Problem 386
Medium Infinite Products

Prove that from the convergence of product from n=1

Prove that from the convergence of $\displaystyle\prod_{n=1}^{\infty}p_n$ and $\displaystyle\prod_{n=1}^{\infty}q_n$ (to positive finite limits) it follows that $\displaystyle\prod_{n=1}^{\infty}p_nq_n$ and $\displaystyle\prod_{n=1}^{\infty}p_n/q_n$ also converge.

Explanation of Method

Partial products multiply and divide exactly like ordinary numbers: $\prod_{n=1}^N p_nq_n=P_NQ_N$ and $\prod_{n=1}^N p_n/q_n=P_N/Q_N$, so taking $N\to\infty$ and using the algebra of limits (product and quotient of convergent sequences, with the quotient's denominator limit nonzero) gives the result immediately — either directly, or equivalently via $\ln(p_nq_n)=\ln p_n+\ln q_n$ additivity of the logarithm.

  1. Relate partial products of $p_nq_n$ (resp. $p_n/q_n$) to $P_NQ_N$ (resp. $P_N/Q_N$).
  2. Apply the limit laws for products and quotients of convergent sequences.
  3. Cross-check via the additive logarithmic form.

Step 1 · Partial products factor exactly

With $P_N=\prod_{n=1}^Np_n\to P>0$ and $Q_N=\prod_{n=1}^Nq_n\to Q>0$: $$ \prod_{n=1}^N p_nq_n = P_NQ_N, \qquad \prod_{n=1}^N\frac{p_n}{q_n}=\frac{P_N}{Q_N}. $$

Step 2 · Take the limit

Since limits of products/quotients of convergent sequences equal the product/quotient of the limits (valid here since $Q\ne0$): $$ \boxed{\prod_{n=1}^{\infty}p_nq_n = \lim_{N\to\infty}P_NQ_N = PQ}, \qquad \boxed{\prod_{n=1}^{\infty}\frac{p_n}{q_n} = \lim_{N\to\infty}\frac{P_N}{Q_N}=\frac PQ.} $$

Step 3 · Logarithmic cross-check

Equivalently, $\sum\ln p_n=\ln P<\infty$ and $\sum\ln q_n=\ln Q<\infty$ (both convergent), so by linearity $$ \sum\ln(p_nq_n)=\sum\ln p_n+\sum\ln q_n=\ln P+\ln Q=\ln(PQ), \qquad \sum\ln\frac{p_n}{q_n}=\ln P-\ln Q=\ln\frac PQ, $$ recovering the same two results after exponentiating.


Summary Table

CombinationLimit
$\prod p_nq_n$$PQ$
$\prod p_n/q_n$$P/Q$

Additional Notes

Result

$$ \prod_{n=1}^{\infty}p_n=P,\ \prod_{n=1}^{\infty}q_n=Q\ (0