Problem 105
Hard Convergence Tests

It can be proven that if sum from n=1 to infinity a_n=A

It can be proven that if $\sum_{n=1}^{\infty} a_n=A$, $\sum_{n=1}^{\infty} b_n=B$, $\sum_{n=1}^{\infty} c_n=C$ where $c_n=\sum_{v=1}^n a_v b_{n-v+1}$, then $AB=C$ (assuming both original series converge absolutely).

Explanation of Method

The Cauchy product $c_n$ arranges all pairwise products $a_ib_j$ by the diagonal $i+j-1=n$. Comparing the product of partial sums $A_NB_N$ (a sum over the full $N\times N$ grid) to the partial sum $C_N=\sum_{n=1}^Nc_n$ (a sum over only the triangular region $i+j-1\le N$) isolates a remainder $R_N=A_NB_N-C_N$ consisting of the "corner" terms with $i+j-1>N$; absolute convergence of both series forces $R_N\to0$.

  1. Define $C_N=A_NB_N-R_N$, where $R_N$ collects the terms with $i+j-1>N$.
  2. Bound $R_N$ using absolute convergence of both series and the tail estimate.
  3. Conclude $C_N\to AB$, i.e. $C=AB$.

Step 1 · Relate $C_N$ to the product $A_NB_N$

Since $A_NB_N=\sum_{i=1}^N\sum_{j=1}^Na_ib_j$ and $C_N=\sum_{n=1}^Nc_n$ sums exactly the pairs with $i+j-1\le N$:

$$ A_NB_N = C_N + R_N, \qquad R_N = \sum_{\substack{i+j-1>N\\1\le i,j\le N}} a_ib_j. $$

Step 2 · Bound the remainder

Given $\varepsilon>0$, by absolute convergence choose $N_0$ with $\sum_{n>N_0}|a_n|<\varepsilon$ and $\sum_{n>N_0}|b_n|<\varepsilon$. For $N$ large, every term in $R_N$ has $i>N_0$ or $j>N_0$, so:

$$ |R_N| \le \left(\sum_{i>N_0}|a_i|\right)|B| + |A_{N_0}|\left(\sum_{j>N_0}|b_j|\right) < \varepsilon|B| + |A_{N_0}|\varepsilon, $$

which can be made arbitrarily small, so $R_N\to0$.

Step 3 · Conclude

$$ C_N = A_NB_N - R_N \longrightarrow AB - 0 = AB, \qquad\text{so}\qquad C = AB. $$


Summary Table

QuantityBehavior
$A_NB_N-C_N=R_N$"Corner" terms with $i+j-1>N$
$\lim R_N$$0$ (by absolute convergence)
Conclusion$C=AB$

Additional Notes

Result

For absolutely convergent $\sum a_n=A$ and $\sum b_n=B$, the Cauchy product converges to $AB$:

$$ c_n=\sum_{v=1}^n a_vb_{n-v+1} \implies \sum_{n=1}^{\infty}c_n = AB. $$