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Suppose $\sum_{n=1}^{\infty}f(n)$ converges.
$0 \le f(x)$ on [1,$\infty$] and $\int_{1}^{N}f(x)dx < \sum_{n=1}^{\infty}f(n) < \infty$.

Define a sequence $a_N=\int_{1}^{N}f(x)dx$ then $a_N$ is bounded above and increasing,
therefore converges.

In here, I want to conclude $\int_{1}^{\infty}f(x)dx$ also converges.
It is possible that just applying limit and saying it is true for $\infty$?
Or is there any other theorem that I can use?

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    Sorry, I made this question a little shorter than original and while doing that I omitted some information. Now I correct it.2012-11-26

1 Answers 1

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Since $f$ is non-negative, $g(y) = \int_1^y f(x) dx$ is non-decreasing. Moreover, $\forall y \geq 1, a_{\lfloor y \rfloor} \leq g(y) \leq a_{\lceil y \rceil}$, so $g$ converges in $\infty$, which means that $\int_{1}^\infty f(x) dx$ converges (and $\lim_{y \to \infty} g(y) = \lim_{N \to \infty} a_N$).

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    Yes, sorry. I edited it.2012-11-26