(January 2012 #1a) Let \(\{a_n\}\), \(\{b_n\}\) be bounded sequences of positive real numbers. If \(\sum b_n\) is convergent, show that \(\sum a_nb_n\) is also convergent.
Solution
1. Bound \(a_n\) uniformly.Proof: \(\{a_n\}\) is bounded and positive, so there is \(M > 0\) with \(0 < a_n \le M\) for all \(n\).
2. Compare \(\sum a_n b_n\) with \(\sum b_n\).Proof: for every \(n\), \(a_n b_n \le M b_n\) (as \(b_n > 0\)). Since \(\sum b_n\) converges and \(M\) is constant, \(\sum M b_n\) converges; by the comparison test, \(\sum a_n b_n\) converges.
3. Q.E.D.