TheoremBase

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

For nonnegative weights, if the weighted squares of two sequences are summable then so are the weighted squares of their sum and of their multiples, and the weighted products are absolutely summable, with explicit bounds. Taking every weight equal to one gives the unweighted statements.

Statement

In the setting of The Real Numbers: Standing Notation and Background, let (ak)k∈N(a_{k})_{k\in\mathbb{N}}, (bk)k∈N(b_{k})_{k\in\mathbb{N}} and (μk)k∈N(\mu_{k})_{k\in\mathbb{N}} be sequences of real numbers with 0≤μk0\le\mu_{k} for every k∈Nk\in\mathbb{N}, and let λ∈R\lambda\in\mathbb{R}. Convergence of a series of real numbers and its sum are as defined there. Then the following hold.

1. (Pointwise bounds) For all s,t∈Rs,t\in\mathbb{R},

2∣st∣≤s2+t2,(s+t)2≤2s2+2t2.2|st|\le s^{2}+t^{2}, \qquad (s+t)^{2}\le 2s^{2}+2t^{2}.

2. (Sums and multiples) Suppose the series ∑k=1∞μkak2\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2} and ∑k=1∞μkbk2\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2} converge. Then the series ∑k=1∞μk(ak+bk)2\sum_{k=1}^{\infty}\mu_{k}(a_{k}+b_{k})^{2} and ∑k=1∞μk(λak)2\sum_{k=1}^{\infty}\mu_{k}(\lambda a_{k})^{2} converge, and

∑k=1∞μk(ak+bk)2≤2∑k=1∞μkak2+2∑k=1∞μkbk2,∑k=1∞μk(λak)2=λ2∑k=1∞μkak2.\sum_{k=1}^{\infty}\mu_{k}(a_{k}+b_{k})^{2}\le 2\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}+2\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2}, \qquad \sum_{k=1}^{\infty}\mu_{k}(\lambda a_{k})^{2}=\lambda^{2}\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}.

3. (Products) Suppose the series ∑k=1∞μkak2\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2} and ∑k=1∞μkbk2\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2} converge. Then the series ∑k=1∞μk∣akbk∣\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}| and ∑k=1∞μkakbk\sum_{k=1}^{\infty}\mu_{k}a_{k}b_{k} converge, and

∣∑k=1∞μkakbk∣≤∑k=1∞μk∣akbk∣≤12(∑k=1∞μkak2+∑k=1∞μkbk2).\Bigl|\sum_{k=1}^{\infty}\mu_{k}a_{k}b_{k}\Bigr| \le\sum_{k=1}^{\infty}\mu_{k}|a_{k}b_{k}| \le\tfrac{1}{2}\Bigl(\sum_{k=1}^{\infty}\mu_{k}a_{k}^{2}+\sum_{k=1}^{\infty}\mu_{k}b_{k}^{2}\Bigr).

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