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Rudin: Chapter 3, Exercise 8

Prove that if $\sum a_n$ converges, and if $(b_n)$ is monotonic and bounded, then $\sum a_n b_n$ converges.

(I am not sure whether this applies to complex series; Rudin isn't specific.)

This question is answered here:

Little Rudin series convergence exercise ,

but I think the lemma Potato used to prove the result is similar enough to the original question to be worth proving as well.

It was: Prove that if $\sum a_n$ has bounded partial sums, and if $(t_n)$ is decreasing and converges to $0$, then $\sum a_n t_n$ converges.

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    $\begingroup$ The lemma you mention is known as Dirichlet's criterion, or Dirichlet's test. $\endgroup$ – Cocopuffs Aug 24 '13 at 6:31
  • $\begingroup$ Oh, how embarrassing, Rudin proves this result in the text.. $\endgroup$ – Doug Aug 24 '13 at 6:53
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The aforementioned lemma is proved as Theorem $3.42$ in Rudin's "Principles of Mathematical Analysis".

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