + … + b k ≤ 8 k = 1 ∑ ∞ a k b k < + ∞
Let { c n } n ≥ 1 be a sequence of positive numbers to be chosen later. Using Cauchy-Shwartz inequality
a 1 + … + a k b 1 + … + b k ≤ ( c 1 + … + c k ) 2 b 1 + … + b k ∑ i = 1 k a i c i 2 .
( ∗ ) : = k = 1 ∑ ∞ a 1 + ⋯ + a k b 1 + … + b k ≤ a 1 b 1 + ∑ i ≥ 2 a i c i 2 ∑ k ≥ i ( c 1 + … + c k ) 2 b 1 + … + b k .
Now, we chose c n , let D 0 = 0 , D 1 = 0 , D n = b 1 + ( b 1 + b 2 ) + … + ( b 1 + … + b n − 1 ) and c n = D n + 1 D n − D n D n − 1 , so that
b 1 + … + b n = D n + 1 − D n and ( c 1 + … + c n ) 2 = D n + 1 D n .
This gives ∑ k ≥ i ( c 1 + … + c k ) 2 b 1 + … + b k = ∑ k ≥ i D k + 1 D k D k + 1 − D k = ∑ k ≥ i D k 1 − D k + 1 1 ≤ D i 1 . Thus ( ∗ ) ≤ a 1 b 1 + ∑ i > 1 a i c i 2 / D i , and it is enough to prove that D i b i c i 2 ≤ 8 , for this we first note that b 1 + … + b k ≤ 2 b k D k + 1 , indeed
( b 1 + … + b k ) 2 ≤ 2 ( b 1 2 + … + b k 2 ) + 2 ∑ r < s ≤ k b r b s ≤ 2 [ b 1 b 1 + b 2 ( b 1 + b 2 ) + … + b k ( b 1 + … + b k ) ] ≤ \nonumber 2 b k [ b 1 + ( b 1 + b 2 ) + … + ( b 1 + … + b k ) ] = 2 b k D k + 1 .
Consequently, D i b i c i 2 = b i ( D i + 1 − D i − 1 ) 2 = b i ( D i + 1 + D i − 1 ) 2 ( D i + 1 − D i − 1 ) 2 ≤ b i D i + 1 ( 2 ( b 1 + … + b i ) ) 2 ≤ 8 .