Problem 21
Hard Geometric and Telescoping Series

Using the Cauchy criterion, prove that the convergence

Using the Cauchy criterion, prove that the convergence of the series $\sum_{n=1}^{\infty} a_n$ implies the convergence of the series $\sum_{n=1}^{\infty} A_n$, where $$ A_n = \sum_{i=p_n}^{p_{n+1}-1} a_i \qquad (p_1=1,\; p_n < p_{n+1},\; n=1,2,\ldots). $$

Explanation of Method

Each $A_n$ is just a block of consecutive terms of $a_n$, so the partial sums of $\sum A_n$ are a subsequence of the partial sums of $\sum a_n$ (specifically, the tail sums $\sum_{j=N+1}^{M} A_j$ collapse to a single block $\sum_{i=p_{N+1}}^{p_{M+1}-1} a_i$ of the original series). Since $\sum a_n$ converges, its Cauchy tail condition applies to any such block once the starting index is large enough — and that is exactly the Cauchy condition needed for $\sum A_n$.

  1. State the Cauchy criterion for series convergence.
  2. Show that any block of consecutive $A_j$'s telescopes into a single block of the original $a_i$'s.
  3. Transfer the Cauchy bound from $\sum a_n$ to $\sum A_n$.

Step 1 · State the Cauchy criterion

$\sum_{n=1}^{\infty} a_n$ converges if and only if for every $\varepsilon>0$ there exists $N_0$ such that for all $m>n\ge N_0$:

$$ \left|\sum_{k=n+1}^{m} a_k\right| < \varepsilon. $$

Step 2 · Understand the grouping and relate it to the original series

The sequence $\{p_n\}$ partitions the positive integers, and $A_n = a_{p_n}+a_{p_n+1}+\cdots+a_{p_{n+1}-1}$. For any $M>N$:

$$ \sum_{j=N+1}^{M} A_j = \sum_{j=N+1}^{M}\sum_{i=p_j}^{p_{j+1}-1} a_i = \sum_{i=p_{N+1}}^{p_{M+1}-1} a_i, $$

since the blocks $A_{N+1},\ldots,A_M$ are consecutive and non-overlapping, so their union is exactly the range $[p_{N+1}, p_{M+1}-1]$.

Step 3 · Apply the Cauchy criterion to the grouped series

Let $\varepsilon>0$. Since $\sum a_n$ converges, choose $N_0$ as above. Since $p_n\to\infty$, choose $N$ with $p_N\ge N_0$. Then for any $M>N$, since $p_{N+1}\ge p_N\ge N_0$ and $p_{M+1}-1\ge p_{N+1}$:

$$ \left|\sum_{j=N+1}^{M} A_j\right| = \left|\sum_{i=p_{N+1}}^{p_{M+1}-1} a_i\right| < \varepsilon. $$

This is precisely the Cauchy criterion for $\sum_{n=1}^{\infty} A_n$, so this series converges.


Summary Table

Object Meaning
$A_n$Block sum $\sum_{i=p_n}^{p_{n+1}-1} a_i$
$\sum_{j=N+1}^{M} A_j$Equals $\sum_{i=p_{N+1}}^{p_{M+1}-1} a_i$
Conclusion$\sum a_n$ convergent $\implies$ $\sum A_n$ convergent

Additional Notes

Result

If $\sum_{n=1}^{\infty} a_n$ converges, then:

$$ \sum_{n=1}^{\infty} A_n \text{ converges, where } A_n = \sum_{i=p_n}^{p_{n+1}-1} a_i. $$