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Consider some non-negative sequences $a_n, b_n, c_n,$ etc.

Suppose I have a "nested series" (not sure proper terminology)

$$\sum_{k = 1}^\infty a_k \sum_{j = 1}^k b_j \sum_{i = j}^k c_i$$

etc etc.

How should I go about determining the summability of this series?

Of course the first approach is to evaluate the inner term and work outwards...but is there a simpler way?

Suppose I know the summability of $a_k, b_k, c_k$ (e.g., summable, non summable, summable or non-summable, summable, summable). Is there a fast way of determining if the overall series is summable?

Any book that investigate these type of series would help :)

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1 Answer 1

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Some quick things one can notice:

  • Your sum is bounded below by $$\sum_{k=1}^\infty a_k b_1$$ which, if the sum of $a_k$ is not convergent, is not convergent.
  • If all three sums are convergent, then your sum is also convergent, because, if $$\sum_{j=1}^\infty b_j=B, \sum_{i=1}^\infty c_i=C,$$ then $$\sum_{k = 1}^\infty a_k \sum_{j = 1}^k b_j \sum_{i = j}^k c_i\leq \sum_{k=1}^\infty a_k\cdot B\cdot C$$

That covers 5 of the 8 cases.

The other three cases, I think, can swing either way, depending on how quickly one or the other series diverges.


The most general result

The property that might be most useful to you is this:

If $a_k$ are nonnegative and $B_k$ is a non-decreasing positive sequence, then:

  • If $$\sum_{k=1}^\infty a_k$$ converges and $B_k$ converges, then $$\sum_{k=1}^\infty a_k\cdot B_k$$ converges
  • If $$\sum_{k=1}^\infty a_k$$ diverges, then $$\sum_{k=1}^\infty a_k\cdot B_k$$ diverges
  • If $$\sum_{k=1}^\infty a_k$$ converges and $B_k$ diverges, then it is possible for the sum $$\sum_{k=1}^\infty a_k\cdot B_k$$ to both diverge and converge.

The three points above can be quickly proven.

  • If $$\sum_{k=1}^\infty a_k$$ converges and $B_k$ converges, then $B_k$ has a limit $B$ which is also its upper limit, so $$\sum_{k=1}^\infty a_k B_k < \sum_{k=1}^\infty a_k B < \infty$$ so the sum converges.
  • If $$\sum_{k=1}^\infty a_k$$ diverges, then $$\sum_{k=1}^\infty a_k\cdot B_k > \sum_{k=1}^\infty a_k\cdot B_1 = B_1\cdot\sum_{k=1}^\infty a_k = \infty$$ so the sum diverges.
  • Take $a_k = \alpha^{-k}$ and define $B_k = \beta^k$. Then, clearly, $$\sum_{k=1}^\infty a_kB_k = \sum_{k=1}^\infty\left(\frac{\beta}{\alpha}\right)^k$$ and this sum, depending on our choice of $\alpha, \beta$, can either converge or diverge. For example, taking $\beta=2,\alpha=3$ means it converges, but taking $\beta=3,\alpha=2$ means it diverges.
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