Suppose ∑ (a_n)² and ∑ (b_n)² are convergent (real sequences). Show that ∑ (a_n * b_n) converges absolutely.
Does this remain true if a_n and b_n are complex sequences?
Thank you
Update:Steve is right, this is just Cauchy Schwarz inequalty!
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Verified answer
Isn't this just the Cauchy-Schwarz inequality?
Steve
Discrete math is really not my thing, but here's what I have so far.
Let ∑ (a_n)² = A
and ∑ (b_n)² = B
where A, B are real finite numbers
Take the product of the two equations:
{∑ (a_n)² } {∑ (b_n)² } = AB = real finite as well
LHS = a_0² b_0² + a_0² b_1² + ...
> (a_0 b_0)² + (a_1 b_1)² + ...
(*)
i.e. ∑ (a_n * b_n)² < AB
or ∑ (c_n)² < AB
and thus converges (absolutely)
All that's left is to show that if ∑ (c_n)² converges, then ∑ |c_n| converges.
(*) This line might be affected if a_n and b_n can take complex values, because then a_n² and b_n² will not be all positive.
This sounds like a job for ksoileau and jered.
*EDIT*
OK then. I looked up the Cauchy Schwarz inequality.
http://en.wikipedia.org/wiki/Cauchy-Schwarz_inequa...
You learn something new everyday.
Since this is already answered, I'll just point out to Dr.D:
It is FALSE that ∑An² converges ⇒ ∑|An| converges, as you would have figured out with a moment's reflection. :-)
E.g., consider An=1/n...!
In fact, the converse is true: ∑|An| converges ⇒ ∑An² converges absolutely! This is because
∑|An| converges ⇒An→0
⇒ |An|² < |An| for sufficiently large n, and so ∑|An|² converges by comparison, whence ∑An² converges absolutely.
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