Let be a positive and strictly decreasing sequence such that . Prove that the series
Lemma: Let . It holds that
Proof: We are using induction on . For it is trivial. Suppose that it holds for . Then
Thus it holds for and the lemma is proved. Since and I can find such that for all . But then
where in the first inequality the lemma was used.
The exercise can also be found at mathematica.gr . It can also be found in Problems in Mathematical Analysis v1 W.J.Kaczor M.T.Nowak as exercise 3.2.43 page 80 .