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I have tried to link with the series {$\sum \frac{1}{n}$} but it does not work.

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    Try $\dfrac{1}{n\log n}$.2017-01-15
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    $a_n=\dfrac{1}{n}$ works ! $$n|a_{n}-a_{n+1}|=n(\dfrac{1}{n}-\dfrac{1}{n+1})=\dfrac{n}{n(n+1)}=\dfrac{1}{n+1}$$2017-01-15

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If we define $b_n = a_{n+1} - a_n$, then we can reframe the problem as follows: we're looking for a series $\sum_{n=1}^\infty b_n$ that fails to converge but satisfies $\lim_{n \to \infty}\frac{b_n}{1/n} = 0$.

In other words, we need a series for which $b_n$ is "smaller" than $1/n$, but still diverges. One working example is $b_n = \frac{1}{n\log n}$.