Problem 151
Medium Numerical and Functional Series

Let r<p. Prove that if the series sum from n=1

Let $r<p$. Prove that if the series $\displaystyle\sum_{n=1}^{\infty}\left(\sum_{v=1}^{n}|u_v|^r\right)^{1/r}$ converges, then the series $\displaystyle\sum_{n=1}^{\infty}\left(\sum_{v=1}^{n}|u_v|^p\right)^{1/p}$ also converges.

Explanation of Method

The key fact is that for any fixed finite vector, its unnormalized $\ell^s$-norm $\left(\sum|a_i|^s\right)^{1/s}$ is non-increasing as the exponent $s$ increases. Applying this to the partial vector $(u_1,\ldots,u_n)$ with $s=r$ versus $s=p>r$ shows $S_n^{(p)}\le S_n^{(r)}$ term by term, and the comparison test does the rest.

  1. Prove the norm-monotonicity lemma: for $r<p$, $\|a\|_p\le\|a\|_r$ for any finite or infinite sequence.
  2. Apply it to each partial vector $(u_1,\ldots,u_n)$.
  3. Compare term by term and conclude via the comparison test.

Step 1 · Norm-monotonicity lemma

Let $M=\left(\sum_i|a_i|^r\right)^{1/r}>0$ be finite. Since $|a_i|^r\le\sum_k|a_k|^r=M^r$, each $|a_i|\le M$, so $|a_i|/M\le1$. For $p>r$: $(|a_i|/M)^p\le(|a_i|/M)^r$ (raising a number in $[0,1]$ to a larger power only shrinks it). Summing: $\sum_i(|a_i|/M)^p\le\sum_i(|a_i|/M)^r=1$, so $\sum_i|a_i|^p\le M^p$, i.e. $\|a\|_p\le M=\|a\|_r$.

Step 2 · Apply to each partial vector

Fix $n$ and apply Step 1 to $(u_1,\ldots,u_n)$: $$ S_n^{(p)}=\left(\sum_{v=1}^n|u_v|^p\right)^{1/p} \le \left(\sum_{v=1}^n|u_v|^r\right)^{1/r} = S_n^{(r)}. $$

Step 3 · Compare and conclude

Since $0\le S_n^{(p)}\le S_n^{(r)}$ for every $n$, and $\sum_{n=1}^{\infty}S_n^{(r)}$ converges by hypothesis, the direct comparison test gives $\sum_{n=1}^{\infty}S_n^{(p)}$ converges too.


Summary Table

QuantityRelation
$S_n^{(p)}$ vs $S_n^{(r)}$$S_n^{(p)}\le S_n^{(r)}$ for $r<p$
Conclusion$\sum S_n^{(p)}$ converges by comparison

Additional Notes

Result

The implication holds via direct comparison:

$$ S_n^{(p)}\le S_n^{(r)} \ \text{for } r<p \implies \sum_{n=1}^{\infty}S_n^{(r)} \text{ converges} \implies \sum_{n=1}^{\infty}S_n^{(p)} \text{ converges}. $$