Does the series converge?

Level 2

Let { a n } n 1 , { b n } n 1 \{a_n\}_{n\geq 1}, \{b_n\}_{n\geq 1} be sequences of positive numbers with { b n } n 1 \{b_n\}_{n\geq 1} non-decreasing, such that i = 1 b i a i < + . \sum\limits_{i=1}^{\infty} \frac {b_i} {a_i}<+\infty. Is it true that k = 1 b 1 + + b k a 1 + + a k < + . \sum\limits_{k=1}^{\infty} \frac {b_1+\ldots + b_k} {a_1+\dots + a_k}<+\infty.

Depends on the parameters No Yes

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1 solution

Pedro Amaral
Apr 10, 2018

We prove that k = 1 b 1 + + b k a 1 + a k 8 k = 1 b k a k < + \sum\limits_{k=1}^{\infty} \frac {b_1+\ldots + b_k} {a_1+\dots a_k}\leq 8 \sum\limits_{k=1}^{\infty} \frac { b_k} {a_k}<+\infty

Let { c n } n 1 \{c_n\}_{n\geq 1} be a sequence of positive numbers to be chosen later. Using Cauchy-Shwartz inequality

b 1 + + b k a 1 + + a k b 1 + + b k ( c 1 + + c k ) 2 i = 1 k c i 2 a i . \frac {b_1+\ldots+ b_k} {a_1+\ldots + a_k}\leq \frac {b_1+\ldots +b_k} {(c_1+\ldots +c_k)^2} \sum_{i=1}^{k} \frac {c_i^2} {a_i}.

( ) : = k = 1 b 1 + + b k a 1 + + a k b 1 a 1 + i 2 c i 2 a i k i b 1 + + b k ( c 1 + + c k ) 2 . (*):=\sum\limits_{k=1}^{\infty} \frac {b_1+\ldots + b_k} {a_1+\dots + a_k}\leq\frac{b_1}{a_1} + \sum_{i\geq 2} \frac {c_i^2} {a_i}\sum_{k\geq i} \frac {b_1+\ldots +b_k} {(c_1+\ldots +c_k)^2}.

Now, we chose c n c_n , let D 0 = 0 , D 1 = 0 , D n = b 1 + ( b 1 + b 2 ) + + ( b 1 + + b n 1 ) D_0=0,\, D_1=0,\, D_n=b_1+(b_1+b_2)+\ldots+(b_1+\ldots+b_{n-1}) and c n = D n + 1 D n D n D n 1 c_n=\sqrt{D_{n+1}D_n}-\sqrt{D_nD_{n-1}} , so that

b 1 + + b n = D n + 1 D n and ( c 1 + + c n ) 2 = D n + 1 D n . b_1+\ldots +b_n= D_{n+1}-D_{n} \text{ and } (c_1+\ldots +c_n)^2= D_{n+1}D_{n}.

This gives k i b 1 + + b k ( c 1 + + c k ) 2 = k i D k + 1 D k D k + 1 D k = k i 1 D k 1 D k + 1 1 D i . \sum_{k\geq i} \frac {b_1+\ldots +b_k} {(c_1+\ldots +c_k)^2}=\sum_{k\geq i} \frac {D_{k+1}-D_{k} } {D_{k+1}D_{k}}=\sum_{k\geq i} \frac {1} {D_{k}}-\frac 1 {D_{k+1}}\leq \frac 1 {D_i}. Thus ( ) b 1 a 1 + i > 1 c i 2 / D i a i , (*)\leq \frac{b_1}{a_1} + \sum_{i> 1} \frac {c_i^2/D_i} {a_i}, and it is enough to prove that c i 2 D i b i 8 \frac {c_i^2} {D_i b_i}\leq 8 , for this we first note that b 1 + + b k 2 b k D k + 1 b_1+\ldots +b_k \leq \sqrt{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 . (b_1+\ldots +b_k)^2\leq 2(b_1^2+\ldots+b_k^2)+2 \sum_{r<s\leq k} b_rb_s \leq 2[b_1b_1+b_2(b_1+b_2)+\ldots +b_k(b_1+\ldots +b_k)] \leq \\\nonumber 2b_k\left[b_1+(b_1+b_2)+\ldots+(b_1+\ldots+b_{k})\right]=2b_kD_{k+1}.

Consequently, c i 2 D i b i = ( D i + 1 D i 1 ) 2 b i = ( D i + 1 D i 1 ) 2 b i ( D i + 1 + D i 1 ) 2 ( 2 ( b 1 + + b i ) ) 2 b i D i + 1 8. \frac {c_i^2} {D_i b_i}=\frac {(\sqrt{D_{i+1}}-\sqrt{D_{i-1}})^2} {b_i}=\frac {(D_{i+1}-D_{i-1})^2} {b_i(\sqrt{D_{i+1}}+\sqrt{D_{i-1}})^2}\leq \frac {(2(b_1+\ldots +b_i))^2} {b_iD_{i+1}}\leq 8.

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