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Let $\{x_n\}$ for $n \geq 1$ be a sequence of positive real numbers and let $s_n = \frac{x_n}{n}$. Let $\{y_n\}$ for $n \geq 1$ be another sequence such that $y_n = n^{-1} \sum_{i = 1}^{n} x_i$. Prove that if $\sum_{j = 1}^{\infty} s_j$ converges, then $\{y_n\}$ converges to $0$.

My attempt:

Assume that $\sum_{j = 1}^{\infty} s_j$ converges. Because it converges we can infer that $\lim_{n \rightarrow \infty} s_n = 0 \implies \lim_{n \rightarrow \infty} \frac{x_n}{n} = 0$. By the definition of limits, for all $\epsilon > 0$, there is some $N \in \mathbb{N}$ so that for $n \geq N$, we have $|s_n| < \epsilon \implies |\frac{x_n}{n}| < \epsilon$.

We need to show that $\lim_{n\to\infty} y_n = y$ for some $y$. So for all $\epsilon_2 > 0$ we need to find some $N_2$ such that for all $n \geq N_2$, we have $|y_n - y| < \epsilon_2$. But $y_n = n^{-1} \sum_{i = 1}^{n} x_i$ so $|n^{-1} \sum_{i = 1}^{n} x_i - y| < \epsilon_2$

Not too sure what to do from here and I am hoping that somebody can point me in the right direction. I don't think my method of using $\epsilon$ and limits is correct and instead think that the problem could involve some manipulation of series? Any assistance is appreciated.

Update:

Let $S_n = \sum_{j=1}^{n} s_j = \sum_{j=1}^n \frac{x_j}{j}$. Because it converges there is some $S$ such that $\lim_{n \rightarrow \infty} S_n = \sum_{j=1}^{\infty} \frac{x_j}{j} = S$.

We can also write:

$$y_n =n^{-1}\sum_{k=1}^n x_k = n^{-1} \sum_{k=1}^nk \frac{x_k}{k} = n^{-1} \sum_{k=1}^nk s_k$$

Using summation by parts, with $S_0 := 0$,

$$y_n = n^{-1} \sum_{k=1}^nk(S_k- S_{k-1})= n^{-1}\left(nS_n + \sum_{k=1}^{n-1}S_k (k - (k+1)) \right) = S_n - n^{-1}\sum_{k=1}^{n-1}S_k$$

We need to show $n^{-1}\sum_{k=1}^{n-1}S_k \to S$ as $n \to \infty$ when $S_n \to S$.

Since $S_n$ converges to $S$, there is some $N \in \mathbb{N}$ such that for $n \geq N$

$$|n^{-1} \sum_{k=1}^n S_k- S_{k-1}| \leq n^{-1} \sum_{k=1}^N |S_k- S_{k-1}| + n^{-1} \sum_{k=N + 1}^n |S_k- S_{k-1}| = ^{-1} \sum_{k=1}^N |S_k- S_{k-1}| + \epsilon(1 - \frac{N}{n})$$

Indeed by taking the limsup for both sides we see that for any $\epsilon > 0$

$$0 \leq \limsup_{n \rightarrow \infty} |n^{-1} \sum_{k=1}^n S_k- S_{k-1}| \leq \epsilon$$

By squeeze theorem, $\lim_{n \rightarrow \infty} |n^{-1} \sum_{k=1}^n S_k- S_{k-1}| = \limsup_{n \rightarrow \infty} |n^{-1} \sum_{k=1}^n S_k- S_{k-1}| = 0$

It then follows that $y_n \to S-S=0$ as $n \to \infty$.

QED.

Credits to user RRL.

