502 Chapter 8 • Infinite Series of Real Numbers
n EN. Define a'= (la1l,la2I,··· ,lanl) and f! = (lbil,lb 2 I,··· ,lbnl). Then ,
00
using the Cauchy-Schwarz inequality, the partial sums of I:: lakbkl satisfy
k=l
n
L lakh I = la1 b1 I + la2b2 I + · · · + lanbn I
k=l
= (la1I, la2I, · · ·, lanl) · (lb1I, lb2I, · · ·, lbnl)
= a'· f! ~ ~~ (Cauchy-Schwarz inequality)
~ Jla11^2 + la 212 + · · · + lanl^2 )lbil^2 + Jb2l^2 + · · · + lbn l^2
n n
= I:: iakl^2 I:: lbkl^2
k=n l n k=l
=I:: a% I:: b%
k=l 00 k=l 00
~ I:: a% I:: b%.
k=l k=l
(These series converge since { ak} and {bk} are square
summable.)
Hence the sequence of partial sums {k~l lakbk I} is bounded above. So, by
00 00
Theorem 8.2.2, I:: lakbk l converges; i.e., I:: akbk converges absolutely. •
k=l k=l
Square summable sequences are of great importance in the study of "se-
quence spaces," esp ecially Hilbert Space.
EXERCISE SET 8.5
- Find convergent series I:: ak and I:: bk such that I:: akbk diverges.
- Find divergent series L ak and L bk such that L akbk converges.
- Prove Theorem 8.5.1.^8
- Use Theorem 8.5.1 to prove that if I:: ak and I:: bk are both absolutely
convergent, then so is L akbk. - To see the similarity between Abel's "summation by parts" formula and
the familiar integration by parts formula, work out the details of the
following. Define ao = 0 and regard the sequence {an} as the sequence
of partial sums of a series L Xk (see Exercise 8.1.6). Also, Vk EN, define
6-ak = ak+l - ak and 6-bk = bk+1 - bk. With these definitions, using - This exercise is identical to Exercise 8.3. 12.