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Suppose $\sum_{n=1}^\infty a_n$ converges absolutely. Does this imply that the series $\sum_{n=1}^\infty (a_n + \cdots + a_n^n)$ converges?

I believe the answer is yes, but I can't figure out how to prove it. Any help would be appreciated.

Thanks.

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    Very nice problem! (+1)2012-07-26

2 Answers 2

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After a while, $|a_k| \lt \frac{1}{2}$.

From that point on, $|a_k+a_k^2+a_k^3+\cdots +a_k^k| \le |a_k|+\frac{1}{2}|a_k|+\frac{1}{4}|a_k|+\cdots+\frac{1}{2^{k-1}}|a_k|\le 2|a_k|.$ So by comparison our series converges absolutely.

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    @André Nicolas: i wanted to post the same answer when i saw it. Now i think of a different approach. (+1)2012-07-26
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Another way to see this is to notice that each term is less than $a_n + a_n^2 + a_n^3 + ...$ which, when $a_n < 1$ is $\frac{a_n}{1-a_n}$. When $a_n < \frac{1}{2}$ then $\frac{a_n}{1-a_n} < 2a_n$.