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Proof of Products and Sums of Weighted Square-Summable Sequences of Real Numbers

lemmalem:weighted-square-summable-real-2026a
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· 3,994 chars · 4 deps · depth 13 Reason: Proof of the new lemma on products and sums of weighted square-summable sequences.

The pointwise bounds come from expanding the square of the difference of the absolute values; the series claims then follow from the comparison test, the linearity of convergent series, and the identity expressing a product through the square of a sum.

Proof

Each result cited is universally quantified over the data in its own statement.

Squares and absolute values. For sRs\in\mathbb{R}, claim 1 of Properties of the Absolute Value in an Ordered Field gives s{s,s}|s|\in\{s,-s\} and 0s0\le|s|; in either case ss=ss=s2|s|\,|s|=s\,s=s^{2}, so s2=s2|s|^{2}=s^{2}, and 0s20\le s^{2} by claim 5 of Elementary Arithmetic in an Ordered Field. By claim 4 of Properties of the Absolute Value in an Ordered Field, st=st|s|\,|t|=|st| for all s,tRs,t\in\mathbb{R}.

Claim 1. Let s,tRs,t\in\mathbb{R}. By the previous paragraph, 0(st)20\le(|s|-|t|)^{2}, and expanding the square in the field R\mathbb{R},

0(st)2=s22st+t2=s2+t22st,0\le(|s|-|t|)^{2}=|s|^{2}-2|s|\,|t|+|t|^{2}=s^{2}+t^{2}-2|st| ,

so 2sts2+t22|st|\le s^{2}+t^{2} by claim 3 of Elementary Arithmetic in an Ordered Field. For the second bound, claim 3 of Properties of the Absolute Value in an Ordered Field gives ststst\le|st|, hence 2st2sts2+t22st\le2|st|\le s^{2}+t^{2} by claim 5 of Elementary Arithmetic in an Ordered Field and transitivity, and therefore

(s+t)2=s2+2st+t2s2+(s2+t2)+t2=2s2+2t2(s+t)^{2}=s^{2}+2st+t^{2}\le s^{2}+(s^{2}+t^{2})+t^{2}=2s^{2}+2t^{2}

by claim 3 of Elementary Arithmetic in an Ordered Field.

Claim 2. Fix kNk\in\mathbb{N}. Since 0μk0\le\mu_{k} and 0(ak+bk)20\le(a_{k}+b_{k})^{2}, claim 5 of Elementary Arithmetic in an Ordered Field gives 0μk(ak+bk)20\le\mu_{k}(a_{k}+b_{k})^{2}; the same claim applied to the inequality (ak+bk)22ak2+2bk2(a_{k}+b_{k})^{2}\le2a_{k}^{2}+2b_{k}^{2} of claim 1 and the nonnegative factor μk\mu_{k} gives

0μk(ak+bk)22μkak2+2μkbk2.0\le\mu_{k}(a_{k}+b_{k})^{2}\le2\mu_{k}a_{k}^{2}+2\mu_{k}b_{k}^{2}.

By Elementary Properties of Series of Real Numbers §linearity the series with terms 2μkak2+2μkbk22\mu_{k}a_{k}^{2}+2\mu_{k}b_{k}^{2} converges with sum 2k=1μkak2+2k=1μkbk22\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}+2\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2}, so Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §comparison shows that k=1μk(ak+bk)2\sum_{k=1}^{\infty}\mu_{k}(a_{k}+b_{k})^{2} converges with the asserted bound.

For the multiples, μk(λak)2=λ2μkak2\mu_{k}(\lambda a_{k})^{2}=\lambda^{2}\mu_{k}a_{k}^{2} for every kk by the field axioms, so Elementary Properties of Series of Real Numbers §linearity gives convergence of k=1μk(λak)2\sum_{k=1}^{\infty}\mu_{k}(\lambda a_{k})^{2} with sum λ2k=1μkak2\lambda^{2}\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}.

Claim 3. Fix kNk\in\mathbb{N}. Multiplying the first bound of claim 1 by the nonnegative number 12μk\tfrac{1}{2}\mu_{k}, using claim 5 of Elementary Arithmetic in an Ordered Field, and using 0μkakbk0\le\mu_{k}|a_{k}b_{k}|,

0μkakbk12(μkak2+μkbk2).0\le\mu_{k}|a_{k}b_{k}|\le\tfrac{1}{2}\bigl(\mu_{k}a_{k}^{2}+\mu_{k}b_{k}^{2}\bigr).

By Elementary Properties of Series of Real Numbers §linearity the series with these majorant terms converges with sum 12(k=1μkak2+k=1μkbk2)\tfrac{1}{2}\bigl(\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}+\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2}\bigr), so by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §comparison the series k=1μkakbk\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}| converges and is bounded by that sum, which is the second asserted inequality.

For the convergence of k=1μkakbk\sum_{k=1}^{\infty}\mu_{k}a_{k}b_{k}, the field axioms give

μkakbk=12(μk(ak+bk)2μkak2μkbk2)for every kN,\mu_{k}a_{k}b_{k}=\tfrac{1}{2}\bigl(\mu_{k}(a_{k}+b_{k})^{2}-\mu_{k}a_{k}^{2}-\mu_{k}b_{k}^{2}\bigr)\qquad\text{for every }k\in\mathbb{N},

and the three series on the right converge, the first by claim 2; so k=1μkakbk\sum_{k=1}^{\infty}\mu_{k}a_{k}b_{k} converges by Elementary Properties of Series of Real Numbers §linearity.

Finally, claim 3 of Properties of the Absolute Value in an Ordered Field gives akbkakbkakbk-|a_{k}b_{k}|\le a_{k}b_{k}\le|a_{k}b_{k}|, and multiplying by the nonnegative μk\mu_{k} with claim 5 of Elementary Arithmetic in an Ordered Field gives μkakbkμkakbkμkakbk-\mu_{k}|a_{k}b_{k}|\le\mu_{k}a_{k}b_{k}\le\mu_{k}|a_{k}b_{k}| for every kk. The series with terms μkakbk-\mu_{k}|a_{k}b_{k}| converges with sum k=1μkakbk-\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}| by Elementary Properties of Series of Real Numbers §linearity, so two applications of Elementary Properties of Series of Real Numbers §order give

k=1μkakbkk=1μkakbkk=1μkakbk,-\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}|\le\sum_{k=1}^{\infty}\mu_{k}a_{k}b_{k}\le\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}| ,

and claim 6 of Properties of the Absolute Value in an Ordered Field turns this into the first asserted inequality.

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