RRL
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  • The first part (summation by parts) is correct. The second part to prove $n^{-1}\sum_{k=1}^{n-1}S_k \to S$ is not. Rather than working with $|n^{-1} \sum_{k=1}^n S_k- S_{k-1}|$, I used $|n^{-1} \sum_{k=1}^n S_k- S|$ below. The objective is to now prove that $|n^{-1} \sum_{k=1}^n S_k- S| \to 0$. – RRL Mar 18 '21 at 16:21
  • Again this is accomplished using $\left|n^{-1}\sum_{k=1}^nS_k - S \right| \leqslant n^{-1}\sum_{k=1}^N|S_k-S| + n^{-1}\sum_{k=N+1}^n|S_k-S| \leqslant n^{-1}\sum_{k=1}^N|S_k-S| +\epsilon(1 - N/n)$ with $N$ such that $|S_k - S| < \epsilon$ for all $k > N$. – RRL Mar 18 '21 at 16:23

1 Answers1

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We have $S_n = \sum_{j=1}^n s_j \to S$ as $n \to \infty$, and

$$y_n =n^{-1}\sum_{k=1}^n x_k = n^{-1} \sum_{k=1}^nk \frac{x_k}{k} = n^{-1} \sum_{k=1}^nk s_k$$

Using summation by parts, with $S_0 := 0$,

$$y_n = n^{-1} \sum_{k=1}^nk(S_k- S_{k-1})= n^{-1}\left(nS_n + \sum_{k=1}^{n-1}S_k (k - (k+1)) \right) = S_n - n^{-1}\sum_{k=1}^{n-1}S_k$$

It is easy to show $n^{-1}\sum_{k=1}^{n-1}S_k \to S$ as $n \to \infty$ when $S_n \to S$. It then follows that $y_n \to S-S=0$ as $n \to \infty$.

RRL
  • 90,707
  • Thank you for the prompt response. How exactly does $n^{-1} \sum_{k = 1}^{n-1} S_k \rightarrow S$ as $n \rightarrow \infty$? – SupremePickle Mar 16 '21 at 21:35
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    It is a variation on the well known theorem $x_n \to x \implies n^{-1}\sum_{k=1}^n x_k \to x$. Here we have $n^{-1}\sum_{k=1}^{n-1} S_k = n^{-1}\sum_{k=1}^{n} S_k - n^{-1}S_n$. Since $n^{-1}S_n \to 0 \cdot S = 0$ we can prove it for $ n^{-1}\sum_{k=1}^{n} S_k$. – RRL Mar 16 '21 at 21:40
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    As you were thinking $|S_n - S| < \epsilon$ for $n > N$ and $$\left|n^{-1}\sum_{k=1}^nS_k - S \right| \leqslant n^{-1}\sum_{k=1}^N|S_k-S| + n^{-1}\sum_{k=N+1}^n|S_k-S| \leqslant n^{-1}\sum_{k=1}^N|S_k-S| +\epsilon(1 - N/n)$$ and so on (take the limsup of both sides). – RRL Mar 16 '21 at 21:42
  • Hmmm, I am a little inexperienced with these proofs. Could you put that down formally (in the post)? I will then accept your answer. Also, that is interesting. Where can I find the theorem and associated proof? – SupremePickle Mar 16 '21 at 21:43
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    $0 \leqslant \limsup_{n \to \infty} \left|n^{-1}\sum_{k=1}^nS_k - S \right| \leqslant 0 + \epsilon\cdot 1$ for any $\epsilon > 0$. So $\lim_{n \to \infty} \left|n^{-1}\sum_{k=1}^nS_k - S \right| = \limsup_{n \to \infty} \left|n^{-1}\sum_{k=1}^nS_k - S \right| = 0$. – RRL Mar 16 '21 at 21:47
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    The key step here is summation by parts, of course. An extremely useful tool to learn if you have not done so already. – RRL Mar 16 '21 at 21:50
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    The theorem is on convergence of the arithmetic mean of a convergent sequence. It is known as Cauchy's first limit theorem. I proved it for you. It appears many time on this site, for example, https://math.stackexchange.com/q/1930373/148510 – RRL Mar 16 '21 at 21:59
  • Sorry but I usually struggle to put proofs down formally. I updated my post with your proposed proof. Does it look fine? I hope nothing is missing. – SupremePickle Mar 17 '21 at 20:56